EEMA vs. VAPX.AS
Compare and contrast key facts about iShares MSCI Emerging Markets Asia ETF (EEMA) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (VAPX.AS).
EEMA and VAPX.AS 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. VAPX.AS is a passively managed fund by Vanguard that tracks the performance of the MSCI AC Asia Pac Ex JPN NR USD. It was launched on May 21, 2013. Both EEMA and VAPX.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EEMA or VAPX.AS.
Performance
EEMA vs. VAPX.AS - Performance Comparison
Returns By Period
In the year-to-date period, EEMA achieves a 12.55% return, which is significantly higher than VAPX.AS's 4.98% return. Over the past 10 years, EEMA has underperformed VAPX.AS with an annualized return of 4.19%, while VAPX.AS has yielded a comparatively higher 5.55% annualized return.
EEMA
12.55%
-5.91%
1.63%
17.05%
3.85%
4.19%
VAPX.AS
4.98%
-1.41%
1.08%
12.75%
4.77%
5.55%
Key characteristics
| EEMA | VAPX.AS | |
|---|---|---|
| Sharpe Ratio | 0.96 | 0.87 |
| Sortino Ratio | 1.45 | 1.26 |
| Omega Ratio | 1.18 | 1.16 |
| Calmar Ratio | 0.50 | 1.02 |
| Martin Ratio | 4.58 | 4.09 |
| Ulcer Index | 3.71% | 2.96% |
| Daily Std Dev | 17.84% | 13.87% |
| Max Drawdown | -44.19% | -36.99% |
| Current Drawdown | -20.54% | -2.43% |
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EEMA vs. VAPX.AS - Expense Ratio Comparison
EEMA has a 0.50% expense ratio, which is higher than VAPX.AS's 0.15% expense ratio.
Correlation
The correlation between EEMA and VAPX.AS is 0.70, 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.
Risk-Adjusted Performance
EEMA vs. VAPX.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Asia ETF (EEMA) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (VAPX.AS). 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.
Dividends
EEMA vs. VAPX.AS - Dividend Comparison
EEMA's dividend yield for the trailing twelve months is around 1.92%, less than VAPX.AS's 3.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMA iShares MSCI Emerging Markets Asia ETF | 1.92% | 2.25% | 1.78% | 2.19% | 1.15% | 1.86% | 2.17% | 1.73% | 1.74% | 2.44% | 1.33% | 2.42% |
VAPX.AS Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF | 3.04% | 3.29% | 4.23% | 2.95% | 1.80% | 2.96% | 3.03% | 2.78% | 2.57% | 3.20% | 2.36% | 1.11% |
Drawdowns
EEMA vs. VAPX.AS - Drawdown Comparison
The maximum EEMA drawdown since its inception was -44.19%, which is greater than VAPX.AS's maximum drawdown of -36.99%. Use the drawdown chart below to compare losses from any high point for EEMA and VAPX.AS. For additional features, visit the drawdowns tool.
Volatility
EEMA vs. VAPX.AS - Volatility Comparison
iShares MSCI Emerging Markets Asia ETF (EEMA) and Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (VAPX.AS) have volatilities of 5.74% and 5.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.