XDW0.L vs. EIMI.L

Last updated Jul 18, 2026

XDW0.L (Xtrackers MSCI World Energy UCITS ETF 1C) and EIMI.L (iShares Core MSCI EM IMI UCITS ETF) are both exchange-traded funds - XDW0.L is a Energy Equities fund tracking the MSCI World/Energy NR USD, 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, XDW0.L returned 8.85%/yr vs 8.91%/yr for EIMI.L. At a 0.43 correlation, their price movements are largely independent. XDW0.L charges 0.25%/yr vs 0.18%/yr for EIMI.L.

Performance

XDW0.L vs. EIMI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XDW0.L achieves a 28.23% return, which is significantly higher than EIMI.L's 14.85% return. Both investments have delivered pretty close results over the past 10 years, with XDW0.L having a 8.85% annualized return and EIMI.L not far ahead at 8.91%.

XDW0.L

• 1D: 1.01%
• 1M: 4.64%
• 6M: 21.94%
• YTD: 28.23%
• 1Y: 37.62%
• 3Y*: 16.43%
• 5Y*: 20.71%
• 10Y*: 8.85%

EIMI.L

• 1D: -2.10%
• 1M: -9.18%
• 6M: 9.56%
• YTD: 14.85%
• 1Y: 28.94%
• 3Y*: 18.24%
• 5Y*: 6.52%
• 10Y*: 8.91%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDW0.L vs. EIMI.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XDW0.L Xtrackers MSCI World Energy UCITS ETF 1C	28.23%	14.66%	2.11%	3.68%	46.28%	39.22%	-30.39%	10.05%	-15.00%	4.49%
EIMI.L iShares Core MSCI EM IMI UCITS ETF	14.85%	32.16%	7.36%	11.03%	-19.67%	-0.65%	18.80%	16.37%	-14.18%	36.94%

Correlation

The correlation between XDW0.L and EIMI.L is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since May 30, 2014	0.43

The correlation between XDW0.L and EIMI.L shifts across timeframes, from -0.12 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

XDW0.L vs. EIMI.L - Sectors Allocation Comparison

Sectors	XDW0.L	EIMI.L
Energy	99.9%	3.3%
Communication Services	0.1%	5.6%
Basic Materials	-	6.2%
Consumer Cyclical	-	8.6%
Consumer Defensive	-	2.8%
Financial Services	-	16.7%
Healthcare	-	3.3%
Industrials	-	8.0%
Real Estate	-	1.5%
Technology	-	42.1%
Utilities	-	1.9%

Return for Risk

XDW0.L vs. EIMI.L — Risk / Return Rank

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

XDW0.L

XDW0.L Risk / Return Rank: 65
XDW0.L Sharpe Ratio Rank: 75
XDW0.L Sortino Ratio Rank: 67
XDW0.L Omega Ratio Rank: 70
XDW0.L Calmar Ratio Rank: 61
XDW0.L Martin Ratio Rank: 52

EIMI.L

EIMI.L Risk / Return Rank: 50
EIMI.L Sharpe Ratio Rank: 47
EIMI.L Sortino Ratio Rank: 45
EIMI.L Omega Ratio Rank: 49
EIMI.L Calmar Ratio Rank: 57
EIMI.L Martin Ratio Rank: 53

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.

XDW0.L vs. EIMI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XDW0.L	EIMI.L	Difference
Sharpe ratio: Return per unit of total volatility	1.86	1.34	+0.52
Sortino ratio: Return per unit of downside risk	2.39	1.88	+0.51
Omega ratio: Gain probability vs. loss probability	1.32	1.25	+0.07
Calmar ratio: Return relative to maximum drawdown	2.36	2.28	+0.09
Martin ratio: Return relative to average drawdown	6.82	7.08	-0.27

XDW0.L vs. EIMI.L - Sharpe Ratio Comparison

The current XDW0.L Sharpe Ratio is 1.86, which is higher than the EIMI.L Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of XDW0.L 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.

Drawdowns

XDW0.L vs. EIMI.L - Drawdown Comparison

The maximum XDW0.L drawdown since its inception was -68.41%, 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 XDW0.L and EIMI.L.

Drawdown Indicators

	XDW0.L	EIMI.L	Difference
Max Drawdown Largest peak-to-trough decline	-68.41%	-38.73%	-29.68%
Max Drawdown (1Y) Largest decline over 1 year	-15.85%	-12.66%	-3.19%
Max Drawdown (3Y) Largest decline over 3 years	-18.89%	-17.44%	-1.45%
Max Drawdown (5Y) Largest decline over 5 years	-26.47%	-33.67%	+7.20%
Max Drawdown (10Y) Largest decline over 10 years	-63.72%	-38.73%	-24.99%
Current Drawdown Current decline from peak	-7.96%	-10.66%	+2.70%
Average Drawdown Average peak-to-trough decline	-18.52%	-13.92%	-4.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.50%	4.07%	+1.43%

Volatility

XDW0.L vs. EIMI.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) is 6.04%, while iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a volatility of 8.54%. This indicates that XDW0.L 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.

Volatility by Period

	XDW0.L	EIMI.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.04%	8.54%	-2.50%
Volatility (6M) Calculated over the trailing 6-month period	17.59%	19.59%	-2.00%
Volatility (1Y) Calculated over the trailing 1-year period	20.18%	21.58%	-1.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.25%	18.85%	+5.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.11%	19.23%	+6.88%

XDW0.L vs. EIMI.L - Expense Ratio Comparison

XDW0.L has a 0.25% 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

XDW0.L vs. EIMI.L - Dividend Comparison

Neither XDW0.L nor EIMI.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XDW0.L and EIMI.L in my portfolio?

XDW0.L and EIMI.L have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XDW0.L or EIMI.L?

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.

Which ETF is cheaper, XDW0.L or EIMI.L?

EIMI.L is cheaper with a 0.18% expense ratio, compared with 0.25% for XDW0.L.

What is the main difference between XDW0.L and EIMI.L?

XDW0.L is categorized as Energy Equities, while EIMI.L is Emerging Markets Equities. XDW0.L tracks MSCI World/Energy NR USD, while EIMI.L tracks MSCI Emerging Markets Investable Market Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDW0.L and 0.18% for EIMI.L.