EEMA vs. VWO
Compare and contrast key facts about iShares MSCI Emerging Markets Asia ETF (EEMA) and Vanguard FTSE Emerging Markets ETF (VWO).
EEMA and VWO 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. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005. Both EEMA and VWO 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 VWO.
Performance
EEMA vs. VWO - Performance Comparison
Returns By Period
In the year-to-date period, EEMA achieves a 12.55% return, which is significantly higher than VWO's 11.57% return. Over the past 10 years, EEMA has outperformed VWO with an annualized return of 4.19%, while VWO has yielded a comparatively lower 3.35% annualized return.
EEMA
12.55%
-5.91%
1.63%
17.05%
3.85%
4.19%
VWO
11.57%
-4.87%
2.28%
15.97%
4.45%
3.35%
Key characteristics
| EEMA | VWO | |
|---|---|---|
| Sharpe Ratio | 0.96 | 1.11 |
| Sortino Ratio | 1.45 | 1.63 |
| Omega Ratio | 1.18 | 1.20 |
| Calmar Ratio | 0.50 | 0.70 |
| Martin Ratio | 4.58 | 5.68 |
| Ulcer Index | 3.71% | 2.89% |
| Daily Std Dev | 17.84% | 14.79% |
| Max Drawdown | -44.19% | -67.68% |
| Current Drawdown | -20.54% | -10.19% |
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EEMA vs. VWO - Expense Ratio Comparison
EEMA has a 0.50% expense ratio, which is higher than VWO's 0.08% expense ratio.
Correlation
The correlation between EEMA and VWO is 0.90, 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. VWO - 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 ETF (VWO). 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. VWO - Dividend Comparison
EEMA's dividend yield for the trailing twelve months is around 1.92%, less than VWO's 2.65% 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% |
VWO Vanguard FTSE Emerging Markets ETF | 2.65% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
EEMA vs. VWO - Drawdown Comparison
The maximum EEMA drawdown since its inception was -44.19%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for EEMA and VWO. For additional features, visit the drawdowns tool.
Volatility
EEMA vs. VWO - Volatility Comparison
iShares MSCI Emerging Markets Asia ETF (EEMA) has a higher volatility of 5.74% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 4.50%. This indicates that EEMA's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.