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

Correlation

The correlation between EEMA and MCHI is 0.56, 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

EEMA vs. MCHI - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%70.00%80.00%December2025FebruaryMarchAprilMay
77.41%
51.51%
EEMA
MCHI

Key characteristics

Sharpe Ratio

EEMA:

0.48

MCHI:

0.70

Sortino Ratio

EEMA:

0.84

MCHI:

1.20

Omega Ratio

EEMA:

1.11

MCHI:

1.16

Calmar Ratio

EEMA:

0.35

MCHI:

0.44

Martin Ratio

EEMA:

1.40

MCHI:

1.79

Ulcer Index

EEMA:

7.45%

MCHI:

13.48%

Daily Std Dev

EEMA:

21.91%

MCHI:

34.44%

Max Drawdown

EEMA:

-44.18%

MCHI:

-62.84%

Current Drawdown

EEMA:

-17.02%

MCHI:

-39.45%

Returns By Period

In the year-to-date period, EEMA achieves a 6.62% return, which is significantly lower than MCHI's 15.13% return. Over the past 10 years, EEMA has outperformed MCHI with an annualized return of 3.63%, while MCHI has yielded a comparatively lower 0.54% annualized return.


EEMA

YTD

6.62%

1M

11.39%

6M

-0.22%

1Y

9.28%

5Y*

6.62%

10Y*

3.63%

MCHI

YTD

15.13%

1M

7.90%

6M

7.74%

1Y

23.46%

5Y*

-0.04%

10Y*

0.54%

*Annualized

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EEMA vs. MCHI - Expense Ratio Comparison

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


Risk-Adjusted Performance

EEMA vs. MCHI — 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 4747
Overall Rank
The Sharpe Ratio Rank of EEMA is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of EEMA is 5050
Sortino Ratio Rank
The Omega Ratio Rank of EEMA is 4747
Omega Ratio Rank
The Calmar Ratio Rank of EEMA is 4444
Calmar Ratio Rank
The Martin Ratio Rank of EEMA is 4444
Martin Ratio Rank

MCHI
The Risk-Adjusted Performance Rank of MCHI is 5959
Overall Rank
The Sharpe Ratio Rank of MCHI is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of MCHI is 6868
Sortino Ratio Rank
The Omega Ratio Rank of MCHI is 6767
Omega Ratio Rank
The Calmar Ratio Rank of MCHI is 4949
Calmar Ratio Rank
The Martin Ratio Rank of MCHI is 5050
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. MCHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Asia ETF (EEMA) and iShares MSCI China ETF (MCHI). 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 EEMA Sharpe Ratio is 0.48, which is lower than the MCHI Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of EEMA and MCHI, 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
0.48
0.70
EEMA
MCHI

Dividends

EEMA vs. MCHI - Dividend Comparison

EEMA's dividend yield for the trailing twelve months is around 1.63%, less than MCHI's 2.01% yield.


TTM20242023202220212020201920182017201620152014
EEMA
iShares MSCI Emerging Markets Asia ETF
1.63%1.74%2.25%1.78%2.19%1.15%1.86%2.17%1.73%1.74%2.44%1.33%
MCHI
iShares MSCI China ETF
2.01%2.31%3.49%2.16%1.04%1.04%1.45%1.60%1.56%1.66%2.76%2.35%

Drawdowns

EEMA vs. MCHI - Drawdown Comparison

The maximum EEMA drawdown since its inception was -44.18%, smaller than the maximum MCHI drawdown of -62.84%. Use the drawdown chart below to compare losses from any high point for EEMA and MCHI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%December2025FebruaryMarchAprilMay
-17.02%
-39.45%
EEMA
MCHI

Volatility

EEMA vs. MCHI - Volatility Comparison

The current volatility for iShares MSCI Emerging Markets Asia ETF (EEMA) is 10.84%, while iShares MSCI China ETF (MCHI) has a volatility of 12.63%. This indicates that EEMA experiences smaller price fluctuations and is considered to be less risky than MCHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.84%
12.63%
EEMA
MCHI