EEMA vs. TLT
Compare and contrast key facts about iShares MSCI Emerging Markets Asia ETF (EEMA) and iShares 20+ Year Treasury Bond ETF (TLT).
EEMA and TLT 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. TLT is a passively managed fund by iShares that tracks the performance of the ICE U.S. Treasury 20+ Year Bond Index. It was launched on Jul 22, 2002. Both EEMA and TLT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EEMA vs. TLT - Performance Comparison
Loading graphics...
EEMA vs. TLT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EEMA iShares MSCI Emerging Markets Asia ETF | 1.82% | 33.27% | 10.23% | 6.57% | -21.49% | -4.22% | 25.17% | 18.60% | -15.76% | 43.41% |
TLT iShares 20+ Year Treasury Bond ETF | 0.17% | 4.25% | -8.05% | 2.77% | -31.23% | -4.60% | 18.15% | 14.12% | -1.61% | 9.18% |
Returns By Period
In the year-to-date period, EEMA achieves a 1.82% return, which is significantly higher than TLT's 0.17% return. Over the past 10 years, EEMA has outperformed TLT with an annualized return of 8.32%, while TLT has yielded a comparatively lower -1.38% annualized 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%
TLT
- 1D
- -0.10%
- 1M
- -4.23%
- YTD
- 0.17%
- 6M
- -0.87%
- 1Y
- -0.49%
- 3Y*
- -2.78%
- 5Y*
- -5.85%
- 10Y*
- -1.38%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EEMA vs. TLT - Expense Ratio Comparison
EEMA has a 0.50% expense ratio, which is higher than TLT's 0.15% expense ratio.
Return for Risk
EEMA vs. TLT — Risk / Return Rank
EEMA
TLT
EEMA vs. TLT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Asia ETF (EEMA) and iShares 20+ Year Treasury Bond ETF (TLT). 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 | TLT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | -0.04 | +1.52 |
Sortino ratioReturn per unit of downside risk | 2.07 | 0.02 | +2.05 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.00 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 0.05 | +2.14 |
Martin ratioReturn relative to average drawdown | 8.36 | 0.11 | +8.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EEMA | TLT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | -0.04 | +1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | -0.37 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | -0.09 | +0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.26 | +0.04 |
Correlation
The correlation between EEMA and TLT is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
EEMA vs. TLT - Dividend Comparison
EEMA's dividend yield for the trailing twelve months is around 1.45%, less than TLT's 4.49% 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% |
TLT iShares 20+ Year Treasury Bond ETF | 4.49% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
Drawdowns
EEMA vs. TLT - Drawdown Comparison
The maximum EEMA drawdown since its inception was -44.18%, smaller than the maximum TLT drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for EEMA and TLT.
Loading graphics...
Drawdown Indicators
| EEMA | TLT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.18% | -48.35% | +4.17% |
Max Drawdown (1Y)Largest decline over 1 year | -14.30% | -9.23% | -5.07% |
Max Drawdown (5Y)Largest decline over 5 years | -40.87% | -43.70% | +2.83% |
Max Drawdown (10Y)Largest decline over 10 years | -44.18% | -48.35% | +4.17% |
Current DrawdownCurrent decline from peak | -11.25% | -40.17% | +28.92% |
Average DrawdownAverage peak-to-trough decline | -14.12% | -13.62% | -0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.75% | 4.38% | -0.63% |
Volatility
EEMA vs. TLT - Volatility Comparison
iShares MSCI Emerging Markets Asia ETF (EEMA) has a higher volatility of 10.20% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 3.71%. This indicates that EEMA's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EEMA | TLT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.20% | 3.71% | +6.49% |
Volatility (6M)Calculated over the trailing 6-month period | 15.24% | 6.61% | +8.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.30% | 11.44% | +9.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.94% | 15.90% | +4.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.65% | 14.93% | +5.72% |