iShares Core MSCI Emerging Markets IMI UCITS

10-Year Study

EIMI.LSE · · GB · ETF

Executive Summary: iShares Core MSCI Emerging Markets IMI UCITS has compounded at 9.7% annually over the last 10 years, with a maximum drawdown of 34.4% and an annualized volatility of 16.9%.

1Y CAGR
+43.4%
3Y CAGR
+21.8%
5Y CAGR
+6.1%
10Y CAGR
+9.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
34.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +36.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.05.2-11.713.1————————13.4%
20251.8-0.70.90.74.86.91.32.36.13.6-1.32.132.2%
2024-3.33.12.80.40.84.00.80.75.9-4.3-2.0-1.37.4%
20238.0-6.43.0-0.7-2.75.45.9-6.0-2.6-4.48.83.811.0%
2022-1.6-3.4-2.1-5.3-0.4-6.80.10.2-11.1-2.714.2-0.9-19.7%
20212.71.1-1.11.81.71.1-5.41.4-2.90.4-4.13.0-0.7%
2020-5.9-5.5-14.48.00.58.28.35.1-2.70.910.37.818.8%
20198.1-0.71.21.7-6.96.0-1.7-5.22.43.70.57.416.4%
20187.8-4.9-0.7-1.2-3.4-4.52.7-3.70.1-9.24.5-1.5-14.2%
20175.53.03.01.82.51.05.42.4-0.13.50.63.336.9%
2016———-0.2-3.23.75.41.72.4-0.8-5.10.54.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 16.9%. The dominant macroeconomic risk driver is VWO.US, accounting for 61.9% of variance. Idiosyncratic stock-specific factors contribute 1.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019981.129850218185
2016-05-019661.516688288713
2016-06-0110015.331996697723
2016-07-0110560.2075716476
2016-08-0110741.832763297558
2016-09-0111000.117938436137
2016-10-0110916.381648779336
2016-11-0110364.429767661279
2016-12-0110418.681448283995
2017-01-0110991.862247906593
2017-02-0111324.448637811061
2017-03-0111668.828871329164
2017-04-0111878.759287651845
2017-05-0112175.964146715412
2017-06-0112298.620120297204
2017-07-0112963.792900106144
2017-08-0113275.150371506072
2017-09-0113260.997759169713
2017-10-0113728.033966269606
2017-11-0113808.232102842316
2017-12-0114268.19200377403
2018-01-0115374.454534732871
2018-02-0114619.648543460313
2018-03-0114515.862719660336
2018-04-0114336.596296733103
2018-05-0113850.689939851398
2018-06-0113232.692534496993
2018-07-0113595.942917796909
2018-08-0113093.525179856113
2018-09-0113110.036560915201
2018-10-0111907.064512324565
2018-11-0112437.78747493808
2018-12-0112246.727208397217
2019-01-0113237.410071942444
2019-02-0113147.77686047883
2019-03-0113308.173133624248
2019-04-0113534.614931006015
2019-05-0112595.824979360772
2019-06-0113350.630970633329
2019-07-0113119.471635806109
2019-08-0112440.146243660807
2019-09-0112742.06864016983
2019-10-0113209.104847269724
2019-11-0113275.150371506072
2019-12-0114251.680622714941
2020-01-0113407.24141997877
2020-02-0112671.305578488027
2020-03-0110847.977355820261
2020-04-0111718.363014506427
2020-05-0111782.049770020049
2020-06-0112751.503715060737
2020-07-0113812.949640287768
2020-08-0114511.145182214885
2020-09-0114119.589574242244
2020-10-0114242.245547824035
2020-11-0115704.682155914612
2020-12-0116931.241891732512
2021-01-0117388.8430239415
2021-02-0117582.262059205095
2021-03-0117393.560561386952
2021-04-0117704.918032786885
2021-05-0118011.557966741362
2021-06-0118204.977002004955
2021-07-0117228.446750796084
2021-08-0117464.323623068758
2021-09-0116964.26465385069
2021-10-0117030.31017808704
2021-11-0116327.39709871447
2021-12-0116820.379761764358
2022-01-0116544.403821205327
2022-02-0115987.73440264182
2022-03-0115648.071706569172
2022-04-0114822.502653614813
2022-05-0114761.174666823918
2022-06-0113756.339190942328
2022-07-0113775.209340724141
2022-08-0113798.797027951408
2022-09-0112265.59735817903
2022-10-0111940.08727444274
2022-11-0113633.683217360536
2022-12-0113511.027243778746
2023-01-0114591.34331878759
2023-02-0113652.55336714235
2023-03-0114067.696662342258
2023-04-0113963.910838542282
2023-05-0113581.790305460549
2023-06-0114317.72614695129
2023-07-0115162.165349687462
2023-08-0114256.398160160395
2023-09-0113878.995164524118
2023-10-0113275.150371506072
2023-11-0114449.817195423986
2023-12-0115001.769076542045
2024-01-0114506.427644769428
2024-02-0114954.593702087508
2024-03-0115374.454534732871
2024-04-0115440.500058969215
2024-05-0115567.87356999646
2024-06-0116185.870975350867
2024-07-0116317.962023823564
2024-08-0116431.182922514443
2024-09-0117402.99563627786
2024-10-0116648.189645005306
2024-11-0116322.679561269018
2024-12-0116105.672838778159
2025-01-0116388.725085505368
2025-02-0116280.221724259933
2025-03-0116431.182922514443
2025-04-0116544.403821205327
2025-05-0117346.38518693242
2025-06-0118535.204623186695
2025-07-0118780.516570350275
2025-08-0119209.812477886542
2025-09-0120375.04422691355
2025-10-0121110.980068404293
2025-11-0120846.7979714589
2025-12-0121285.528953886067
2026-01-0122988.559971694773
2026-02-0124182.0969453945
2026-03-0121356.292015567873
2026-04-0124144.356645830874
Annual Return Matrix
YearAnnual Return
20170.3694815485623726
2018-0.14167631013390647
20190.16371340523882894
20200.1880172128434292
2021-0.006547784898300324
2022-0.19674659935492922
20230.11033519553072635
20240.07358490566037745
20250.3216168717047452
20260.13430851063829796
Total Factor Risk
0.16889236654635936
VTI.US Exposure
-0.009574306321518268
VEA.US Exposure
0.1616636419907759
VWO.US Exposure
0.6192886236372892
QQQ.US Exposure
0.022616079933842424
VTV.US Exposure
-0.014283009297263357
IJR.US Exposure
-0.015933905572660754
QUAL.US Exposure
-0.011408127164555979
SHV.US Exposure
0.2375977440578864
TLT.US Exposure
0.03334330028220733
LQD.US Exposure
-0.035200174508732786
HYG.US Exposure
-0.010641610438109628
GLD.US Exposure
0.01567153729242263
USO.US Exposure
-0.005370420583707297
VNQ.US Exposure
0.023778451538744506
BTC-USD.CC Exposure
-0.00494628292213404
CPER.US Exposure
0.003199846963968789
VIX.INDX Exposure
-0.003791256655393616
UUP.US Exposure
-0.014048983953426337
TIP.US Exposure
-0.005209978961463339
Idiosyncratic Exposure
0.01324883068182824
Value Score
45.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →11.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$47.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+14.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.99
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Core MSCI Emerging Markets IMI UCITS a high-risk investment?

iShares Core MSCI Emerging Markets IMI UCITS (EIMI.LSE) has an annualized volatility of 16.9% and experienced a maximum drawdown of 34.4% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of EIMI.LSE?

Over the past 10 years, EIMI.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.7%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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