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CWO.NEO vs. EMIF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CWO.NEO vs. EMIF - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares Emerging Markets Fundamental Index ETF (CWO.NEO) and iShares Emerging Markets Infrastructure ETF (EMIF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CWO.NEO is traded in CAD, while EMIF is traded in USD. To make them comparable, the EMIF values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CWO.NEO achieves a 13.80% return, which is significantly higher than EMIF's 3.04% return. Over the past 10 years, CWO.NEO has outperformed EMIF with an annualized return of 11.43%, while EMIF has yielded a comparatively lower 3.10% annualized return.


CWO.NEO

1D
-1.42%
1M
4.14%
YTD
13.80%
6M
13.05%
1Y
35.32%
3Y*
23.05%
5Y*
11.55%
10Y*
11.43%

EMIF

1D
-1.14%
1M
-4.69%
YTD
3.04%
6M
0.40%
1Y
22.73%
3Y*
12.78%
5Y*
7.93%
10Y*
3.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CWO.NEO vs. EMIF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CWO.NEO
iShares Emerging Markets Fundamental Index ETF
13.80%26.34%22.33%9.56%-9.03%7.13%-3.12%10.86%-0.29%17.16%
EMIF
iShares Emerging Markets Infrastructure ETF
3.04%27.76%9.90%3.34%-6.36%2.82%-21.33%10.64%-6.38%13.02%

Correlation

The correlation between CWO.NEO and EMIF is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jun 23, 2009

0.57

The correlation between CWO.NEO and EMIF shifts across timeframes, from 0.43 (5 years) to 0.57 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CWO.NEO vs. EMIF — Risk / Return Rank

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

CWO.NEO
CWO.NEO Risk / Return Rank: 6868
Overall Rank
CWO.NEO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CWO.NEO Sortino Ratio Rank: 6666
Sortino Ratio Rank
CWO.NEO Omega Ratio Rank: 7272
Omega Ratio Rank
CWO.NEO Calmar Ratio Rank: 6666
Calmar Ratio Rank
CWO.NEO Martin Ratio Rank: 6868
Martin Ratio Rank

EMIF
EMIF Risk / Return Rank: 3737
Overall Rank
EMIF Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EMIF Sortino Ratio Rank: 3838
Sortino Ratio Rank
EMIF Omega Ratio Rank: 3939
Omega Ratio Rank
EMIF Calmar Ratio Rank: 3535
Calmar Ratio Rank
EMIF Martin Ratio Rank: 3333
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.

CWO.NEO vs. EMIF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Fundamental Index ETF (CWO.NEO) and iShares Emerging Markets Infrastructure ETF (EMIF). 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.


CWO.NEOEMIFDifference
Sharpe ratioReturn per unit of total volatility

+0.76

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.43

1.28

+0.14

Calmar ratioReturn relative to maximum drawdown

3.26

1.98

+1.28

Martin ratioReturn relative to average drawdown

12.37

5.54

+6.83

CWO.NEO vs. EMIF - Sharpe Ratio Comparison

The current CWO.NEO Sharpe Ratio is 2.29, which is higher than the EMIF Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of CWO.NEO and EMIF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CWO.NEOEMIFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

1.53

+0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.44

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.17

+0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.27

+0.18

Drawdowns

CWO.NEO vs. EMIF - Drawdown Comparison

The maximum CWO.NEO drawdown since its inception was -31.99%, smaller than the maximum EMIF drawdown of -40.29%. Use the drawdown chart below to compare losses from any high point for CWO.NEO and EMIF.


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Drawdown Indicators


CWO.NEOEMIFDifference

Max Drawdown

Largest peak-to-trough decline

-31.99%

-40.29%

+8.30%

Max Drawdown (1Y)

Largest decline over 1 year

-10.90%

-11.56%

+0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-17.12%

-12.75%

-4.37%

Max Drawdown (5Y)

Largest decline over 5 years

-24.80%

-19.02%

-5.78%

Max Drawdown (10Y)

Largest decline over 10 years

-31.97%

-40.29%

+8.32%

Current Drawdown

Current decline from peak

-1.42%

-11.02%

+9.60%

Average Drawdown

Average peak-to-trough decline

-10.29%

-12.05%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

4.11%

-1.25%

Volatility

CWO.NEO vs. EMIF - Volatility Comparison

iShares Emerging Markets Fundamental Index ETF (CWO.NEO) has a higher volatility of 5.40% compared to iShares Emerging Markets Infrastructure ETF (EMIF) at 4.21%. This indicates that CWO.NEO's price experiences larger fluctuations and is considered to be riskier than EMIF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWO.NEOEMIFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

4.21%

+1.19%

Volatility (6M)

Calculated over the trailing 6-month period

12.46%

12.52%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

15.50%

14.92%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.65%

17.91%

-1.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.52%

18.51%

-0.99%

CWO.NEO vs. EMIF - Expense Ratio Comparison

CWO.NEO has a 0.73% expense ratio, which is lower than EMIF's 0.75% expense ratio.


Dividends

CWO.NEO vs. EMIF - Dividend Comparison

CWO.NEO's dividend yield for the trailing twelve months is around 2.45%, less than EMIF's 4.87% yield.


PositionTTM20252024202320222021202020192018201720162015
CWO.NEO
iShares Emerging Markets Fundamental Index ETF
2.45%2.79%3.50%4.14%5.03%4.61%2.64%3.01%3.22%2.60%2.57%3.23%
EMIF
iShares Emerging Markets Infrastructure ETF
4.87%4.96%4.12%2.64%3.08%3.94%2.54%2.07%2.64%2.58%3.16%2.07%

Frequently Asked Questions


CWO.NEO and EMIF have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CWO.NEO is cheaper at 0.73% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CWO.NEO is cheaper with a 0.73% expense ratio, compared with 0.75% for EMIF.

CWO.NEO tracks FTSE RAFI Emerging Markets Index, while EMIF tracks S&P Emerging Markets Infrastructure Index. Their fees differ too: 0.73% for CWO.NEO and 0.75% for EMIF.

Portfolio Optimizer

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