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XDEX.L vs. EIMU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XDEX.L vs. EIMU.L

Last updated Jun 5, 2026

XDEX.L (Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C) and EIMU.L (iShares Core MSCI EM IMI UCITS ETF USD (Dist)) are both Emerging Markets Equities funds - XDEX.L tracks the MSCI EM NR USD while EIMU.L tracks the MSCI Emerging Markets Investable Market (IMI) Index. Both are passively managed. Over the past 5 years, XDEX.L returned 13.34%/yr vs 8.77%/yr for EIMU.L. Their correlation of 0.81 suggests significant overlap in exposure. Both charge a 0.18% expense ratio.

Performance

XDEX.L vs. EIMU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L) and iShares Core MSCI EM IMI UCITS ETF USD (Dist) (EIMU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDEX.L is traded in GBp, while EIMU.L is traded in USD. To make them comparable, the EIMU.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDEX.L achieves a 37.51% return, which is significantly higher than EIMU.L's 24.90% return.

XDEX.L

1D
-1.96%
1M
7.93%
YTD
37.51%
6M
42.60%
1Y
73.80%
3Y*
22.70%
5Y*
13.34%
10Y*
14.10%

EIMU.L

1D
-1.28%
1M
5.59%
YTD
24.90%
6M
26.33%
1Y
50.95%
3Y*
20.24%
5Y*
8.77%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEX.L vs. EIMU.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
XDEX.L
Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C		37.51%28.16%2.86%2.89%-10.24%20.08%12.90%21.94%-4.22%
EIMU.L
iShares Core MSCI EM IMI UCITS ETF USD (Dist)		24.90%22.53%9.34%5.47%-10.12%0.31%15.29%12.00%-11.10%

Correlation

The correlation between XDEX.L and EIMU.L is 0.85, 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

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2018

0.81

The correlation between XDEX.L and EIMU.L has been stable across timeframes, ranging from 0.81 to 0.85 - a consistent structural relationship.

XDEX.L vs. EIMU.L - Sectors Allocation Comparison

Sectors
XDEX.L
EIMU.L

Technology

50.4%
35.0%

Financial Services

17.4%
18.4%

Industrials

6.4%
8.9%

Basic Materials

6.3%
6.9%

Consumer Cyclical

3.8%
9.6%

Energy

3.3%
3.9%

Communication Services

3.1%
6.4%

Consumer Defensive

2.7%
3.3%

Utilities

2.1%
2.2%

Healthcare

2.0%
3.7%

Real Estate

0.8%
1.7%

Technology

XDEX.L
50.4%
EIMU.L
35.0%

Financial Services

XDEX.L
17.4%
EIMU.L
18.4%

Industrials

XDEX.L
6.4%
EIMU.L
8.9%

Basic Materials

XDEX.L
6.3%
EIMU.L
6.9%

Consumer Cyclical

XDEX.L
3.8%
EIMU.L
9.6%

Energy

XDEX.L
3.3%
EIMU.L
3.9%

Communication Services

XDEX.L
3.1%
EIMU.L
6.4%

Consumer Defensive

XDEX.L
2.7%
EIMU.L
3.3%

Utilities

XDEX.L
2.1%
EIMU.L
2.2%

Healthcare

XDEX.L
2.0%
EIMU.L
3.7%

Real Estate

XDEX.L
0.8%
EIMU.L
1.7%

Compare stocks, funds, or ETFs

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Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C

iShares Core MSCI EM IMI UCITS ETF USD (Dist)

Often compared with XDEX.L:
XDEX.L vs. VWRP.LXDEX.L vs. XMME.LXDEX.L vs. EMVL.LXDEX.L vs. VFEG.LXDEX.L vs. HEMC.LXDEX.L vs. AEME.LXDEX.L vs. DEM.L
Often compared with EIMU.L:
EIMU.L vs. EIMI.LEIMU.L vs. EXCS.LEIMU.L vs. ISAC.LEIMU.L vs. DGSE.LEIMU.L vs. HEMC.LEIMU.L vs. EMV.LEIMU.L vs. SGLN.L

