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

Correlation

The correlation between EEM and IEMG is 0.69, 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.


Performance

EEM vs. IEMG - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
41.95%
55.86%
EEM
IEMG

Key characteristics

Sharpe Ratio

EEM:

0.68

IEMG:

0.64

Sortino Ratio

EEM:

1.10

IEMG:

1.04

Omega Ratio

EEM:

1.14

IEMG:

1.13

Calmar Ratio

EEM:

0.49

IEMG:

0.53

Martin Ratio

EEM:

2.16

IEMG:

2.06

Ulcer Index

EEM:

6.09%

IEMG:

5.86%

Daily Std Dev

EEM:

19.22%

IEMG:

18.70%

Max Drawdown

EEM:

-66.43%

IEMG:

-38.71%

Current Drawdown

EEM:

-14.16%

IEMG:

-9.29%

Returns By Period

In the year-to-date period, EEM achieves a 8.42% return, which is significantly higher than IEMG's 7.55% return. Over the past 10 years, EEM has underperformed IEMG with an annualized return of 2.82%, while IEMG has yielded a comparatively higher 3.55% annualized return.


EEM

YTD

8.42%

1M

11.73%

6M

3.05%

1Y

9.31%

5Y*

7.18%

10Y*

2.82%

IEMG

YTD

7.55%

1M

11.74%

6M

2.57%

1Y

8.40%

5Y*

8.57%

10Y*

3.55%

*Annualized

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EEM vs. IEMG - Expense Ratio Comparison

EEM has a 0.68% expense ratio, which is higher than IEMG's 0.14% expense ratio.


Risk-Adjusted Performance

EEM vs. IEMG — 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 5858
Overall Rank
The Sharpe Ratio Rank of EEM is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of EEM is 6363
Sortino Ratio Rank
The Omega Ratio Rank of EEM is 5858
Omega Ratio Rank
The Calmar Ratio Rank of EEM is 5353
Calmar Ratio Rank
The Martin Ratio Rank of EEM is 5555
Martin Ratio Rank

IEMG
The Risk-Adjusted Performance Rank of IEMG is 5656
Overall Rank
The Sharpe Ratio Rank of IEMG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of IEMG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of IEMG is 5656
Omega Ratio Rank
The Calmar Ratio Rank of IEMG is 5555
Calmar Ratio Rank
The Martin Ratio Rank of IEMG is 5353
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. IEMG - Risk-Adjusted Performance Comparison

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


The current EEM Sharpe Ratio is 0.68, which is comparable to the IEMG Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of EEM 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.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.68
0.64
EEM
IEMG

Dividends

EEM vs. IEMG - Dividend Comparison

EEM's dividend yield for the trailing twelve months is around 2.24%, less than IEMG's 2.98% yield.


TTM20242023202220212020201920182017201620152014
EEM
iShares MSCI Emerging Markets ETF
2.24%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%2.23%
IEMG
iShares Core MSCI Emerging Markets ETF
2.98%3.20%2.89%2.70%3.06%1.87%3.15%2.76%2.34%2.28%2.52%2.30%

Drawdowns

EEM vs. IEMG - Drawdown Comparison

The maximum EEM drawdown since its inception was -66.43%, which is greater than IEMG's maximum drawdown of -38.71%. Use the drawdown chart below to compare losses from any high point for EEM and IEMG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%December2025FebruaryMarchAprilMay
-14.16%
-9.29%
EEM
IEMG

Volatility

EEM vs. IEMG - Volatility Comparison

iShares MSCI Emerging Markets ETF (EEM) and iShares Core MSCI Emerging Markets ETF (IEMG) have volatilities of 11.30% and 11.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
11.30%
11.18%
EEM
IEMG