EEMA vs. VO
Compare and contrast key facts about iShares MSCI Emerging Markets Asia ETF (EEMA) and Vanguard Mid-Cap ETF (VO).
EEMA and VO 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. VO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Mid Cap Index. It was launched on Jan 26, 2004. Both EEMA and VO 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 VO.
Key characteristics
| EEMA | VO | |
|---|---|---|
| YTD Return | 3.60% | 2.74% |
| 1Y Return | 7.79% | 15.74% |
| 3Y Return (Ann) | -7.29% | 2.40% |
| 5Y Return (Ann) | 1.80% | 9.28% |
| 10Y Return (Ann) | 3.89% | 9.44% |
| Sharpe Ratio | 0.48 | 1.19 |
| Daily Std Dev | 16.04% | 13.17% |
| Max Drawdown | -44.19% | -58.89% |
| Current Drawdown | -26.86% | -5.16% |
Correlation
The correlation between EEMA and VO is 0.63, 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. VO - Performance Comparison
In the year-to-date period, EEMA achieves a 3.60% return, which is significantly higher than VO's 2.74% return. Over the past 10 years, EEMA has underperformed VO with an annualized return of 3.89%, while VO has yielded a comparatively higher 9.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EEMA vs. VO - Expense Ratio Comparison
EEMA has a 0.50% expense ratio, which is higher than VO's 0.04% expense ratio.
Risk-Adjusted Performance
EEMA vs. VO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Asia ETF (EEMA) and Vanguard Mid-Cap ETF (VO). 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. VO - Dividend Comparison
EEMA's dividend yield for the trailing twelve months is around 2.17%, more than VO's 1.57% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMA iShares MSCI Emerging Markets Asia ETF | 2.17% | 2.25% | 1.78% | 2.18% | 1.15% | 1.85% | 2.16% | 1.73% | 1.74% | 2.43% | 1.33% | 2.41% |
VO Vanguard Mid-Cap ETF | 1.57% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.17% |
Drawdowns
EEMA vs. VO - Drawdown Comparison
The maximum EEMA drawdown since its inception was -44.19%, smaller than the maximum VO drawdown of -58.89%. Use the drawdown chart below to compare losses from any high point for EEMA and VO. For additional features, visit the drawdowns tool.
Volatility
EEMA vs. VO - Volatility Comparison
iShares MSCI Emerging Markets Asia ETF (EEMA) has a higher volatility of 4.95% compared to Vanguard Mid-Cap ETF (VO) at 3.74%. This indicates that EEMA's price experiences larger fluctuations and is considered to be riskier than VO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.