EEM vs. CRPS.L
EEM (iShares MSCI Emerging Markets ETF) and CRPS.L (iShares Global Corporate Bond UCITS ETF) are both exchange-traded funds - EEM is a Emerging Markets Diversified fund tracking the MSCI Emerging Markets Index (Net), while CRPS.L is a Global Corporate Bonds fund tracking the Bloomberg Gbl Agg Corp TR USD. Both are passively managed. Over the past 10 years, EEM returned 9.18%/yr vs 2.08%/yr for CRPS.L. At a 0.21 correlation, their price movements are largely independent. EEM charges 0.72%/yr vs 0.20%/yr for CRPS.L.
Performance
EEM vs. CRPS.L - Performance Comparison
Loading charts...
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%
EEM vs. CRPS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
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
EEM vs. CRPS.L — Risk / Return Rank
EEM
CRPS.L
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.
| EEM | CRPS.L | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EEM | CRPS.L | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| EEM | CRPS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -8.67% | -17.87% | +9.20% |
Average DrawdownAverage peak-to-trough decline | -16.01% | -28.63% | +12.62% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| EEM | CRPS.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Find the right allocation for EEM and CRPS.L
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer