EEMA vs. VFEM.L
Compare and contrast key facts about iShares MSCI Emerging Markets Asia ETF (EEMA) and Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L).
EEMA and VFEM.L 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. VFEM.L is a passively managed fund by Vanguard that tracks the performance of the MSCI EM NR USD. It was launched on May 22, 2012. Both EEMA and VFEM.L 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 VFEM.L.
Performance
EEMA vs. VFEM.L - Performance Comparison
Returns By Period
In the year-to-date period, EEMA achieves a 12.55% return, which is significantly higher than VFEM.L's 11.49% return. Over the past 10 years, EEMA has underperformed VFEM.L with an annualized return of 4.19%, while VFEM.L has yielded a comparatively higher 7.62% annualized return.
EEMA
12.55%
-5.91%
1.63%
17.05%
3.85%
4.19%
VFEM.L
11.49%
-2.25%
0.57%
13.39%
7.28%
7.62%
Key characteristics
| EEMA | VFEM.L | |
|---|---|---|
| Sharpe Ratio | 0.96 | 0.98 |
| Sortino Ratio | 1.45 | 1.48 |
| Omega Ratio | 1.18 | 1.18 |
| Calmar Ratio | 0.50 | 1.53 |
| Martin Ratio | 4.58 | 4.59 |
| Ulcer Index | 3.71% | 2.80% |
| Daily Std Dev | 17.84% | 13.09% |
| Max Drawdown | -44.19% | -31.32% |
| Current Drawdown | -20.54% | -4.40% |
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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.
Correlation
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.
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.
Dividends
EEMA vs. VFEM.L - Dividend Comparison
EEMA's dividend yield for the trailing twelve months is around 1.92%, more than VFEM.L's 1.07% 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% |
VFEM.L Vanguard FTSE Emerging Markets UCITS ETF Distributing | 1.07% | 5.28% | 6.54% | 4.52% | 3.89% | 2.68% | 2.74% | 2.26% | 2.21% | 2.81% | 2.57% | 2.48% |
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.
Volatility
EEMA vs. VFEM.L - Volatility Comparison
iShares MSCI Emerging Markets Asia ETF (EEMA) has a higher volatility of 5.74% compared to Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) at 5.39%. 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.