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EEMA vs. GMF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EEMAGMF
YTD Return9.57%10.35%
1Y Return15.04%18.78%
3Y Return (Ann)-5.39%-2.89%
5Y Return (Ann)5.09%6.32%
10Y Return (Ann)4.06%5.71%
Sharpe Ratio0.961.37
Daily Std Dev15.91%14.00%
Max Drawdown-44.19%-67.18%
Current Drawdown-22.64%-17.30%

Correlation

-0.50.00.51.00.9

The correlation between EEMA and GMF is 0.92, 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.

Performance

EEMA vs. GMF - Performance Comparison

In the year-to-date period, EEMA achieves a 9.57% return, which is significantly lower than GMF's 10.35% return. Over the past 10 years, EEMA has underperformed GMF with an annualized return of 4.06%, while GMF has yielded a comparatively higher 5.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%50.00%60.00%70.00%80.00%90.00%December2024FebruaryMarchAprilMay
65.28%
90.71%
EEMA
GMF

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares MSCI Emerging Markets Asia ETF

SPDR S&P Emerging Asia Pacific ETF

EEMA vs. GMF - Expense Ratio Comparison

EEMA has a 0.50% expense ratio, which is higher than GMF's 0.49% expense ratio.


EEMA
iShares MSCI Emerging Markets Asia ETF
Expense ratio chart for EEMA: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for GMF: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

EEMA vs. GMF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Asia ETF (EEMA) and SPDR S&P Emerging Asia Pacific ETF (GMF). 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
Sharpe ratio
The chart of Sharpe ratio for EEMA, currently valued at 0.96, compared to the broader market0.002.004.006.000.96
Sortino ratio
The chart of Sortino ratio for EEMA, currently valued at 1.46, compared to the broader market0.005.0010.001.46
Omega ratio
The chart of Omega ratio for EEMA, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.17
Calmar ratio
The chart of Calmar ratio for EEMA, currently valued at 0.42, compared to the broader market0.005.0010.0015.000.42
Martin ratio
The chart of Martin ratio for EEMA, currently valued at 2.39, compared to the broader market0.0020.0040.0060.0080.00100.002.39
GMF
Sharpe ratio
The chart of Sharpe ratio for GMF, currently valued at 1.37, compared to the broader market0.002.004.006.001.37
Sortino ratio
The chart of Sortino ratio for GMF, currently valued at 1.99, compared to the broader market0.005.0010.001.99
Omega ratio
The chart of Omega ratio for GMF, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.24
Calmar ratio
The chart of Calmar ratio for GMF, currently valued at 0.60, compared to the broader market0.005.0010.0015.000.60
Martin ratio
The chart of Martin ratio for GMF, currently valued at 4.16, compared to the broader market0.0020.0040.0060.0080.00100.004.16

EEMA vs. GMF - Sharpe Ratio Comparison

The current EEMA Sharpe Ratio is 0.96, which roughly equals the GMF Sharpe Ratio of 1.37. The chart below compares the 12-month rolling Sharpe Ratio of EEMA and GMF.


Rolling 12-month Sharpe Ratio-0.500.000.501.00December2024FebruaryMarchAprilMay
0.96
1.37
EEMA
GMF

Dividends

EEMA vs. GMF - Dividend Comparison

EEMA's dividend yield for the trailing twelve months is around 2.05%, less than GMF's 2.49% yield.


TTM20232022202120202019201820172016201520142013
EEMA
iShares MSCI Emerging Markets Asia ETF
2.05%2.25%1.78%2.18%1.15%1.85%2.16%1.73%1.74%2.43%1.33%2.41%
GMF
SPDR S&P Emerging Asia Pacific ETF
2.49%2.75%2.54%2.71%1.32%1.75%2.26%1.70%2.49%3.76%1.55%2.18%

Drawdowns

EEMA vs. GMF - Drawdown Comparison

The maximum EEMA drawdown since its inception was -44.19%, smaller than the maximum GMF drawdown of -67.18%. Use the drawdown chart below to compare losses from any high point for EEMA and GMF. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%December2024FebruaryMarchAprilMay
-22.64%
-17.30%
EEMA
GMF

Volatility

EEMA vs. GMF - Volatility Comparison

iShares MSCI Emerging Markets Asia ETF (EEMA) has a higher volatility of 4.36% compared to SPDR S&P Emerging Asia Pacific ETF (GMF) at 3.61%. This indicates that EEMA's price experiences larger fluctuations and is considered to be riskier than GMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
4.36%
3.61%
EEMA
GMF