Return for Risk

XDEX.L vs. EIMU.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDEX.L
XDEX.L Risk / Return Rank: 9494
Overall Rank
XDEX.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
XDEX.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
XDEX.L Omega Ratio Rank: 9595
Omega Ratio Rank
XDEX.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
XDEX.L Martin Ratio Rank: 9191
Martin Ratio Rank
EIMU.L
EIMU.L Risk / Return Rank: 7878
Overall Rank
EIMU.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
EIMU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
EIMU.L Omega Ratio Rank: 7979
Omega Ratio Rank
EIMU.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
EIMU.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.

XDEX.L vs. EIMU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L) and iShares Core MSCI EM IMI UCITS ETF USD (Dist) (EIMU.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.

XDEX.LEIMU.LDifference
Sharpe ratioReturn per unit of total volatility
4.06
2.83

+1.23

Sortino ratioReturn per unit of downside risk
5.09
3.68

+1.41

Omega ratioGain probability vs. loss probability

1.74

1.53

+0.21

Calmar ratioReturn relative to maximum drawdown

5.83

4.82

+1.01

Martin ratioReturn relative to average drawdown

21.82

16.29

+5.53

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDEX.L vs. EIMU.L - Sharpe Ratio Comparison

The current XDEX.L Sharpe Ratio is 4.06, which is higher than the EIMU.L Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of XDEX.L and EIMU.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

XDEX.LEIMU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.06

2.83

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.53

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.40

+0.38

Drawdowns

XDEX.L vs. EIMU.L - Drawdown Comparison

The maximum XDEX.L drawdown since its inception was -24.54%, smaller than the maximum EIMU.L drawdown of -26.41%. Use the drawdown chart below to compare losses from any high point for XDEX.L and EIMU.L.

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Drawdown Indicators

XDEX.LEIMU.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.54%

-26.41%

+1.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-10.52%

-2.08%

Max Drawdown (3Y)

Largest decline over 3 years

-17.38%

-15.56%

-1.82%

Max Drawdown (5Y)

Largest decline over 5 years

-18.65%

-22.23%

+3.58%

Max Drawdown (10Y)

Largest decline over 10 years

-24.54%

—

—

Current Drawdown

Current decline from peak

-2.68%

-2.16%

-0.52%

Average Drawdown

Average peak-to-trough decline

-4.72%

-8.49%

+3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

3.12%

+0.25%

Volatility

XDEX.L vs. EIMU.L - Volatility Comparison

Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L) has a higher volatility of 8.78% compared to iShares Core MSCI EM IMI UCITS ETF USD (Dist) (EIMU.L) at 7.91%. This indicates that XDEX.L's price experiences larger fluctuations and is considered to be riskier than EIMU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDEX.LEIMU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.78%

7.91%

+0.87%

Volatility (6M)

Calculated over the trailing 6-month period

16.04%

15.46%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

18.07%

17.92%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.45%

16.53%

-1.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.62%

18.78%

-3.16%

XDEX.L vs. EIMU.L - Expense Ratio Comparison

Both XDEX.L and EIMU.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

XDEX.L vs. EIMU.L - Dividend Comparison

XDEX.L has not paid dividends to shareholders, while EIMU.L's dividend yield for the trailing twelve months is around 1.61%.

PositionTTM20252024202320222021202020192018
EIMU.L
iShares Core MSCI EM IMI UCITS ETF USD (Dist)		1.61%1.92%2.34%2.43%3.14%1.90%1.70%2.30%1.80%
XDEX.L
Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XDEX.L and EIMU.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

XDEX.L and EIMU.L have the same expense ratio: 0.18% per year.

XDEX.L tracks MSCI EM NR USD, while EIMU.L tracks MSCI Emerging Markets Investable Market (IMI) Index. They also come from different issuers: Xtrackers and iShares.

Portfolio Optimizer

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