EEMA vs. VTI
Compare and contrast key facts about iShares MSCI Emerging Markets Asia ETF (EEMA) and Vanguard Total Stock Market ETF (VTI).
EEMA and VTI 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both EEMA and VTI 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 VTI.
Performance
EEMA vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, EEMA achieves a 12.55% return, which is significantly lower than VTI's 24.13% return. Over the past 10 years, EEMA has underperformed VTI with an annualized return of 4.19%, while VTI has yielded a comparatively higher 12.59% annualized return.
EEMA
12.55%
-5.91%
1.63%
17.05%
3.85%
4.19%
VTI
24.13%
0.90%
11.75%
32.54%
14.83%
12.59%
Key characteristics
| EEMA | VTI | |
|---|---|---|
| Sharpe Ratio | 0.96 | 2.63 |
| Sortino Ratio | 1.45 | 3.51 |
| Omega Ratio | 1.18 | 1.48 |
| Calmar Ratio | 0.50 | 3.84 |
| Martin Ratio | 4.58 | 16.85 |
| Ulcer Index | 3.71% | 1.95% |
| Daily Std Dev | 17.84% | 12.54% |
| Max Drawdown | -44.19% | -55.45% |
| Current Drawdown | -20.54% | -2.03% |
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EEMA vs. VTI - Expense Ratio Comparison
EEMA has a 0.50% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between EEMA and VTI is 0.65, 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.
Risk-Adjusted Performance
EEMA vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Asia ETF (EEMA) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
EEMA's dividend yield for the trailing twelve months is around 1.92%, more than VTI's 1.28% 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% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
EEMA vs. VTI - Drawdown Comparison
The maximum EEMA drawdown since its inception was -44.19%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for EEMA and VTI. For additional features, visit the drawdowns tool.
Volatility
EEMA vs. VTI - Volatility Comparison
iShares MSCI Emerging Markets Asia ETF (EEMA) has a higher volatility of 5.74% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that EEMA's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.