EEMD vs. EEM
Compare and contrast key facts about AAM S&P Emerging Markets High Dividend Value ETF (EEMD) and iShares MSCI Emerging Markets ETF (EEM).
EEMD and EEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EEMD is a passively managed fund by Advisors Asset Management that tracks the performance of the S&P Emerging Markets Dividend and Free Cash Flow Yield. It was launched on Nov 28, 2017. EEM is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Index. It was launched on Apr 11, 2003. Both EEMD and EEM 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: EEMD or EEM.
Key characteristics
| EEMD | EEM | |
|---|---|---|
| YTD Return | -0.44% | 4.68% |
| 1Y Return | 15.95% | 12.09% |
| 3Y Return (Ann) | 0.55% | -5.82% |
| 5Y Return (Ann) | 2.92% | 1.30% |
| Sharpe Ratio | 1.21 | 0.80 |
| Daily Std Dev | 13.30% | 14.88% |
| Max Drawdown | -45.08% | -66.44% |
| Current Drawdown | -3.78% | -22.17% |
Correlation
The correlation between EEMD and EEM is 0.77, 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.
Performance
EEMD vs. EEM - Performance Comparison
In the year-to-date period, EEMD achieves a -0.44% return, which is significantly lower than EEM's 4.68% 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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EEMD vs. EEM - Expense Ratio Comparison
EEMD has a 0.50% expense ratio, which is lower than EEM's 0.68% expense ratio.
Risk-Adjusted Performance
EEMD vs. EEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AAM S&P Emerging Markets High Dividend Value ETF (EEMD) and iShares MSCI Emerging Markets ETF (EEM). 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
EEMD vs. EEM - Dividend Comparison
EEMD's dividend yield for the trailing twelve months is around 9.04%, more than EEM's 2.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMD AAM S&P Emerging Markets High Dividend Value ETF | 9.04% | 8.41% | 7.66% | 6.34% | 3.84% | 5.35% | 4.91% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% |
EEM iShares MSCI Emerging Markets ETF | 2.51% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.22% | 1.87% | 1.88% | 2.48% | 2.22% | 2.04% |
Drawdowns
EEMD vs. EEM - Drawdown Comparison
The maximum EEMD drawdown since its inception was -45.08%, smaller than the maximum EEM drawdown of -66.44%. Use the drawdown chart below to compare losses from any high point for EEMD and EEM. For additional features, visit the drawdowns tool.
Volatility
EEMD vs. EEM - Volatility Comparison
The current volatility for AAM S&P Emerging Markets High Dividend Value ETF (EEMD) is 3.71%, while iShares MSCI Emerging Markets ETF (EEM) has a volatility of 4.99%. This indicates that EEMD experiences smaller price fluctuations and is considered to be less risky than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.