EEM vs. EEMV
Compare and contrast key facts about iShares MSCI Emerging Markets ETF (EEM) and iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV).
EEM and EEMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EEM is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Index. It was launched on Apr 11, 2003. EEMV is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Minimum Volatility Index. It was launched on Oct 18, 2011. Both EEM and EEMV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EEM or EEMV.
Performance
EEM vs. EEMV - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with EEM having a 8.70% return and EEMV slightly lower at 8.39%. Both investments have delivered pretty close results over the past 10 years, with EEM having a 2.44% annualized return and EEMV not far behind at 2.38%.
EEM
8.70%
-5.47%
0.81%
11.76%
2.56%
2.44%
EEMV
8.39%
-3.98%
4.15%
12.25%
2.99%
2.38%
Key characteristics
| EEM | EEMV | |
|---|---|---|
| Sharpe Ratio | 0.84 | 1.38 |
| Sortino Ratio | 1.28 | 1.99 |
| Omega Ratio | 1.16 | 1.25 |
| Calmar Ratio | 0.43 | 0.99 |
| Martin Ratio | 3.98 | 6.88 |
| Ulcer Index | 3.30% | 1.91% |
| Daily Std Dev | 15.57% | 9.51% |
| Max Drawdown | -66.44% | -31.56% |
| Current Drawdown | -19.18% | -5.86% |
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EEM vs. EEMV - Expense Ratio Comparison
EEM has a 0.68% expense ratio, which is higher than EEMV's 0.25% expense ratio.
Correlation
The correlation between EEM and EEMV is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
EEM vs. EEMV - 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 Min Vol Factor ETF (EEMV). 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.
Dividends
EEM vs. EEMV - Dividend Comparison
EEM's dividend yield for the trailing twelve months is around 2.39%, less than EEMV's 2.83% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEM iShares MSCI Emerging Markets ETF | 2.39% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% | 2.23% | 2.06% |
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 2.83% | 2.75% | 1.93% | 2.14% | 2.45% | 2.63% | 2.46% | 2.34% | 2.79% | 2.55% | 2.71% | 2.51% |
Drawdowns
EEM vs. EEMV - Drawdown Comparison
The maximum EEM drawdown since its inception was -66.44%, which is greater than EEMV's maximum drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for EEM and EEMV. For additional features, visit the drawdowns tool.
Volatility
EEM vs. EEMV - Volatility Comparison
iShares MSCI Emerging Markets ETF (EEM) has a higher volatility of 4.80% compared to iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) at 3.06%. This indicates that EEM's price experiences larger fluctuations and is considered to be riskier than EEMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.