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BCEM vs. EQLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCEM vs. EQLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Emerging Markets Select ETF (BCEM) and iShares MSCI Emerging Markets Quality Factor ETF (EQLT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BCEM

1D
0.57%
1M
-5.36%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

EQLT

1D
0.35%
1M
-2.57%
6M
15.30%
YTD
22.64%
1Y
41.02%
3Y*
5Y*
10Y*
ALL TIME*
29.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$108.38K$126.63K$170.35K
$79.07K$76.50K$124.22K

BCEM vs. EQLT - Yearly Performance Comparison


Correlation

The correlation between BCEM and EQLT is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 9, 2026

0.91

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Return for Risk

BCEM vs. EQLT — Risk / Return Rank

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

BCEM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


EQLT
EQLT Risk / Return Rank: 7979
Overall Rank
EQLT Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EQLT Sortino Ratio Rank: 7373
Sortino Ratio Rank
EQLT Omega Ratio Rank: 7777
Omega Ratio Rank
EQLT Calmar Ratio Rank: 8686
Calmar Ratio Rank
EQLT Martin Ratio Rank: 8282
Martin Ratio Rank
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.

BCEM vs. EQLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Emerging Markets Select ETF (BCEM) and iShares MSCI Emerging Markets Quality Factor ETF (EQLT). 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.


BCEMEQLTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

3.44

Martin ratioReturn relative to average drawdown

10.90

BCEM vs. EQLT - Sharpe Ratio Comparison


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Drawdowns

BCEM vs. EQLT - Drawdown Comparison

The maximum BCEM drawdown since its inception was -12.06%, smaller than the maximum EQLT drawdown of -17.38%. Use the drawdown chart below to compare losses from any high point for BCEM and EQLT.


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Drawdown Indicators


BCEMEQLTDifference

Max Drawdown

Largest peak-to-trough decline

-12.06%

-17.38%

+5.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.00%

Current Drawdown

Current decline from peak

-10.92%

-8.53%

-2.39%

Average Drawdown

Average peak-to-trough decline

-3.88%

-3.76%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

Volatility

BCEM vs. EQLT - Volatility Comparison


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Volatility by Period


BCEMEQLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

Volatility (6M)

Calculated over the trailing 6-month period

21.00%

Volatility (1Y)

Calculated over the trailing 1-year period

32.58%

23.22%

+9.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.58%

21.20%

+11.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.58%

21.20%

+11.38%

BCEM vs. EQLT - Expense Ratio Comparison

BCEM has a 0.80% expense ratio, which is higher than EQLT's 0.35% expense ratio.


Dividends

BCEM vs. EQLT - Dividend Comparison

BCEM has not paid dividends to shareholders, while EQLT's dividend yield for the trailing twelve months is around 2.86%.


PositionTTM20252024
BCEM
Baron Emerging Markets Select ETF
0.00%0.00%0.00%
EQLT
iShares MSCI Emerging Markets Quality Factor ETF
2.86%3.10%0.51%

Frequently Asked Questions


With a correlation of 0.91, BCEM and EQLT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, EQLT is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EQLT is cheaper with a 0.35% expense ratio, compared with 0.80% for BCEM.

EQLT has the higher dividend yield at 2.86%, compared with 0.00% for BCEM.

BCEM is categorized as Emerging Markets Equities, while EQLT is Quality Factor. They also come from different issuers: Baron Capital and iShares. Their fees differ too: 0.80% for BCEM and 0.35% for EQLT.

Portfolio Optimizer

Find the right allocation for BCEM and EQLT

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