EEMS vs. DRESX
Compare and contrast key facts about iShares MSCI Emerging Markets Small-Cap ETF (EEMS) and Driehaus Emerging Markets Small Cap Growth Fund (DRESX).
EEMS is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Small Cap Index. It was launched on Aug 16, 2011. DRESX is managed by Driehaus. It was launched on Aug 21, 2011.
Performance
EEMS vs. DRESX - Performance Comparison
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EEMS vs. DRESX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 3.38% | 19.78% | 3.13% | 23.09% | -19.12% | 18.12% | 19.47% | 11.25% | -18.98% | 34.80% |
DRESX Driehaus Emerging Markets Small Cap Growth Fund | 6.35% | 24.08% | 14.86% | 10.30% | -21.17% | 15.93% | 33.56% | 33.70% | -24.00% | 33.30% |
Returns By Period
In the year-to-date period, EEMS achieves a 3.38% return, which is significantly lower than DRESX's 6.35% return. Over the past 10 years, EEMS has underperformed DRESX with an annualized return of 8.19%, while DRESX has yielded a comparatively higher 10.12% annualized return.
EEMS
- 1D
- 0.84%
- 1M
- -5.33%
- YTD
- 3.38%
- 6M
- 4.76%
- 1Y
- 27.44%
- 3Y*
- 14.64%
- 5Y*
- 6.60%
- 10Y*
- 8.19%
DRESX
- 1D
- 1.41%
- 1M
- -8.20%
- YTD
- 6.35%
- 6M
- 9.70%
- 1Y
- 37.67%
- 3Y*
- 17.18%
- 5Y*
- 8.06%
- 10Y*
- 10.12%
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EEMS vs. DRESX - Expense Ratio Comparison
EEMS has a 0.73% expense ratio, which is lower than DRESX's 1.24% expense ratio.
Return for Risk
EEMS vs. DRESX — Risk / Return Rank
EEMS
DRESX
EEMS vs. DRESX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Small-Cap ETF (EEMS) and Driehaus Emerging Markets Small Cap Growth Fund (DRESX). 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.
| EEMS | DRESX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 2.55 | -0.99 |
Sortino ratioReturn per unit of downside risk | 2.09 | 3.34 | -1.24 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.47 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.68 | 3.56 | -0.88 |
Martin ratioReturn relative to average drawdown | 9.64 | 12.73 | -3.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EEMS | DRESX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 2.55 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.56 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.65 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.54 | -0.26 |
Correlation
The correlation between EEMS and DRESX is 0.67, 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.
Dividends
EEMS vs. DRESX - Dividend Comparison
EEMS's dividend yield for the trailing twelve months is around 2.99%, more than DRESX's 2.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 2.99% | 3.09% | 2.60% | 2.69% | 0.89% | 3.56% | 2.14% | 2.64% | 3.06% | 2.47% | 2.51% | 2.33% |
DRESX Driehaus Emerging Markets Small Cap Growth Fund | 2.11% | 2.25% | 0.68% | 1.09% | 0.00% | 0.04% | 0.65% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EEMS vs. DRESX - Drawdown Comparison
The maximum EEMS drawdown since its inception was -48.89%, which is greater than DRESX's maximum drawdown of -33.38%. Use the drawdown chart below to compare losses from any high point for EEMS and DRESX.
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Drawdown Indicators
| EEMS | DRESX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.89% | -33.38% | -15.51% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -10.16% | -0.83% |
Max Drawdown (5Y)Largest decline over 5 years | -27.07% | -25.88% | -1.19% |
Max Drawdown (10Y)Largest decline over 10 years | -48.89% | -33.38% | -15.51% |
Current DrawdownCurrent decline from peak | -7.86% | -8.89% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -10.60% | -9.99% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.84% | +0.22% |
Volatility
EEMS vs. DRESX - Volatility Comparison
iShares MSCI Emerging Markets Small-Cap ETF (EEMS) has a higher volatility of 8.24% compared to Driehaus Emerging Markets Small Cap Growth Fund (DRESX) at 6.89%. This indicates that EEMS's price experiences larger fluctuations and is considered to be riskier than DRESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEMS | DRESX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.24% | 6.89% | +1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 11.15% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 15.29% | +2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 14.43% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.79% | 15.68% | +2.11% |