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

Performance

SEDM.L vs. EIMI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (SEDM.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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Returns By Period

The year-to-date returns for both investments are quite close, with SEDM.L having a 18.00% return and EIMI.L slightly higher at 18.64%.


SEDM.L

1D
-0.77%
1M
-7.30%
6M
12.55%
YTD
18.00%
1Y
33.61%
3Y*
19.38%
5Y*
6.74%
10Y*

EIMI.L

1D
-0.30%
1M
-6.07%
6M
13.34%
YTD
18.64%
1Y
34.63%
3Y*
19.30%
5Y*
7.21%
10Y*
9.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
SEDM.L
iShares MSCI EM IMI Screened UCITS ETF USD (Dist)
18.00%32.84%7.40%10.53%-20.48%-1.52%19.90%16.95%1.21%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
18.64%32.16%7.36%11.03%-19.67%-0.65%18.80%16.37%1.53%

Correlation

The correlation between SEDM.L and EIMI.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2018

0.99

The correlation between SEDM.L and EIMI.L has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

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

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

SEDM.L
SEDM.L Risk / Return Rank: 5757
Overall Rank
SEDM.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SEDM.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
SEDM.L Omega Ratio Rank: 5757
Omega Ratio Rank
SEDM.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
SEDM.L Martin Ratio Rank: 5858
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (SEDM.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.


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

-0.07

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.29

1.30

-0.01

Calmar ratioReturn relative to maximum drawdown

2.52

2.72

-0.21

Martin ratioReturn relative to average drawdown

8.04

8.68

-0.64

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

The current SEDM.L Sharpe Ratio is 1.54, which is comparable to the EIMI.L Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of SEDM.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

SEDM.L vs. EIMI.L - Drawdown Comparison

The maximum SEDM.L drawdown since its inception was -38.83%, roughly equal to the maximum EIMI.L drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for SEDM.L and EIMI.L.


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Drawdown Indicators


SEDM.LEIMI.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.83%

-38.73%

-0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-13.30%

-12.66%

-0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-17.22%

-17.44%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-34.83%

-33.69%

-1.14%

Max Drawdown (10Y)

Largest decline over 10 years

-38.73%

Current Drawdown

Current decline from peak

-8.97%

-7.71%

-1.26%

Average Drawdown

Average peak-to-trough decline

-12.85%

-13.92%

+1.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

3.98%

+0.19%

Volatility

SEDM.L vs. EIMI.L - Volatility Comparison

iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (SEDM.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L) have volatilities of 8.85% and 8.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEDM.LEIMI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.85%

8.59%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

19.60%

19.48%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

21.74%

21.43%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.98%

18.83%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

19.22%

+0.97%

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

Both SEDM.L and EIMI.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

SEDM.L vs. EIMI.L - Dividend Comparison

SEDM.L's dividend yield for the trailing twelve months is around 1.71%, while EIMI.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
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%
SEDM.L
iShares MSCI EM IMI Screened UCITS ETF USD (Dist)
1.71%1.96%2.37%2.33%2.56%1.83%1.51%2.23%

Frequently Asked Questions


With a correlation of 0.99, SEDM.L and EIMI.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SEDM.L and EIMI.L have the same expense ratio: 0.18% per year.

SEDM.L is categorized as Global Equities, while EIMI.L is Emerging Markets Equities. SEDM.L tracks iShares MSCI EM IMI Screened UCITS ETF USD (Dist), while EIMI.L tracks MSCI Emerging Markets Investable Market Index.

Portfolio Optimizer

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