SEGM.L vs. EVLU
Compare and contrast key facts about iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (SEGM.L) and iShares MSCI Emerging Markets Value Factor ETF (EVLU).
SEGM.L and EVLU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SEGM.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Oct 19, 2018. EVLU is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Value Factor Select Index (Net). It was launched on Sep 4, 2024. Both SEGM.L and EVLU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SEGM.L vs. EVLU - Performance Comparison
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SEGM.L vs. EVLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SEGM.L iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | 4.97% | 23.91% | 5.85% |
EVLU iShares MSCI Emerging Markets Value Factor ETF | 6.63% | 28.67% | 6.61% |
Different Trading Currencies
SEGM.L is traded in GBP, while EVLU is traded in USD. To make them comparable, the EVLU values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, SEGM.L achieves a 4.97% return, which is significantly lower than EVLU's 6.63% return.
SEGM.L
- 1D
- 3.23%
- 1M
- -6.18%
- YTD
- 4.97%
- 6M
- 9.34%
- 1Y
- 28.99%
- 3Y*
- 13.48%
- 5Y*
- 5.06%
- 10Y*
- —
EVLU
- 1D
- 0.20%
- 1M
- -7.60%
- YTD
- 6.63%
- 6M
- 16.27%
- 1Y
- 34.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SEGM.L vs. EVLU - Expense Ratio Comparison
SEGM.L has a 0.18% expense ratio, which is lower than EVLU's 0.35% expense ratio.
Return for Risk
SEGM.L vs. EVLU — Risk / Return Rank
SEGM.L
EVLU
SEGM.L vs. EVLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (SEGM.L) and iShares MSCI Emerging Markets Value Factor ETF (EVLU). 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.
| SEGM.L | EVLU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.90 | -0.14 |
Sortino ratioReturn per unit of downside risk | 2.28 | 2.55 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.37 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.58 | 2.95 | -0.37 |
Martin ratioReturn relative to average drawdown | 9.37 | 9.70 | -0.33 |
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
| SEGM.L | EVLU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.90 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.58 | -1.16 |
Correlation
The correlation between SEGM.L and EVLU is 0.72, 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
SEGM.L vs. EVLU - Dividend Comparison
SEGM.L has not paid dividends to shareholders, while EVLU's dividend yield for the trailing twelve months is around 4.96%.
| TTM | 2025 | 2024 | |
|---|---|---|---|
SEGM.L iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% |
EVLU iShares MSCI Emerging Markets Value Factor ETF | 4.96% | 5.20% | 1.03% |
Drawdowns
SEGM.L vs. EVLU - Drawdown Comparison
The maximum SEGM.L drawdown since its inception was -25.92%, which is greater than EVLU's maximum drawdown of -16.09%. Use the drawdown chart below to compare losses from any high point for SEGM.L and EVLU.
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Drawdown Indicators
| SEGM.L | EVLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.92% | -17.17% | -8.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.47% | -13.13% | +1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -23.30% | — | — |
Current DrawdownCurrent decline from peak | -8.30% | -9.91% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -9.98% | -3.60% | -6.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 3.59% | -0.43% |
Volatility
SEGM.L vs. EVLU - Volatility Comparison
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (SEGM.L) and iShares MSCI Emerging Markets Value Factor ETF (EVLU) have volatilities of 7.10% and 7.05%, 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
| SEGM.L | EVLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 7.05% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 12.38% | 13.07% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.40% | 18.39% | -1.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.46% | 17.51% | -2.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.64% | 17.51% | +0.13% |