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V3MA.DE vs. EIMI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V3MA.DE vs. EIMI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating (V3MA.DE) 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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Different Trading Currencies

V3MA.DE is traded in EUR, while EIMI.L is traded in USD. To make them comparable, the EIMI.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, V3MA.DE achieves a 16.20% return, which is significantly lower than EIMI.L's 25.66% return.


V3MA.DE

1D
-0.58%
1M
3.08%
YTD
16.20%
6M
17.26%
1Y
31.20%
3Y*
5Y*
10Y*

EIMI.L

1D
-1.44%
1M
5.21%
YTD
25.66%
6M
27.55%
1Y
46.90%
3Y*
20.02%
5Y*
8.61%
10Y*
10.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V3MA.DE vs. EIMI.L - Yearly Performance Comparison


Correlation

The correlation between V3MA.DE and EIMI.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2024

0.86

The correlation between V3MA.DE and EIMI.L has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

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Return for Risk

V3MA.DE vs. EIMI.L — Risk / Return Rank

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

V3MA.DE
V3MA.DE Risk / Return Rank: 6464
Overall Rank
V3MA.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
V3MA.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
V3MA.DE Omega Ratio Rank: 6262
Omega Ratio Rank
V3MA.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
V3MA.DE Martin Ratio Rank: 6464
Martin Ratio Rank

EIMI.L
EIMI.L Risk / Return Rank: 7878
Overall Rank
EIMI.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
EIMI.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
EIMI.L Omega Ratio Rank: 8080
Omega Ratio Rank
EIMI.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
EIMI.L Martin Ratio Rank: 7575
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.

V3MA.DE vs. EIMI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating (V3MA.DE) 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.


V3MA.DEEIMI.LDifference
Sharpe ratioReturn per unit of total volatility

-0.48

Sortino ratioReturn per unit of downside risk

-0.55

Omega ratioGain probability vs. loss probability

1.37

1.46

-0.09

Calmar ratioReturn relative to maximum drawdown

3.45

4.35

-0.90

Martin ratioReturn relative to average drawdown

11.63

15.66

-4.04

V3MA.DE vs. EIMI.L - Sharpe Ratio Comparison

The current V3MA.DE Sharpe Ratio is 2.04, which is comparable to the EIMI.L Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of V3MA.DE 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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Sharpe Ratios by Period


V3MA.DEEIMI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

2.52

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.43

+0.70

Drawdowns

V3MA.DE vs. EIMI.L - Drawdown Comparison

The maximum V3MA.DE drawdown since its inception was -19.79%, smaller than the maximum EIMI.L drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for V3MA.DE and EIMI.L.


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Drawdown Indicators


V3MA.DEEIMI.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.79%

-34.87%

+15.08%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-10.72%

+1.72%

Max Drawdown (3Y)

Largest decline over 3 years

-18.31%

Max Drawdown (5Y)

Largest decline over 5 years

-22.33%

Max Drawdown (10Y)

Largest decline over 10 years

-32.18%

Current Drawdown

Current decline from peak

-1.50%

-2.50%

+1.00%

Average Drawdown

Average peak-to-trough decline

-3.29%

-9.29%

+6.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.99%

-0.31%

Volatility

V3MA.DE vs. EIMI.L - Volatility Comparison

The current volatility for Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating (V3MA.DE) is 5.43%, while iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a volatility of 7.61%. This indicates that V3MA.DE 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


V3MA.DEEIMI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

7.61%

-2.18%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

15.80%

-3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

15.26%

18.51%

-3.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

16.92%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.83%

18.48%

-1.65%

V3MA.DE vs. EIMI.L - Expense Ratio Comparison

V3MA.DE has a 0.24% 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

V3MA.DE vs. EIMI.L - Dividend Comparison

Neither V3MA.DE nor EIMI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


V3MA.DE and EIMI.L have a correlation of 0.90, 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 0.24% for V3MA.DE.

V3MA.DE tracks FTSE Emerging All Cap Choice, while EIMI.L tracks MSCI Emerging Markets Investable Market Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.24% for V3MA.DE and 0.18% for EIMI.L.

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