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IUIT.L vs. EMIM.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IUIT.L and EMIM.L is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

IUIT.L vs. EMIM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IUIT.L:

0.49

EMIM.L:

0.10

Sortino Ratio

IUIT.L:

0.81

EMIM.L:

0.22

Omega Ratio

IUIT.L:

1.11

EMIM.L:

1.03

Calmar Ratio

IUIT.L:

0.48

EMIM.L:

0.08

Martin Ratio

IUIT.L:

1.56

EMIM.L:

0.29

Ulcer Index

IUIT.L:

8.06%

EMIM.L:

4.63%

Daily Std Dev

IUIT.L:

26.20%

EMIM.L:

15.14%

Max Drawdown

IUIT.L:

-33.46%

EMIM.L:

-31.70%

Current Drawdown

IUIT.L:

-11.16%

EMIM.L:

-5.95%

Returns By Period

In the year-to-date period, IUIT.L achieves a -9.39% return, which is significantly lower than EMIM.L's -0.11% return.


IUIT.L

YTD

-9.39%

1M

11.65%

6M

-8.08%

1Y

12.58%

5Y*

21.11%

10Y*

N/A

EMIM.L

YTD

-0.11%

1M

8.49%

6M

-1.09%

1Y

1.34%

5Y*

6.45%

10Y*

5.30%

*Annualized

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IUIT.L vs. EMIM.L - Expense Ratio Comparison

IUIT.L has a 0.15% expense ratio, which is lower than EMIM.L's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

IUIT.L vs. EMIM.L — Risk-Adjusted Performance Rank

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

IUIT.L
The Risk-Adjusted Performance Rank of IUIT.L is 5656
Overall Rank
The Sharpe Ratio Rank of IUIT.L is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of IUIT.L is 5757
Sortino Ratio Rank
The Omega Ratio Rank of IUIT.L is 5454
Omega Ratio Rank
The Calmar Ratio Rank of IUIT.L is 6060
Calmar Ratio Rank
The Martin Ratio Rank of IUIT.L is 5353
Martin Ratio Rank

EMIM.L
The Risk-Adjusted Performance Rank of EMIM.L is 2424
Overall Rank
The Sharpe Ratio Rank of EMIM.L is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of EMIM.L is 2222
Sortino Ratio Rank
The Omega Ratio Rank of EMIM.L is 2222
Omega Ratio Rank
The Calmar Ratio Rank of EMIM.L is 2525
Calmar Ratio Rank
The Martin Ratio Rank of EMIM.L is 2525
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IUIT.L vs. EMIM.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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.


The current IUIT.L Sharpe Ratio is 0.49, which is higher than the EMIM.L Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of IUIT.L and EMIM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

IUIT.L vs. EMIM.L - Dividend Comparison

Neither IUIT.L nor EMIM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IUIT.L vs. EMIM.L - Drawdown Comparison

The maximum IUIT.L drawdown since its inception was -33.46%, which is greater than EMIM.L's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for IUIT.L and EMIM.L. For additional features, visit the drawdowns tool.


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Volatility

IUIT.L vs. EMIM.L - Volatility Comparison

iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) has a higher volatility of 11.68% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) at 5.89%. This indicates that IUIT.L's price experiences larger fluctuations and is considered to be riskier than EMIM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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