EEMA vs. EMMF
Compare and contrast key facts about iShares MSCI Emerging Markets Asia ETF (EEMA) and WisdomTree Emerging Markets Multifactor Fund (EMMF).
EEMA and EMMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EEMA is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Asia Index. It was launched on Feb 8, 2012. EMMF is an actively managed fund by WisdomTree. It was launched on Aug 10, 2018.
Performance
EEMA vs. EMMF - Performance Comparison
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EEMA vs. EMMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EEMA iShares MSCI Emerging Markets Asia ETF | 1.82% | 33.27% | 10.23% | 6.57% | -21.49% | -4.22% | 25.17% | 18.60% | -10.19% |
EMMF WisdomTree Emerging Markets Multifactor Fund | 5.23% | 21.22% | 9.45% | 20.59% | -13.47% | 5.97% | 9.25% | 2.30% | -6.64% |
Returns By Period
In the year-to-date period, EEMA achieves a 1.82% return, which is significantly lower than EMMF's 5.23% return.
EEMA
- 1D
- 3.56%
- 1M
- -10.12%
- YTD
- 1.82%
- 6M
- 5.73%
- 1Y
- 31.27%
- 3Y*
- 14.95%
- 5Y*
- 2.85%
- 10Y*
- 8.32%
EMMF
- 1D
- 3.29%
- 1M
- -7.68%
- YTD
- 5.23%
- 6M
- 9.36%
- 1Y
- 27.88%
- 3Y*
- 17.64%
- 5Y*
- 7.45%
- 10Y*
- —
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EEMA vs. EMMF - Expense Ratio Comparison
EEMA has a 0.50% expense ratio, which is higher than EMMF's 0.48% expense ratio.
Return for Risk
EEMA vs. EMMF — Risk / Return Rank
EEMA
EMMF
EEMA vs. EMMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Asia ETF (EEMA) and WisdomTree Emerging Markets Multifactor Fund (EMMF). 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.
| EEMA | EMMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 1.66 | -0.18 |
Sortino ratioReturn per unit of downside risk | 2.07 | 2.25 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 2.58 | -0.39 |
Martin ratioReturn relative to average drawdown | 8.36 | 10.52 | -2.16 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EEMA | EMMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 1.66 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.53 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.39 | -0.10 |
Correlation
The correlation between EEMA and EMMF is 0.86, 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.
Dividends
EEMA vs. EMMF - Dividend Comparison
EEMA's dividend yield for the trailing twelve months is around 1.45%, less than EMMF's 2.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMA iShares MSCI Emerging Markets Asia ETF | 1.45% | 1.48% | 1.74% | 2.02% | 1.78% | 2.19% | 1.15% | 1.86% | 2.17% | 1.74% | 1.74% | 2.44% |
EMMF WisdomTree Emerging Markets Multifactor Fund | 2.25% | 2.45% | 1.30% | 1.62% | 3.48% | 2.64% | 1.93% | 2.93% | 0.66% | 0.00% | 0.00% | 0.00% |
Drawdowns
EEMA vs. EMMF - Drawdown Comparison
The maximum EEMA drawdown since its inception was -44.18%, which is greater than EMMF's maximum drawdown of -32.57%. Use the drawdown chart below to compare losses from any high point for EEMA and EMMF.
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Drawdown Indicators
| EEMA | EMMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.18% | -32.57% | -11.61% |
Max Drawdown (1Y)Largest decline over 1 year | -14.30% | -10.62% | -3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -40.87% | -25.20% | -15.67% |
Max Drawdown (10Y)Largest decline over 10 years | -44.18% | — | — |
Current DrawdownCurrent decline from peak | -11.25% | -7.68% | -3.57% |
Average DrawdownAverage peak-to-trough decline | -14.12% | -7.58% | -6.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 2.61% | +1.14% |
Volatility
EEMA vs. EMMF - Volatility Comparison
iShares MSCI Emerging Markets Asia ETF (EEMA) has a higher volatility of 10.20% compared to WisdomTree Emerging Markets Multifactor Fund (EMMF) at 9.11%. This indicates that EEMA's price experiences larger fluctuations and is considered to be riskier than EMMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEMA | EMMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.20% | 9.11% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 15.24% | 12.48% | +2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.30% | 16.91% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 14.01% | +5.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 16.45% | +4.20% |