SUWS.L vs. EIMI.L
SUWS.L (iShares MSCI World SRI UCITS ETF USD (Dist)) and EIMI.L (iShares Core MSCI EM IMI UCITS ETF) are both exchange-traded funds - SUWS.L is a Global Equities fund tracking the iShares MSCI World SRI UCITS ETF USD (Dist), while EIMI.L is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market Index. Both are passively managed. Over the past 5 years, SUWS.L returned 9.18%/yr vs 7.21%/yr for EIMI.L. A 0.73 correlation means they provide meaningful diversification when combined. SUWS.L charges 0.20%/yr vs 0.18%/yr for EIMI.L.
Performance
SUWS.L vs. EIMI.L - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SUWS.L achieves a 10.37% return, which is significantly lower than EIMI.L's 18.64% return.
SUWS.L
- 1D
- -0.43%
- 1M
- -1.35%
- 6M
- 8.12%
- YTD
- 10.37%
- 1Y
- 18.55%
- 3Y*
- 13.89%
- 5Y*
- 9.18%
- 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%
SUWS.L vs. EIMI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUWS.L iShares MSCI World SRI UCITS ETF USD (Dist) | 10.37% | 14.86% | 11.22% | 25.16% | -21.20% | 25.32% | 21.04% | 29.76% | -7.49% | 4.80% |
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% | -14.18% | 4.38% |
Correlation
The correlation between SUWS.L and EIMI.L is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2017 | 0.73 |
The correlation between SUWS.L and EIMI.L has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SUWS.L vs. EIMI.L — Risk / Return Rank
SUWS.L
EIMI.L
SUWS.L vs. EIMI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World SRI UCITS ETF USD (Dist) (SUWS.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.
| SUWS.L | EIMI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.30 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.05 | 2.72 | -0.68 |
| Martin ratioReturn relative to average drawdown | 7.87 | 8.68 | -0.81 |
Loading charts...
Drawdowns
SUWS.L vs. EIMI.L - Drawdown Comparison
The maximum SUWS.L drawdown since its inception was -31.97%, smaller than the maximum EIMI.L drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for SUWS.L and EIMI.L.
Loading charts...
Drawdown Indicators
| SUWS.L | EIMI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.97% | -38.73% | +6.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -12.66% | +3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -17.81% | -17.44% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -29.06% | -33.69% | +4.63% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.73% | — |
Current DrawdownCurrent decline from peak | -1.78% | -7.71% | +5.93% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -13.92% | +8.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.98% | -1.49% |
Volatility
SUWS.L vs. EIMI.L - Volatility Comparison
The current volatility for iShares MSCI World SRI UCITS ETF USD (Dist) (SUWS.L) is 4.00%, while iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a volatility of 8.59%. This indicates that SUWS.L 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.
Loading charts...
Volatility by Period
| SUWS.L | EIMI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 8.59% | -4.59% |
Volatility (6M)Calculated over the trailing 6-month period | 11.41% | 19.48% | -8.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.94% | 21.43% | -7.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 18.83% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.85% | 19.22% | -2.37% |
SUWS.L vs. EIMI.L - Expense Ratio Comparison
SUWS.L has a 0.20% 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%.
Dividends
SUWS.L vs. EIMI.L - Dividend Comparison
SUWS.L's dividend yield for the trailing twelve months is around 1.20%, while EIMI.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
SUWS.L iShares MSCI World SRI UCITS ETF USD (Dist) | 1.20% | 1.21% | 1.41% | 1.52% | 1.71% | 1.20% | 1.21% | 1.70% | 2.26% |
Frequently Asked Questions
SUWS.L and EIMI.L have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EIMI.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EIMI.L is cheaper with a 0.18% expense ratio, compared with 0.20% for SUWS.L.
SUWS.L is categorized as Global Equities, while EIMI.L is Emerging Markets Equities. SUWS.L tracks iShares MSCI World SRI UCITS ETF USD (Dist), while EIMI.L tracks MSCI Emerging Markets Investable Market Index. Their fees differ too: 0.20% for SUWS.L and 0.18% for EIMI.L.
Find the right allocation for SUWS.L and EIMI.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer