TSCO.L vs. EMIM.L
TSCO.L (Tesco PLC) is a stock, while EMIM.L (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) is Emerging Markets Equities fund tracking the MSCI EM NR USD. Over the past 10 years, TSCO.L returned 14.48%/yr vs 11.09%/yr for EMIM.L. At a 0.22 correlation, their price movements are largely independent.
Performance
TSCO.L vs. EMIM.L - Performance Comparison
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Returns By Period
In the year-to-date period, TSCO.L achieves a 3.62% return, which is significantly lower than EMIM.L's 24.23% return. Over the past 10 years, TSCO.L has outperformed EMIM.L with an annualized return of 14.48%, while EMIM.L has yielded a comparatively lower 11.09% annualized return.
TSCO.L
- 1D
- 1.04%
- 1M
- -3.58%
- YTD
- 3.62%
- 6M
- 1.06%
- 1Y
- 19.49%
- 3Y*
- 23.91%
- 5Y*
- 19.39%
- 10Y*
- 14.48%
EMIM.L
- 1D
- -1.35%
- 1M
- 3.19%
- YTD
- 24.23%
- 6M
- 25.19%
- 1Y
- 49.71%
- 3Y*
- 20.15%
- 5Y*
- 8.76%
- 10Y*
- 11.09%
TSCO.L vs. EMIM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSCO.L Tesco PLC | 3.62% | 24.45% | 31.78% | 34.79% | -18.79% | 30.32% | -5.37% | 38.15% | -7.70% | 1.70% |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 24.23% | 23.35% | 9.18% | 4.93% | -10.17% | 0.74% | 14.91% | 12.69% | -9.32% | 24.72% |
Correlation
The correlation between TSCO.L and EMIM.L is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2014 | 0.22 |
The correlation between TSCO.L and EMIM.L shifts across timeframes, from -0.02 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TSCO.L vs. EMIM.L — Risk / Return Rank
TSCO.L
EMIM.L
TSCO.L vs. EMIM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tesco PLC (TSCO.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.
| TSCO.L | EMIM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.58 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.57 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 4.63 | -3.18 |
| Martin ratioReturn relative to average drawdown | 3.61 | 16.57 | -12.96 |
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
| TSCO.L | EMIM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 3.04 | -2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.96 | 0.55 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.62 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.49 | -0.16 |
Drawdowns
TSCO.L vs. EMIM.L - Drawdown Comparison
The maximum TSCO.L drawdown since its inception was -63.40%, 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 TSCO.L and EMIM.L.
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Drawdown Indicators
| TSCO.L | EMIM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.40% | -31.70% | -31.70% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -10.92% | -2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -20.76% | -15.56% | -5.20% |
Max Drawdown (5Y)Largest decline over 5 years | -32.40% | -21.98% | -10.42% |
Max Drawdown (10Y)Largest decline over 10 years | -32.40% | -26.46% | -5.94% |
Current DrawdownCurrent decline from peak | -8.66% | -2.39% | -6.27% |
Average DrawdownAverage peak-to-trough decline | -17.48% | -8.71% | -8.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.28% | 3.06% | +2.22% |
Volatility
TSCO.L vs. EMIM.L - Volatility Comparison
Tesco PLC (TSCO.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) have volatilities of 6.80% and 7.03%, 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
| TSCO.L | EMIM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 7.03% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 17.08% | 14.14% | +2.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.39% | 16.67% | +4.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.24% | 15.82% | +4.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.57% | 17.81% | +4.76% |
Dividends
TSCO.L vs. EMIM.L - Dividend Comparison
TSCO.L's dividend yield for the trailing twelve months is around 3.24%, while EMIM.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TSCO.L Tesco PLC | 3.24% | 3.23% | 3.39% | 3.75% | 5.15% | 20.72% | 4.19% | 2.64% | 1.93% | 0.48% |
Frequently Asked Questions
TSCO.L and EMIM.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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