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EEM vs. EEMS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EEM and EEMS is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

EEM vs. EEMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets ETF (EEM) and iShares MSCI Emerging Markets Small-Cap ETF (EEMS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

EEM:

12.01%

EEMS:

16.12%

Max Drawdown

EEM:

-1.61%

EEMS:

-2.59%

Current Drawdown

EEM:

-0.95%

EEMS:

-1.60%

Returns By Period


EEM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

EEMS

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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EEM vs. EEMS - Expense Ratio Comparison

EEM has a 0.68% expense ratio, which is lower than EEMS's 0.69% expense ratio.


Risk-Adjusted Performance

EEM vs. EEMS — Risk-Adjusted Performance Rank

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

EEM
The Risk-Adjusted Performance Rank of EEM is 5252
Overall Rank
The Sharpe Ratio Rank of EEM is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of EEM is 5555
Sortino Ratio Rank
The Omega Ratio Rank of EEM is 5252
Omega Ratio Rank
The Calmar Ratio Rank of EEM is 4848
Calmar Ratio Rank
The Martin Ratio Rank of EEM is 5050
Martin Ratio Rank

EEMS
The Risk-Adjusted Performance Rank of EEMS is 1717
Overall Rank
The Sharpe Ratio Rank of EEMS is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of EEMS is 1717
Sortino Ratio Rank
The Omega Ratio Rank of EEMS is 1717
Omega Ratio Rank
The Calmar Ratio Rank of EEMS is 1717
Calmar Ratio Rank
The Martin Ratio Rank of EEMS is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EEM vs. EEMS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets ETF (EEM) and iShares MSCI Emerging Markets Small-Cap ETF (EEMS). 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.



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Dividends

EEM vs. EEMS - Dividend Comparison

EEM's dividend yield for the trailing twelve months is around 2.27%, less than EEMS's 2.58% yield.


TTM20242023202220212020201920182017201620152014
EEM
iShares MSCI Emerging Markets ETF
2.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
2.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EEM vs. EEMS - Drawdown Comparison

The maximum EEM drawdown since its inception was -1.61%, smaller than the maximum EEMS drawdown of -2.59%. Use the drawdown chart below to compare losses from any high point for EEM and EEMS. For additional features, visit the drawdowns tool.


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Volatility

EEM vs. EEMS - Volatility Comparison


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