XDEW.DE vs. EIMI.L
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and EIMI.L (iShares Core MSCI EM IMI UCITS ETF) are both exchange-traded funds - XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index, while EIMI.L is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market Index. Both are passively managed. Over the past 10 years, XDEW.DE returned 11.25%/yr vs 10.02%/yr for EIMI.L. A 0.57 correlation means they provide meaningful diversification when combined. XDEW.DE charges 0.20%/yr vs 0.18%/yr for EIMI.L.
Performance
XDEW.DE vs. EIMI.L - Performance Comparison
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Different Trading Currencies
XDEW.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, XDEW.DE achieves a 10.39% return, which is significantly lower than EIMI.L's 25.66% return. Over the past 10 years, XDEW.DE has outperformed EIMI.L with an annualized return of 11.25%, while EIMI.L has yielded a comparatively lower 10.02% annualized return.
XDEW.DE
- 1D
- 0.30%
- 1M
- 3.90%
- YTD
- 10.39%
- 6M
- 10.29%
- 1Y
- 18.10%
- 3Y*
- 12.12%
- 5Y*
- 9.22%
- 10Y*
- 11.25%
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%
XDEW.DE vs. EIMI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 10.39% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.25% | -4.52% | 4.00% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 25.68% | 16.48% | 14.45% | 7.70% | -14.70% | 6.78% | 9.01% | 19.00% | -10.14% | 20.12% |
Correlation
The correlation between XDEW.DE and EIMI.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2014 | 0.57 |
The correlation between XDEW.DE and EIMI.L shifts across timeframes, from 0.45 (3 years) to 0.57 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDEW.DE vs. EIMI.L — Risk / Return Rank
XDEW.DE
EIMI.L
XDEW.DE vs. EIMI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.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.
| XDEW.DE | EIMI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.46 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 4.35 | -0.84 |
| Martin ratioReturn relative to average drawdown | 10.36 | 15.66 | -5.31 |
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
| XDEW.DE | EIMI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 2.52 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.51 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.54 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.43 | +0.25 |
Drawdowns
XDEW.DE vs. EIMI.L - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, which is greater than EIMI.L's maximum drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for XDEW.DE and EIMI.L.
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Drawdown Indicators
| XDEW.DE | EIMI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -34.87% | -3.92% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -10.72% | +5.66% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -18.31% | -4.39% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -22.33% | -0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | -32.18% | -6.61% |
Current DrawdownCurrent decline from peak | 0.00% | -2.50% | +2.50% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -9.29% | +3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 2.99% | -1.27% |
Volatility
XDEW.DE vs. EIMI.L - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.06%, while iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a volatility of 7.61%. This indicates that XDEW.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
| XDEW.DE | EIMI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 7.61% | -5.55% |
Volatility (6M)Calculated over the trailing 6-month period | 6.75% | 15.80% | -9.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 18.51% | -7.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 16.92% | -2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 18.48% | -1.62% |
XDEW.DE vs. EIMI.L - Expense Ratio Comparison
XDEW.DE 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
XDEW.DE vs. EIMI.L - Dividend Comparison
Neither XDEW.DE nor EIMI.L has paid dividends to shareholders.
Frequently Asked Questions
XDEW.DE and EIMI.L have a correlation of 0.47, 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 XDEW.DE.
XDEW.DE is categorized as S&P 500, while EIMI.L is Emerging Markets Equities. XDEW.DE tracks S&P 500 Equal Weight Index, while EIMI.L tracks MSCI Emerging Markets Investable Market Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XDEW.DE and 0.18% for EIMI.L.
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