EEMA vs. VTI

Last updated Jul 14, 2026

EEMA (iShares MSCI Emerging Markets Asia ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - EEMA is a Asia Pacific Equities fund tracking the MSCI Emerging Markets Asia Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, EEMA returned 9.49%/yr vs 14.67%/yr for VTI. A 0.65 correlation means they provide meaningful diversification when combined. EEMA charges 0.50%/yr vs 0.03%/yr for VTI.

Performance

EEMA vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets Asia ETF (EEMA) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EEMA achieves a 18.98% return, which is significantly higher than VTI's 10.96% return. Over the past 10 years, EEMA has underperformed VTI with an annualized return of 9.49%, while VTI has yielded a comparatively higher 14.67% annualized return.

EEMA

• 1D: -3.06%
• 1M: -3.81%
• 6M: 12.59%
• YTD: 18.98%
• 1Y: 36.78%
• 3Y*: 19.74%
• 5Y*: 6.29%
• 10Y*: 9.49%

VTI

• 1D: -0.78%
• 1M: 1.22%
• 6M: 8.45%
• YTD: 10.96%
• 1Y: 21.85%
• 3Y*: 19.76%
• 5Y*: 12.01%
• 10Y*: 14.67%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EEMA vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EEMA iShares MSCI Emerging Markets Asia ETF	18.98%	33.27%	10.23%	6.57%	-21.49%	-4.22%	25.17%	18.60%	-15.76%	43.41%
VTI Vanguard Total Stock Market ETF	10.96%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between EEMA and VTI is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.65
Correlation (All Time) Calculated using the full available price history since Feb 9, 2012	0.65

The correlation between EEMA and VTI shifts across timeframes, from 0.63 (5 years) to 0.74 (1 year), reflecting how their relationship changes across market environments.

EEMA vs. VTI - Sectors Allocation Comparison

Sectors	EEMA	VTI
Technology	43.4%	37.0%
Financial Services	15.3%	11.3%
Consumer Cyclical	10.4%	9.7%
Industrials	8.4%	9.4%
Communication Services	6.6%	9.8%
Basic Materials	4.4%	1.9%
Healthcare	3.5%	9.0%
Energy	2.8%	3.3%
Consumer Defensive	2.6%	4.3%
Utilities	1.7%	2.1%
Real Estate	0.9%	2.3%

Return for Risk

EEMA vs. VTI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EEMA

EEMA Risk / Return Rank: 61
EEMA Sharpe Ratio Rank: 60
EEMA Sortino Ratio Rank: 56
EEMA Omega Ratio Rank: 63
EEMA Calmar Ratio Rank: 65
EEMA Martin Ratio Rank: 63

VTI

VTI Risk / Return Rank: 66
VTI Sharpe Ratio Rank: 66
VTI Sortino Ratio Rank: 64
VTI Omega Ratio Rank: 64
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 73

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EEMA vs. VTI - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	EEMA	VTI	Difference
Sharpe ratio: Return per unit of total volatility	1.60	1.71	-0.12
Sortino ratio: Return per unit of downside risk	2.14	2.36	-0.23
Omega ratio: Gain probability vs. loss probability	1.30	1.31	-0.01
Calmar ratio: Return relative to maximum drawdown	2.58	2.46	+0.12
Martin ratio: Return relative to average drawdown	8.89	10.78	-1.88

EEMA vs. VTI - Sharpe Ratio Comparison

The current EEMA Sharpe Ratio is 1.60, which is comparable to the VTI Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of EEMA and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EEMA vs. VTI - Drawdown Comparison

The maximum EEMA drawdown since its inception was -44.18%, 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.

Drawdown Indicators

	EEMA	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-44.18%	-55.45%	+11.27%
Max Drawdown (1Y) Largest decline over 1 year	-14.30%	-8.92%	-5.38%
Max Drawdown (3Y) Largest decline over 3 years	-20.23%	-19.30%	-0.93%
Max Drawdown (5Y) Largest decline over 5 years	-38.81%	-25.36%	-13.45%
Max Drawdown (10Y) Largest decline over 10 years	-44.18%	-35.00%	-9.18%
Current Drawdown Current decline from peak	-8.21%	-0.94%	-7.27%
Average Drawdown Average peak-to-trough decline	-13.90%	-8.00%	-5.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.15%	2.03%	+2.12%

Volatility

EEMA vs. VTI - Volatility Comparison

iShares MSCI Emerging Markets Asia ETF (EEMA) has a higher volatility of 10.02% compared to Vanguard Total Stock Market ETF (VTI) at 4.08%. 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.

Volatility by Period

	EEMA	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.02%	4.08%	+5.94%
Volatility (6M) Calculated over the trailing 6-month period	20.70%	10.13%	+10.57%
Volatility (1Y) Calculated over the trailing 1-year period	23.20%	12.85%	+10.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.98%	17.51%	+3.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.05%	18.29%	+2.76%

EEMA vs. VTI - Expense Ratio Comparison

EEMA has a 0.50% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

EEMA vs. VTI - Dividend Comparison

EEMA's dividend yield for the trailing twelve months is around 1.38%, more than VTI's 1.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EEMA iShares MSCI Emerging Markets Asia ETF	1.38%	1.48%	1.74%	2.02%	1.78%	2.19%	1.15%	1.86%	2.17%	1.74%	1.74%	2.44%
VTI Vanguard Total Stock Market ETF	1.05%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both EEMA and VTI in my portfolio?

EEMA and VTI have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EEMA or VTI?

EEMA has higher volatility (10.02%) compared to VTI (4.08%). In terms of maximum drawdown, EEMA dropped -44.18% vs VTI's -55.45%.

Which ETF is better, EEMA or VTI?

On 10-year performance, VTI leads with 14.67% vs 9.49% for EEMA. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EEMA or VTI?

Over the 10-year period, VTI has performed better with a 14.67% return vs 9.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EEMA or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.50% for EEMA.

Which ETF pays a higher dividend yield, EEMA or VTI?

EEMA has the higher dividend yield at 1.38%, compared with 1.05% for VTI.

What is the main difference between EEMA and VTI?

EEMA is categorized as Asia Pacific Equities, while VTI is Large Cap Blend Equities. EEMA tracks MSCI Emerging Markets Asia Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.50% for EEMA and 0.03% for VTI.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (1.71 vs 1.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.