IMFL vs. IEUR
Compare and contrast key facts about Invesco International Developed Dynamic Multifactor ETF (IMFL) and iShares Core MSCI Europe ETF (IEUR).
IMFL and IEUR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IMFL is a passively managed fund by Invesco that tracks the performance of the FTSE Developed ex US Invesco Dynamic Multifactor Index. It was launched on Feb 24, 2021. IEUR is a passively managed fund by iShares that tracks the performance of the MSCI Europe Investable Market Index. It was launched on Jun 10, 2014. Both IMFL and IEUR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMFL or IEUR.
Correlation
The correlation between IMFL and IEUR is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IMFL vs. IEUR - Performance Comparison
Key characteristics
IMFL:
-0.21
IEUR:
0.22
IMFL:
-0.20
IEUR:
0.39
IMFL:
0.98
IEUR:
1.05
IMFL:
-0.28
IEUR:
0.25
IMFL:
-0.68
IEUR:
0.62
IMFL:
4.39%
IEUR:
4.68%
IMFL:
14.07%
IEUR:
13.02%
IMFL:
-33.25%
IEUR:
-36.96%
IMFL:
-10.57%
IEUR:
-11.21%
Returns By Period
In the year-to-date period, IMFL achieves a -0.60% return, which is significantly lower than IEUR's -0.11% return.
IMFL
-0.60%
-4.36%
-7.94%
-3.12%
N/A
N/A
IEUR
-0.11%
-3.37%
-7.15%
2.65%
4.59%
5.34%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IMFL vs. IEUR - Expense Ratio Comparison
IMFL has a 0.34% expense ratio, which is higher than IEUR's 0.09% expense ratio.
Risk-Adjusted Performance
IMFL vs. IEUR — Risk-Adjusted Performance Rank
IMFL
IEUR
IMFL vs. IEUR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco International Developed Dynamic Multifactor ETF (IMFL) and iShares Core MSCI Europe ETF (IEUR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
IMFL vs. IEUR - Dividend Comparison
IMFL's dividend yield for the trailing twelve months is around 3.58%, more than IEUR's 3.54% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMFL Invesco International Developed Dynamic Multifactor ETF | 3.58% | 3.56% | 3.85% | 3.36% | 3.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEUR iShares Core MSCI Europe ETF | 3.54% | 3.54% | 3.17% | 3.05% | 2.87% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% | 0.64% |
Drawdowns
IMFL vs. IEUR - Drawdown Comparison
The maximum IMFL drawdown since its inception was -33.25%, smaller than the maximum IEUR drawdown of -36.96%. Use the drawdown chart below to compare losses from any high point for IMFL and IEUR. For additional features, visit the drawdowns tool.
Volatility
IMFL vs. IEUR - Volatility Comparison
Invesco International Developed Dynamic Multifactor ETF (IMFL) has a higher volatility of 3.60% compared to iShares Core MSCI Europe ETF (IEUR) at 3.33%. This indicates that IMFL's price experiences larger fluctuations and is considered to be riskier than IEUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.