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EEMA vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EEMAVTI
YTD Return9.62%10.78%
1Y Return13.43%27.61%
3Y Return (Ann)-5.77%7.93%
5Y Return (Ann)4.91%14.78%
10Y Return (Ann)4.09%12.14%
Sharpe Ratio0.952.48
Daily Std Dev15.88%11.77%
Max Drawdown-44.19%-55.45%
Current Drawdown-22.61%-0.47%

Correlation

-0.50.00.51.00.7

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.

Performance

EEMA vs. VTI - Performance Comparison

In the year-to-date period, EEMA achieves a 9.62% return, which is significantly lower than VTI's 10.78% return. Over the past 10 years, EEMA has underperformed VTI with an annualized return of 4.09%, while VTI has yielded a comparatively higher 12.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%December2024FebruaryMarchAprilMay
65.34%
367.80%
EEMA
VTI

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 Total Stock Market ETF

EEMA vs. VTI - Expense Ratio Comparison

EEMA has a 0.50% expense ratio, which is higher than VTI's 0.03% 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 VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


EEMA
Sharpe ratio
The chart of Sharpe ratio for EEMA, currently valued at 0.95, compared to the broader market0.002.004.006.000.95
Sortino ratio
The chart of Sortino ratio for EEMA, currently valued at 1.44, compared to the broader market0.005.0010.001.44
Omega ratio
The chart of Omega ratio for EEMA, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.17
Calmar ratio
The chart of Calmar ratio for EEMA, currently valued at 0.42, compared to the broader market0.005.0010.0015.000.42
Martin ratio
The chart of Martin ratio for EEMA, currently valued at 2.35, compared to the broader market0.0020.0040.0060.0080.00100.002.35
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.48, compared to the broader market0.002.004.006.002.48
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 3.48, compared to the broader market0.005.0010.003.48
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.43, compared to the broader market0.501.001.502.002.503.003.501.43
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 2.08, compared to the broader market0.005.0010.0015.002.08
Martin ratio
The chart of Martin ratio for VTI, currently valued at 9.19, compared to the broader market0.0020.0040.0060.0080.00100.009.19

EEMA vs. VTI - Sharpe Ratio Comparison

The current EEMA Sharpe Ratio is 0.95, which is lower than the VTI Sharpe Ratio of 2.48. The chart below compares the 12-month rolling Sharpe Ratio of EEMA and VTI.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.95
2.48
EEMA
VTI

Dividends

EEMA vs. VTI - Dividend Comparison

EEMA's dividend yield for the trailing twelve months is around 2.05%, more than VTI's 1.35% 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%
VTI
Vanguard Total Stock Market ETF
1.35%1.44%1.66%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-22.61%
-0.47%
EEMA
VTI

Volatility

EEMA vs. VTI - Volatility Comparison

iShares MSCI Emerging Markets Asia ETF (EEMA) has a higher volatility of 4.25% compared to Vanguard Total Stock Market ETF (VTI) at 3.15%. 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.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
4.25%
3.15%
EEMA
VTI