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

Correlation

The correlation between EEMA and GXC is 0.57, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

EEMA vs. GXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets Asia ETF (EEMA) and SPDR S&P China ETF (GXC). The values are adjusted to include any dividend payments, if applicable.

30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
69.16%
51.38%
EEMA
GXC

Key characteristics

Sharpe Ratio

EEMA:

0.47

GXC:

0.76

Sortino Ratio

EEMA:

0.82

GXC:

1.28

Omega Ratio

EEMA:

1.10

GXC:

1.18

Calmar Ratio

EEMA:

0.34

GXC:

0.48

Martin Ratio

EEMA:

1.39

GXC:

1.86

Ulcer Index

EEMA:

7.33%

GXC:

13.95%

Daily Std Dev

EEMA:

21.92%

GXC:

34.08%

Max Drawdown

EEMA:

-44.18%

GXC:

-72.16%

Current Drawdown

EEMA:

-20.88%

GXC:

-41.64%

Returns By Period

In the year-to-date period, EEMA achieves a 1.66% return, which is significantly lower than GXC's 8.00% return. Over the past 10 years, EEMA has outperformed GXC with an annualized return of 3.06%, while GXC has yielded a comparatively lower 0.45% annualized return.


EEMA

YTD

1.66%

1M

-1.61%

6M

-4.69%

1Y

7.76%

5Y*

5.50%

10Y*

3.06%

GXC

YTD

8.00%

1M

-4.99%

6M

4.07%

1Y

21.41%

5Y*

-0.90%

10Y*

0.45%

*Annualized

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EEMA vs. GXC - Expense Ratio Comparison

EEMA has a 0.50% expense ratio, which is lower than GXC's 0.59% expense ratio.


Expense ratio chart for GXC: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GXC: 0.59%
Expense ratio chart for EEMA: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EEMA: 0.50%

Risk-Adjusted Performance

EEMA vs. GXC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EEMA
The Risk-Adjusted Performance Rank of EEMA is 5454
Overall Rank
The Sharpe Ratio Rank of EEMA is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of EEMA is 5959
Sortino Ratio Rank
The Omega Ratio Rank of EEMA is 5555
Omega Ratio Rank
The Calmar Ratio Rank of EEMA is 5252
Calmar Ratio Rank
The Martin Ratio Rank of EEMA is 5050
Martin Ratio Rank

GXC
The Risk-Adjusted Performance Rank of GXC is 6969
Overall Rank
The Sharpe Ratio Rank of GXC is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of GXC is 7676
Sortino Ratio Rank
The Omega Ratio Rank of GXC is 7676
Omega Ratio Rank
The Calmar Ratio Rank of GXC is 6161
Calmar Ratio Rank
The Martin Ratio Rank of GXC is 5858
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.

EEMA vs. GXC - 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 China ETF (GXC). 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 chart of Sharpe ratio for EEMA, currently valued at 0.47, compared to the broader market-1.000.001.002.003.004.00
EEMA: 0.47
GXC: 0.76
The chart of Sortino ratio for EEMA, currently valued at 0.82, compared to the broader market-2.000.002.004.006.008.00
EEMA: 0.82
GXC: 1.28
The chart of Omega ratio for EEMA, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
EEMA: 1.10
GXC: 1.18
The chart of Calmar ratio for EEMA, currently valued at 0.34, compared to the broader market0.002.004.006.008.0010.0012.00
EEMA: 0.34
GXC: 0.48
The chart of Martin ratio for EEMA, currently valued at 1.39, compared to the broader market0.0020.0040.0060.00
EEMA: 1.39
GXC: 1.86

The current EEMA Sharpe Ratio is 0.47, which is lower than the GXC Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of EEMA and GXC, 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.47
0.76
EEMA
GXC

Dividends

EEMA vs. GXC - Dividend Comparison

EEMA's dividend yield for the trailing twelve months is around 1.71%, less than GXC's 2.60% yield.


TTM20242023202220212020201920182017201620152014
EEMA
iShares MSCI Emerging Markets Asia ETF
1.71%1.74%2.25%1.78%2.19%1.15%1.86%2.17%1.73%1.74%2.44%1.33%
GXC
SPDR S&P China ETF
2.60%2.81%3.70%2.67%1.35%1.04%1.60%2.03%1.84%2.05%2.85%2.11%

Drawdowns

EEMA vs. GXC - Drawdown Comparison

The maximum EEMA drawdown since its inception was -44.18%, smaller than the maximum GXC drawdown of -72.16%. Use the drawdown chart below to compare losses from any high point for EEMA and GXC. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2025FebruaryMarchApril
-20.88%
-41.64%
EEMA
GXC

Volatility

EEMA vs. GXC - Volatility Comparison

The current volatility for iShares MSCI Emerging Markets Asia ETF (EEMA) is 12.40%, while SPDR S&P China ETF (GXC) has a volatility of 14.22%. This indicates that EEMA experiences smaller price fluctuations and is considered to be less risky than GXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
12.40%
14.22%
EEMA
GXC