JEMI.L vs. EMIM.L
Compare and contrast key facts about JPMorgan Global Emerging Markets Investment Trust plc (JEMI.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L).
EMIM.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on May 30, 2014.
Performance
JEMI.L vs. EMIM.L - Performance Comparison
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JEMI.L vs. EMIM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JEMI.L JPMorgan Global Emerging Markets Investment Trust plc | 5.79% | 34.38% | 9.15% | 2.82% | -7.91% | 2.84% | 12.30% | 15.11% | -6.50% | 23.78% |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 5.30% | 23.35% | 9.18% | 4.93% | -10.17% | 0.74% | 14.91% | 12.69% | -9.32% | 24.72% |
Returns By Period
In the year-to-date period, JEMI.L achieves a 5.79% return, which is significantly higher than EMIM.L's 5.30% return. Over the past 10 years, JEMI.L has outperformed EMIM.L with an annualized return of 11.16%, while EMIM.L has yielded a comparatively lower 9.13% annualized return.
JEMI.L
- 1D
- 4.36%
- 1M
- -9.55%
- YTD
- 5.79%
- 6M
- 15.17%
- 1Y
- 40.04%
- 3Y*
- 16.12%
- 5Y*
- 8.65%
- 10Y*
- 11.16%
EMIM.L
- 1D
- 3.09%
- 1M
- -5.63%
- YTD
- 5.30%
- 6M
- 9.33%
- 1Y
- 29.91%
- 3Y*
- 13.68%
- 5Y*
- 5.55%
- 10Y*
- 9.13%
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Return for Risk
JEMI.L vs. EMIM.L — Risk / Return Rank
JEMI.L
EMIM.L
JEMI.L vs. EMIM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Global Emerging Markets Investment Trust plc (JEMI.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.
| JEMI.L | EMIM.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 1.82 | +0.30 |
Sortino ratioReturn per unit of downside risk | 2.78 | 2.34 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.35 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.70 | 2.78 | -0.08 |
Martin ratioReturn relative to average drawdown | 12.35 | 9.93 | +2.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JEMI.L | EMIM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.82 | +0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | 0.36 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.52 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.41 | -0.01 |
Correlation
The correlation between JEMI.L and EMIM.L is 0.60, 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.
Dividends
JEMI.L vs. EMIM.L - Dividend Comparison
JEMI.L's dividend yield for the trailing twelve months is around 3.68%, while EMIM.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JEMI.L JPMorgan Global Emerging Markets Investment Trust plc | 3.68% | 3.57% | 4.08% | 4.19% | 4.05% | 3.51% | 3.49% | 3.74% | 4.07% | 3.58% | 4.26% | 5.62% |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 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
JEMI.L vs. EMIM.L - Drawdown Comparison
The maximum JEMI.L drawdown since its inception was -40.42%, 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 JEMI.L and EMIM.L.
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Drawdown Indicators
| JEMI.L | EMIM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.42% | -31.70% | -8.72% |
Max Drawdown (1Y)Largest decline over 1 year | -15.03% | -10.92% | -4.11% |
Max Drawdown (5Y)Largest decline over 5 years | -24.04% | -21.98% | -2.06% |
Max Drawdown (10Y)Largest decline over 10 years | -39.13% | -26.46% | -12.67% |
Current DrawdownCurrent decline from peak | -11.32% | -7.55% | -3.77% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -8.81% | +0.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 3.05% | +0.24% |
Volatility
JEMI.L vs. EMIM.L - Volatility Comparison
JPMorgan Global Emerging Markets Investment Trust plc (JEMI.L) has a higher volatility of 8.73% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) at 6.95%. This indicates that JEMI.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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Volatility by Period
| JEMI.L | EMIM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.73% | 6.95% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 13.59% | 12.52% | +1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.85% | 16.39% | +2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.81% | 15.45% | +2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.34% | 17.64% | +2.70% |