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EEM vs. CRPS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EEM vs. CRPS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets ETF (EEM) and iShares Global Corporate Bond UCITS ETF (CRPS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EEM is traded in USD, while CRPS.L is traded in GBP. To make them comparable, the CRPS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EEM achieves a 18.19% return, which is significantly higher than CRPS.L's -0.60% return. Over the past 10 years, EEM has outperformed CRPS.L with an annualized return of 9.18%, while CRPS.L has yielded a comparatively lower 2.08% annualized return.


EEM

1D
-1.76%
1M
-4.76%
YTD
18.19%
6M
18.94%
1Y
39.15%
3Y*
20.12%
5Y*
5.53%
10Y*
9.18%

CRPS.L

1D
-0.08%
1M
-0.59%
YTD
-0.60%
6M
-0.20%
1Y
4.43%
3Y*
5.66%
5Y*
-0.17%
10Y*
2.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEM vs. CRPS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EEM
iShares MSCI Emerging Markets ETF
18.19%33.98%6.49%8.95%-20.56%-3.63%17.02%18.22%-15.31%37.26%
CRPS.L
iShares Global Corporate Bond UCITS ETF
-0.60%10.18%0.99%8.30%-15.97%-3.55%10.06%12.71%-4.10%8.47%

Correlation

The correlation between EEM and CRPS.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

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

0.34

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

0.33

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

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2012

0.21

Over the past year, EEM and CRPS.L have become more correlated (0.43) than their long-term average of 0.21, meaning their price movements have been converging.

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Return for Risk

EEM vs. CRPS.L — Risk / Return Rank

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

EEM
EEM Risk / Return Rank: 6666
Overall Rank
EEM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EEM Sortino Ratio Rank: 5959
Sortino Ratio Rank
EEM Omega Ratio Rank: 6969
Omega Ratio Rank
EEM Calmar Ratio Rank: 6767
Calmar Ratio Rank
EEM Martin Ratio Rank: 6868
Martin Ratio Rank

CRPS.L
CRPS.L Risk / Return Rank: 3434
Overall Rank
CRPS.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
CRPS.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
CRPS.L Omega Ratio Rank: 3434
Omega Ratio Rank
CRPS.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
CRPS.L Martin Ratio Rank: 2929
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.

EEM vs. CRPS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets ETF (EEM) and iShares Global Corporate Bond UCITS ETF (CRPS.L). 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.


EEMCRPS.LDifference
Sharpe ratioReturn per unit of total volatility

+1.09

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

1.35

1.13

+0.22

Calmar ratioReturn relative to maximum drawdown

2.91

1.12

+1.78

Martin ratioReturn relative to average drawdown

10.77

3.53

+7.24

EEM vs. CRPS.L - Sharpe Ratio Comparison

The current EEM Sharpe Ratio is 1.85, which is higher than the CRPS.L Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of EEM and CRPS.L, 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


EEMCRPS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

0.77

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

-0.02

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.28

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

-0.11

+0.48

Drawdowns

EEM vs. CRPS.L - Drawdown Comparison

The maximum EEM drawdown since its inception was -66.43%, which is greater than CRPS.L's maximum drawdown of -40.05%. Use the drawdown chart below to compare losses from any high point for EEM and CRPS.L.


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Drawdown Indicators


EEMCRPS.LDifference

Max Drawdown

Largest peak-to-trough decline

-66.43%

-40.05%

-26.38%

Max Drawdown (1Y)

Largest decline over 1 year

-13.52%

-3.93%

-9.59%

Max Drawdown (3Y)

Largest decline over 3 years

-17.29%

-6.30%

-10.99%

Max Drawdown (5Y)

Largest decline over 5 years

-37.49%

-24.87%

-12.62%

Max Drawdown (10Y)

Largest decline over 10 years

-39.82%

-25.57%

-14.25%

Current Drawdown

Current decline from peak

-8.67%

-17.87%

+9.20%

Average Drawdown

Average peak-to-trough decline

-16.01%

-28.63%

+12.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

1.25%

+2.39%

Volatility

EEM vs. CRPS.L - Volatility Comparison

iShares MSCI Emerging Markets ETF (EEM) has a higher volatility of 10.51% compared to iShares Global Corporate Bond UCITS ETF (CRPS.L) at 1.58%. This indicates that EEM's price experiences larger fluctuations and is considered to be riskier than CRPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EEMCRPS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.51%

1.58%

+8.93%

Volatility (6M)

Calculated over the trailing 6-month period

18.96%

4.25%

+14.71%

Volatility (1Y)

Calculated over the trailing 1-year period

21.22%

5.75%

+15.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.17%

7.55%

+11.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.60%

7.39%

+13.21%

EEM vs. CRPS.L - Expense Ratio Comparison

EEM has a 0.72% expense ratio, which is higher than CRPS.L's 0.20% expense ratio.


Dividends

EEM vs. CRPS.L - Dividend Comparison

EEM's dividend yield for the trailing twelve months is around 1.88%, less than CRPS.L's 4.25% yield.


PositionTTM20252024202320222021202020192018201720162015
CRPS.L
iShares Global Corporate Bond UCITS ETF
4.25%4.12%3.87%3.34%2.55%2.07%2.42%2.75%2.56%2.61%2.45%2.58%
EEM
iShares MSCI Emerging Markets ETF
1.88%2.22%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%

Frequently Asked Questions


EEM and CRPS.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CRPS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CRPS.L is cheaper with a 0.20% expense ratio, compared with 0.72% for EEM.

EEM is categorized as Emerging Markets Diversified, while CRPS.L is Global Corporate Bonds. EEM tracks MSCI Emerging Markets Index (Net), while CRPS.L tracks Bloomberg Gbl Agg Corp TR USD. Their fees differ too: 0.72% for EEM and 0.20% for CRPS.L.

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