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EEMA vs. VFEM.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EEMAVFEM.L
YTD Return9.57%9.10%
1Y Return15.04%17.45%
3Y Return (Ann)-5.39%4.58%
5Y Return (Ann)5.09%8.43%
10Y Return (Ann)4.06%8.54%
Sharpe Ratio0.961.23
Daily Std Dev15.91%12.80%
Max Drawdown-44.19%-31.32%
Current Drawdown-22.64%-1.89%

Correlation

-0.50.00.51.00.8

The correlation between EEMA and VFEM.L is 0.77, 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. VFEM.L - Performance Comparison

The year-to-date returns for both stocks are quite close, with EEMA having a 9.57% return and VFEM.L slightly lower at 9.10%. Over the past 10 years, EEMA has underperformed VFEM.L with an annualized return of 4.06%, while VFEM.L has yielded a comparatively higher 8.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


60.00%70.00%80.00%90.00%100.00%110.00%December2024FebruaryMarchAprilMay
89.08%
111.27%
EEMA
VFEM.L

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

Vanguard FTSE Emerging Markets UCITS ETF Distributing

EEMA vs. VFEM.L - Expense Ratio Comparison

EEMA has a 0.50% expense ratio, which is higher than VFEM.L's 0.22% 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 VFEM.L: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

EEMA vs. VFEM.L - 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 Emerging Markets UCITS ETF Distributing (VFEM.L). 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 0.75, compared to the broader market0.002.004.006.000.75
Sortino ratio
The chart of Sortino ratio for EEMA, currently valued at 1.16, compared to the broader market0.005.0010.001.16
Omega ratio
The chart of Omega ratio for EEMA, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.003.501.14
Calmar ratio
The chart of Calmar ratio for EEMA, currently valued at 0.32, compared to the broader market0.005.0010.0015.000.32
Martin ratio
The chart of Martin ratio for EEMA, currently valued at 1.82, compared to the broader market0.0020.0040.0060.0080.00100.001.82
VFEM.L
Sharpe ratio
The chart of Sharpe ratio for VFEM.L, currently valued at 1.24, compared to the broader market0.002.004.006.001.24
Sortino ratio
The chart of Sortino ratio for VFEM.L, currently valued at 1.94, compared to the broader market0.005.0010.001.94
Omega ratio
The chart of Omega ratio for VFEM.L, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.22
Calmar ratio
The chart of Calmar ratio for VFEM.L, currently valued at 0.85, compared to the broader market0.005.0010.0015.000.85
Martin ratio
The chart of Martin ratio for VFEM.L, currently valued at 4.47, compared to the broader market0.0020.0040.0060.0080.00100.004.47

EEMA vs. VFEM.L - Sharpe Ratio Comparison

The current EEMA Sharpe Ratio is 0.96, which roughly equals the VFEM.L Sharpe Ratio of 1.23. The chart below compares the 12-month rolling Sharpe Ratio of EEMA and VFEM.L.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2024FebruaryMarchAprilMay
0.75
1.24
EEMA
VFEM.L

Dividends

EEMA vs. VFEM.L - Dividend Comparison

EEMA's dividend yield for the trailing twelve months is around 2.05%, less than VFEM.L's 5.97% 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%
VFEM.L
Vanguard FTSE Emerging Markets UCITS ETF Distributing
5.97%6.58%7.88%6.20%4.92%3.39%3.61%2.98%2.96%4.36%4.22%3.91%

Drawdowns

EEMA vs. VFEM.L - Drawdown Comparison

The maximum EEMA drawdown since its inception was -44.19%, which is greater than VFEM.L's maximum drawdown of -31.32%. Use the drawdown chart below to compare losses from any high point for EEMA and VFEM.L. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-22.64%
-4.37%
EEMA
VFEM.L

Volatility

EEMA vs. VFEM.L - Volatility Comparison

iShares MSCI Emerging Markets Asia ETF (EEMA) has a higher volatility of 4.36% compared to Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) at 3.46%. This indicates that EEMA's price experiences larger fluctuations and is considered to be riskier than VFEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%5.50%6.00%December2024FebruaryMarchAprilMay
4.36%
3.46%
EEMA
VFEM.L