There are a few things to check:
eq and sound effects of on the iPhone.
the nozzle is screwed in properly, i.e you can't fit a nail between the opening.
connector is pushed all the way into the iPhone, disconnect the earphone end and give it a wipe with tissue paper.
try the foam tips, and use the white filter.
if none of those work post some pictures of your iem and contact shure for replacements.