iShares Core MSCI Emerging Markets IMI UCITS

10-Year Study

EMIM.LSE · · GB · ETF

Executive Summary: iShares Core MSCI Emerging Markets IMI UCITS has compounded at 10.5% annually over the last 10 years, with a maximum drawdown of 21.1% and an annualized volatility of 14.7%.

1Y CAGR
+42.8%
3Y CAGR
+18.2%
5Y CAGR
+7.2%
10Y CAGR
+10.5%

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 →
21.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.45
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.73
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +24.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.77.2-9.910.3————————12.6%
20252.5-1.9-1.6-2.43.85.14.80.26.66.1-2.30.823.3%
2024-3.13.82.91.3-0.84.6-0.6-1.73.6-0.0-0.7-0.19.2%
20235.7-5.00.9-2.3-1.22.64.8-4.61.0-3.94.53.04.9%
2022-1.4-3.3-0.0-1.0-0.7-3.5-0.04.8-7.1-5.69.7-1.6-10.2%
20212.2-0.3-0.21.7-1.03.8-5.92.4-1.0-0.9-0.61.00.7%
2020-5.8-2.3-12.26.72.87.82.23.40.30.86.95.414.9%
20195.2-1.73.11.7-3.95.32.2-5.01.6-1.40.55.112.7%
20182.5-1.8-2.70.8-0.2-3.63.3-2.6-0.4-7.24.5-1.8-9.3%
20173.44.12.3-1.52.70.73.74.7-4.04.5-1.23.324.7%
2016———-1.8-2.714.05.22.93.25.6-6.71.721.9%

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 14.7%. The dominant macroeconomic risk driver is VWO.US, accounting for 59.0% of variance. Idiosyncratic stock-specific factors contribute 5.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019816.576086956522
2016-05-019549.932065217392
2016-06-0110889.945652173914
2016-07-0111457.20108695652
2016-08-0111788.383152173914
2016-09-0112163.722826086956
2016-10-0112846.467391304348
2016-11-0111983.695652173914
2016-12-0112187.5
2017-01-0112598.50543478261
2017-02-0113111.413043478262
2017-03-0113410.32608695652
2017-04-0113211.616847826086
2017-05-0113573.36956521739
2017-06-0113661.684782608696
2017-07-0114164.402173913044
2017-08-0114836.95652173913
2017-09-0114239.13043478261
2017-10-0114884.510869565218
2017-11-0114712.975543478262
2017-12-0115200.407608695652
2018-01-0115579.14402173913
2018-02-0115305.70652173913
2018-03-0114887.907608695652
2018-04-0115013.586956521738
2018-05-0114976.222826086956
2018-06-0114436.141304347828
2018-07-0114915.08152173913
2018-08-0114527.853260869566
2018-09-0114471.80706521739
2018-10-0113425.61141304348
2018-11-0114031.929347826086
2018-12-0113783.967391304348
2019-01-0114507.472826086956
2019-02-0114256.114130434782
2019-03-0114695.991847826086
2019-04-0114942.25543478261
2019-05-0114361.413043478262
2019-06-0115115.489130434782
2019-07-0115451.766304347828
2019-08-0114680.70652173913
2019-09-0114918.478260869566
2019-10-0114704.483695652172
2019-11-0114784.30706521739
2019-12-0115533.288043478262
2020-01-0114624.660326086956
2020-02-0114283.288043478262
2020-03-0112533.967391304348
2020-04-0113376.358695652172
2020-05-0113746.603260869566
2020-06-0114823.36956521739
2020-07-0115146.059782608696
2020-08-0115667.459239130434
2020-09-0115720.108695652172
2020-10-0115849.184782608696
2020-11-0116942.934782608696
2020-12-0117849.864130434784
2021-01-0118240.489130434784
2021-02-0118186.141304347828
2021-03-0118152.17391304348
2021-04-0118457.880434782608
2021-05-0118281.25
2021-06-0118974.184782608696
2021-07-0117853.260869565216
2021-08-0118274.456521739132
2021-09-0118097.82608695652
2021-10-0117927.989130434784
2021-11-0117812.5
2021-12-0117982.33695652174
2022-01-0117730.978260869564
2022-02-0117153.532608695652
2022-03-0117146.739130434784
2022-04-0116980.29891304348
2022-05-0116868.206521739132
2022-06-0116283.967391304348
2022-07-0116280.570652173914
2022-08-0117058.42391304348
2022-09-0115849.184782608696
2022-10-0114966.032608695652
2022-11-0116416.440217391304
2022-12-0116153.19293478261
2023-01-0117072.010869565216
2023-02-0116219.429347826086
2023-03-0116362.092391304348
2023-04-0115978.260869565218
2023-05-0115788.04347826087
2023-06-0116205.842391304348
2023-07-0116990.489130434784
2023-08-0116209.239130434782
2023-09-0116379.07608695652
2023-10-0115747.282608695652
2023-11-0116460.597826086956
2023-12-0116949.728260869564
2024-01-0116419.83695652174
2024-02-0117038.043478260868
2024-03-0117527.17391304348
2024-04-0117758.152173913044
2024-05-0117615.489130434784
2024-06-0118423.91304347826
2024-07-0118322.010869565216
2024-08-0118009.510869565216
2024-09-0118661.684782608696
2024-10-0118654.891304347828
2024-11-0118525.815217391304
2024-12-0118505.434782608696
2025-01-0118967.391304347828
2025-02-0118607.33695652174
2025-03-0118308.42391304348
2025-04-0117866.847826086956
2025-05-0118539.402173913044
2025-06-0119490.489130434784
2025-07-0120427.98913043478
2025-08-0120475.543478260868
2025-09-0121834.23913043478
2025-10-0123172.554347826088
2025-11-0122642.66304347826
2025-12-0122826.08695652174
2026-01-0124130.434782608696
2026-02-0125869.565217391304
2026-03-0123315.217391304344
2026-04-0125706.521739130436
Annual Return Matrix
YearAnnual Return
20170.24721293199554073
2018-0.09318435754189947
20190.12690980778708716
20200.14913623441941826
20210.007421503330161672
2022-0.1017189270872686
20230.04931132373041747
20240.0917835671342686
20250.23348017621145378
20260.1261904761904762
Total Factor Risk
0.1470835136381883
VTI.US Exposure
0.0749726775341319
VEA.US Exposure
0.17304819032060026
VWO.US Exposure
0.5896826016960987
QQQ.US Exposure
-0.07739598713344592
VTV.US Exposure
-0.0713763979326235
IJR.US Exposure
0.002336014069389678
QUAL.US Exposure
0.07402414620320312
SHV.US Exposure
0.06930137917659744
TLT.US Exposure
0.057223433019248204
LQD.US Exposure
-0.025705890928904348
HYG.US Exposure
-0.022197844739986285
GLD.US Exposure
0.021380254933304234
USO.US Exposure
0.0000086306028646035
VNQ.US Exposure
0.014566130487500476
BTC-USD.CC Exposure
-0.004182555500513044
CPER.US Exposure
-0.010033703712658753
VIX.INDX Exposure
-0.0033408523991814627
UUP.US Exposure
0.0778770220981123
TIP.US Exposure
0.003742226564681893
Idiosyncratic Exposure
0.0560705256415805
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
14.7%

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 →
+4.8%
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 →
+13.6%
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 →
1.1% 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 →
1.00
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 (EMIM.LSE) has an annualized volatility of 14.7% and experienced a maximum drawdown of 21.1% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, EMIM.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.5%. It has had a positive return in 80% 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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