VOX vs. EIMI.L
Compare and contrast key facts about Vanguard Communication Services ETF (VOX) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L).
VOX and EIMI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VOX is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Telecommunication Services 25/50 Index. It was launched on Sep 23, 2004. EIMI.L is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on May 30, 2014. Both VOX and EIMI.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOX or EIMI.L.
Key characteristics
| VOX | EIMI.L | |
|---|---|---|
| YTD Return | 33.18% | 9.15% |
| 1Y Return | 44.19% | 16.99% |
| 3Y Return (Ann) | 3.82% | -2.09% |
| 5Y Return (Ann) | 12.46% | 4.25% |
| 10Y Return (Ann) | 7.79% | 3.66% |
| Sharpe Ratio | 2.77 | 0.97 |
| Sortino Ratio | 3.63 | 1.47 |
| Omega Ratio | 1.50 | 1.18 |
| Calmar Ratio | 1.68 | 0.56 |
| Martin Ratio | 19.87 | 5.17 |
| Ulcer Index | 2.20% | 2.81% |
| Daily Std Dev | 15.76% | 15.14% |
| Max Drawdown | -57.18% | -38.73% |
| Current Drawdown | 0.00% | -13.68% |
Correlation
The correlation between VOX and EIMI.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VOX vs. EIMI.L - Performance Comparison
In the year-to-date period, VOX achieves a 33.18% return, which is significantly higher than EIMI.L's 9.15% return. Over the past 10 years, VOX has outperformed EIMI.L with an annualized return of 7.79%, while EIMI.L has yielded a comparatively lower 3.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VOX vs. EIMI.L - Expense Ratio Comparison
VOX has a 0.10% expense ratio, which is lower than EIMI.L's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VOX vs. EIMI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Communication Services ETF (VOX) 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.
Dividends
VOX vs. EIMI.L - Dividend Comparison
VOX's dividend yield for the trailing twelve months is around 0.94%, while EIMI.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOX Vanguard Communication Services ETF | 0.94% | 1.03% | 0.88% | 0.93% | 0.74% | 0.90% | 2.77% | 3.83% | 2.67% | 3.55% | 2.66% | 3.88% |
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% | 0.00% | 0.00% | 0.00% |
Drawdowns
VOX vs. EIMI.L - Drawdown Comparison
The maximum VOX drawdown since its inception was -57.18%, which is greater than EIMI.L's maximum drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for VOX and EIMI.L. For additional features, visit the drawdowns tool.
Volatility
VOX vs. EIMI.L - Volatility Comparison
The current volatility for Vanguard Communication Services ETF (VOX) is 3.93%, while iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a volatility of 5.10%. This indicates that VOX 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.