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IRCP.L vs. EIMI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRCP.L vs. EIMI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IRCP.L is traded in EUR, while EIMI.L is traded in USD. To make them comparable, the EIMI.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IRCP.L achieves a 1.46% return, which is significantly lower than EIMI.L's 21.48% return. Over the past 10 years, IRCP.L has underperformed EIMI.L with an annualized return of 1.58%, while EIMI.L has yielded a comparatively higher 8.83% annualized return.


IRCP.L

1D
0.04%
1M
0.05%
6M
1.47%
YTD
1.46%
1Y
3.00%
3Y*
5.19%
5Y*
2.73%
10Y*
1.58%

EIMI.L

1D
-0.76%
1M
-5.10%
6M
15.06%
YTD
21.48%
1Y
36.14%
3Y*
18.44%
5Y*
7.83%
10Y*
8.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRCP.L vs. EIMI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
1.46%4.21%6.47%5.14%-2.74%-0.24%0.84%4.00%-3.63%1.46%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
21.48%16.48%14.45%7.70%-14.70%6.78%9.01%19.00%-10.15%20.11%

Correlation

The correlation between IRCP.L and EIMI.L is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since May 30, 2014

0.37

Over the past year, the correlation between IRCP.L and EIMI.L has dropped to 0.10 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

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Return for Risk

IRCP.L vs. EIMI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IRCP.L
IRCP.L Risk / Return Rank: 5656
Overall Rank
IRCP.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IRCP.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
IRCP.L Omega Ratio Rank: 4646
Omega Ratio Rank
IRCP.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
IRCP.L Martin Ratio Rank: 8181
Martin Ratio Rank

EIMI.L
EIMI.L Risk / Return Rank: 6262
Overall Rank
EIMI.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EIMI.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
EIMI.L Omega Ratio Rank: 6262
Omega Ratio Rank
EIMI.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
EIMI.L Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IRCP.L vs. EIMI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IRCP.LEIMI.LDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.24

1.32

-0.08

Calmar ratioReturn relative to maximum drawdown

3.04

3.36

-0.32

Martin ratioReturn relative to average drawdown

12.47

10.37

+2.10

IRCP.L vs. EIMI.L - Sharpe Ratio Comparison

The current IRCP.L Sharpe Ratio is 1.17, which is lower than the EIMI.L Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of IRCP.L and EIMI.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IRCP.L vs. EIMI.L - Drawdown Comparison

The maximum IRCP.L drawdown since its inception was -14.44%, smaller than the maximum EIMI.L drawdown of -34.88%. Use the drawdown chart below to compare losses from any high point for IRCP.L and EIMI.L.


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Drawdown Indicators


IRCP.LEIMI.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.44%

-34.88%

+20.44%

Max Drawdown (1Y)

Largest decline over 1 year

-1.03%

-10.72%

+9.69%

Max Drawdown (3Y)

Largest decline over 3 years

-1.96%

-18.31%

+16.35%

Max Drawdown (5Y)

Largest decline over 5 years

-7.09%

-22.33%

+15.24%

Max Drawdown (10Y)

Largest decline over 10 years

-14.44%

-32.18%

+17.74%

Current Drawdown

Current decline from peak

-0.16%

-8.08%

+7.92%

Average Drawdown

Average peak-to-trough decline

-1.31%

-9.22%

+7.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

3.48%

-3.23%

Volatility

IRCP.L vs. EIMI.L - Volatility Comparison

The current volatility for iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L) is 0.63%, while iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a volatility of 8.57%. This indicates that IRCP.L experiences smaller price fluctuations and is considered to be less risky than EIMI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRCP.LEIMI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.63%

8.57%

-7.94%

Volatility (6M)

Calculated over the trailing 6-month period

2.45%

18.44%

-15.99%

Volatility (1Y)

Calculated over the trailing 1-year period

2.67%

20.69%

-18.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.97%

17.41%

-14.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.79%

18.63%

-14.84%

IRCP.L vs. EIMI.L - Expense Ratio Comparison

IRCP.L has a 0.25% expense ratio, which is higher than EIMI.L's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IRCP.L vs. EIMI.L - Dividend Comparison

IRCP.L's dividend yield for the trailing twelve months is around 2.58%, while EIMI.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
2.58%2.91%3.70%2.52%0.43%0.70%0.82%0.92%0.58%0.71%1.35%1.47%

Frequently Asked Questions


IRCP.L and EIMI.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EIMI.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EIMI.L is cheaper with a 0.18% expense ratio, compared with 0.25% for IRCP.L.

IRCP.L is categorized as Global Bonds, while EIMI.L is Emerging Markets Equities. IRCP.L tracks iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist), while EIMI.L tracks MSCI Emerging Markets Investable Market Index. Their fees differ too: 0.25% for IRCP.L and 0.18% for EIMI.L.

Portfolio Optimizer

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