PortfoliosLab logoPortfoliosLab logo
EEFT vs. IEMG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EEFT vs. IEMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Euronet Worldwide, Inc. (EEFT) and iShares Core MSCI Emerging Markets ETF (IEMG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EEFT vs. IEMG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EEFT
Euronet Worldwide, Inc.
-13.27%-25.99%1.33%7.53%-20.80%-17.77%-8.02%53.90%21.49%16.35%
IEMG
iShares Core MSCI Emerging Markets ETF
4.55%32.56%6.50%11.52%-19.98%-0.64%17.87%17.81%-14.92%37.38%

Returns By Period

In the year-to-date period, EEFT achieves a -13.27% return, which is significantly lower than IEMG's 4.55% return. Over the past 10 years, EEFT has underperformed IEMG with an annualized return of -1.19%, while IEMG has yielded a comparatively higher 8.31% annualized return.


EEFT

1D
-0.54%
1M
-7.91%
YTD
-13.27%
6M
-25.18%
1Y
-39.39%
3Y*
-16.13%
5Y*
-14.18%
10Y*
-1.19%

IEMG

1D
0.76%
1M
-6.83%
YTD
4.55%
6M
7.62%
1Y
33.51%
3Y*
16.36%
5Y*
4.53%
10Y*
8.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EEFT vs. IEMG — Risk / Return Rank

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

EEFT
EEFT Risk / Return Rank: 55
Overall Rank
EEFT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
EEFT Sortino Ratio Rank: 44
Sortino Ratio Rank
EEFT Omega Ratio Rank: 55
Omega Ratio Rank
EEFT Calmar Ratio Rank: 77
Calmar Ratio Rank
EEFT Martin Ratio Rank: 99
Martin Ratio Rank

IEMG
IEMG Risk / Return Rank: 8484
Overall Rank
IEMG Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 8484
Sortino Ratio Rank
IEMG Omega Ratio Rank: 8484
Omega Ratio Rank
IEMG Calmar Ratio Rank: 8585
Calmar Ratio Rank
IEMG Martin Ratio Rank: 8484
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.

EEFT vs. IEMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Euronet Worldwide, Inc. (EEFT) and iShares Core MSCI Emerging Markets ETF (IEMG). 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.


EEFTIEMGDifference

Sharpe ratio

Return per unit of total volatility

-1.14

1.70

-2.84

Sortino ratio

Return per unit of downside risk

-1.71

2.30

-4.01

Omega ratio

Gain probability vs. loss probability

0.80

1.34

-0.54

Calmar ratio

Return relative to maximum drawdown

-0.90

2.58

-3.48

Martin ratio

Return relative to average drawdown

-1.49

9.84

-11.33

EEFT vs. IEMG - Sharpe Ratio Comparison

The current EEFT Sharpe Ratio is -1.14, which is lower than the IEMG Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of EEFT and IEMG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EEFTIEMGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.14

1.70

-2.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

0.25

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

0.42

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.28

-0.18

Correlation

The correlation between EEFT and IEMG is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EEFT vs. IEMG - Dividend Comparison

EEFT has not paid dividends to shareholders, while IEMG's dividend yield for the trailing twelve months is around 2.63%.


TTM20252024202320222021202020192018201720162015
EEFT
Euronet Worldwide, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEMG
iShares Core MSCI Emerging Markets ETF
2.63%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%

Drawdowns

EEFT vs. IEMG - Drawdown Comparison

The maximum EEFT drawdown since its inception was -87.91%, which is greater than IEMG's maximum drawdown of -38.71%. Use the drawdown chart below to compare losses from any high point for EEFT and IEMG.


Loading graphics...

Drawdown Indicators


EEFTIEMGDifference

Max Drawdown

Largest peak-to-trough decline

-87.91%

-38.71%

-49.20%

Max Drawdown (1Y)

Largest decline over 1 year

-42.27%

-13.21%

-29.06%

Max Drawdown (5Y)

Largest decline over 5 years

-58.54%

-35.93%

-22.61%

Max Drawdown (10Y)

Largest decline over 10 years

-61.76%

-38.71%

-23.05%

Current Drawdown

Current decline from peak

-61.22%

-9.40%

-51.82%

Average Drawdown

Average peak-to-trough decline

-33.76%

-13.11%

-20.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.71%

3.46%

+22.25%

Volatility

EEFT vs. IEMG - Volatility Comparison

Euronet Worldwide, Inc. (EEFT) has a higher volatility of 10.05% compared to iShares Core MSCI Emerging Markets ETF (IEMG) at 9.35%. This indicates that EEFT's price experiences larger fluctuations and is considered to be riskier than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EEFTIEMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.05%

9.35%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

23.73%

14.68%

+9.05%

Volatility (1Y)

Calculated over the trailing 1-year period

34.64%

19.79%

+14.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.79%

17.91%

+16.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.03%

19.84%

+16.19%