Shedinja's Level, Nature, Moves, IVs, and current EVs will be the same as the Nincada/Ninjask that it came from, but its stats will be different in HP, Sp.Atk, Sp.Def, and Speed because of their different Base Stats:
Base Stat - Ninjask - Shedinja
HP - 61 1
Sp.Atk - 50 30
Sp.Def - 50 30
Speed - 160 40
Both have a Base Attack of 90 and a Base Defense of 45. So to answer your question, yes it does get the EVs from Nincada/Ninjask.