EEM vs. VTI
Compare and contrast key facts about iShares MSCI Emerging Markets ETF (EEM) and Vanguard Total Stock Market ETF (VTI).
EEM and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both EEM and VTI 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 VTI.
Performance
EEM vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, EEM achieves a 8.70% return, which is significantly lower than VTI's 24.70% return. Over the past 10 years, EEM has underperformed VTI with an annualized return of 2.44%, while VTI has yielded a comparatively higher 12.63% annualized return.
EEM
8.70%
-5.47%
0.81%
11.76%
2.56%
2.44%
VTI
24.70%
1.36%
12.03%
32.16%
15.00%
12.63%
Key characteristics
| EEM | VTI | |
|---|---|---|
| Sharpe Ratio | 0.84 | 2.65 |
| Sortino Ratio | 1.28 | 3.54 |
| Omega Ratio | 1.16 | 1.49 |
| Calmar Ratio | 0.43 | 3.87 |
| Martin Ratio | 3.98 | 16.96 |
| Ulcer Index | 3.30% | 1.95% |
| Daily Std Dev | 15.57% | 12.52% |
| Max Drawdown | -66.44% | -55.45% |
| Current Drawdown | -19.18% | -1.58% |
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EEM vs. VTI - Expense Ratio Comparison
EEM has a 0.68% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between EEM and VTI is 0.75, 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. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets ETF (EEM) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
EEM's dividend yield for the trailing twelve months is around 2.39%, more than VTI's 1.28% 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% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
EEM vs. VTI - Drawdown Comparison
The maximum EEM drawdown since its inception was -66.44%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for EEM and VTI. For additional features, visit the drawdowns tool.
Volatility
EEM vs. VTI - Volatility Comparison
iShares MSCI Emerging Markets ETF (EEM) has a higher volatility of 4.80% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that EEM's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.