SAEMX vs. EIMI.L
Compare and contrast key facts about SA Emerging Markets Value Fund (SAEMX) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L).
SAEMX is managed by SA Funds. It was launched on Apr 1, 2007. 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.
Performance
SAEMX vs. EIMI.L - Performance Comparison
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SAEMX vs. EIMI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAEMX SA Emerging Markets Value Fund | 1.69% | 29.21% | 5.47% | 15.72% | -11.61% | 10.51% | 0.88% | 8.05% | -12.11% | 31.24% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 4.48% | 32.16% | 7.36% | 11.03% | -19.67% | -0.65% | 18.80% | 16.37% | -14.17% | 36.95% |
Returns By Period
In the year-to-date period, SAEMX achieves a 1.69% return, which is significantly lower than EIMI.L's 4.48% return. Over the past 10 years, SAEMX has underperformed EIMI.L with an annualized return of 7.94%, while EIMI.L has yielded a comparatively higher 8.46% annualized return.
SAEMX
- 1D
- -0.94%
- 1M
- -10.73%
- YTD
- 1.69%
- 6M
- 7.18%
- 1Y
- 27.67%
- 3Y*
- 15.76%
- 5Y*
- 7.69%
- 10Y*
- 7.94%
EIMI.L
- 1D
- 4.13%
- 1M
- -5.98%
- YTD
- 4.48%
- 6M
- 8.17%
- 1Y
- 33.96%
- 3Y*
- 16.49%
- 5Y*
- 4.75%
- 10Y*
- 8.46%
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SAEMX vs. EIMI.L - Expense Ratio Comparison
SAEMX has a 1.24% expense ratio, which is higher than EIMI.L's 0.18% expense ratio.
Return for Risk
SAEMX vs. EIMI.L — Risk / Return Rank
SAEMX
EIMI.L
SAEMX vs. EIMI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SA Emerging Markets Value Fund (SAEMX) 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.
| SAEMX | EIMI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | 1.79 | +0.08 |
Sortino ratioReturn per unit of downside risk | 2.33 | 2.35 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.68 | -0.69 |
Martin ratioReturn relative to average drawdown | 7.63 | 9.80 | -2.16 |
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
| SAEMX | EIMI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.79 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.27 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.45 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.28 | -0.13 |
Correlation
The correlation between SAEMX and EIMI.L is 0.71, 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.
Dividends
SAEMX vs. EIMI.L - Dividend Comparison
SAEMX's dividend yield for the trailing twelve months is around 3.38%, while EIMI.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAEMX SA Emerging Markets Value Fund | 3.38% | 3.43% | 4.37% | 4.07% | 3.54% | 2.86% | 1.76% | 2.18% | 1.78% | 1.28% | 1.23% | 1.25% |
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
SAEMX vs. EIMI.L - Drawdown Comparison
The maximum SAEMX drawdown since its inception was -63.08%, 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 SAEMX and EIMI.L.
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Drawdown Indicators
| SAEMX | EIMI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.08% | -38.73% | -24.35% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -12.66% | +0.44% |
Max Drawdown (5Y)Largest decline over 5 years | -25.98% | -35.66% | +9.68% |
Max Drawdown (10Y)Largest decline over 10 years | -49.23% | -38.73% | -10.50% |
Current DrawdownCurrent decline from peak | -12.22% | -9.03% | -3.19% |
Average DrawdownAverage peak-to-trough decline | -17.36% | -14.21% | -3.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 3.47% | +0.04% |
Volatility
SAEMX vs. EIMI.L - Volatility Comparison
The current volatility for SA Emerging Markets Value Fund (SAEMX) is 7.86%, while iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a volatility of 8.48%. This indicates that SAEMX 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
| SAEMX | EIMI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 8.48% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 11.62% | 13.79% | -2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.66% | 18.87% | -1.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 17.75% | -3.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.41% | 18.90% | -3.49% |