IWD vs. EIMI.L
Compare and contrast key facts about iShares Russell 1000 Value ETF (IWD) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L).
IWD and EIMI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWD is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value Index. It was launched on May 22, 2000. EIMI.L is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on May 30, 2014. Both IWD and EIMI.L 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: IWD or EIMI.L.
Performance
IWD vs. EIMI.L - Performance Comparison
Returns By Period
In the year-to-date period, IWD achieves a 18.83% return, which is significantly higher than EIMI.L's 7.74% return. Over the past 10 years, IWD has outperformed EIMI.L with an annualized return of 8.83%, while EIMI.L has yielded a comparatively lower 3.50% annualized return.
IWD
18.83%
0.02%
9.20%
27.73%
10.13%
8.83%
EIMI.L
7.74%
-6.39%
-1.10%
12.92%
3.79%
3.50%
Key characteristics
| IWD | EIMI.L | |
|---|---|---|
| Sharpe Ratio | 2.62 | 0.87 |
| Sortino Ratio | 3.68 | 1.34 |
| Omega Ratio | 1.47 | 1.16 |
| Calmar Ratio | 4.82 | 0.50 |
| Martin Ratio | 16.36 | 4.38 |
| Ulcer Index | 1.73% | 2.95% |
| Daily Std Dev | 10.86% | 14.94% |
| Max Drawdown | -60.10% | -38.73% |
| Current Drawdown | -1.40% | -14.80% |
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IWD vs. EIMI.L - Expense Ratio Comparison
IWD has a 0.19% 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%.
Correlation
The correlation between IWD and EIMI.L is 0.46, 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.
Risk-Adjusted Performance
IWD vs. EIMI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Value ETF (IWD) 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.
Dividends
IWD vs. EIMI.L - Dividend Comparison
IWD's dividend yield for the trailing twelve months is around 1.78%, while EIMI.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWD iShares Russell 1000 Value ETF | 1.78% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% | 2.00% | 1.95% |
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% |
Drawdowns
IWD vs. EIMI.L - Drawdown Comparison
The maximum IWD drawdown since its inception was -60.10%, which is greater than EIMI.L's maximum drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for IWD and EIMI.L. For additional features, visit the drawdowns tool.
Volatility
IWD vs. EIMI.L - Volatility Comparison
The current volatility for iShares Russell 1000 Value ETF (IWD) is 3.73%, while iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a volatility of 4.74%. This indicates that IWD 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.