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EEMS vs. EDIV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EEMS and EDIV is 0.78, 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.


-0.50.00.51.00.8

Performance

EEMS vs. EDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets Small-Cap ETF (EEMS) and SPDR S&P Emerging Markets Dividend ETF (EDIV). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
70.98%
27.84%
EEMS
EDIV

Key characteristics

Sharpe Ratio

EEMS:

0.59

EDIV:

1.39

Sortino Ratio

EEMS:

0.86

EDIV:

2.02

Omega Ratio

EEMS:

1.11

EDIV:

1.25

Calmar Ratio

EEMS:

0.81

EDIV:

1.85

Martin Ratio

EEMS:

2.38

EDIV:

5.01

Ulcer Index

EEMS:

3.18%

EDIV:

3.40%

Daily Std Dev

EEMS:

12.71%

EDIV:

12.26%

Max Drawdown

EEMS:

-48.89%

EDIV:

-53.36%

Current Drawdown

EEMS:

-7.01%

EDIV:

-8.19%

Returns By Period

In the year-to-date period, EEMS achieves a 3.70% return, which is significantly lower than EDIV's 11.94% return. Over the past 10 years, EEMS has outperformed EDIV with an annualized return of 5.41%, while EDIV has yielded a comparatively lower 4.46% annualized return.


EEMS

YTD

3.70%

1M

0.45%

6M

-2.47%

1Y

5.73%

5Y*

8.21%

10Y*

5.41%

EDIV

YTD

11.94%

1M

-1.26%

6M

1.16%

1Y

14.98%

5Y*

6.32%

10Y*

4.46%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EEMS vs. EDIV - Expense Ratio Comparison

EEMS has a 0.69% expense ratio, which is higher than EDIV's 0.49% expense ratio.


EEMS
iShares MSCI Emerging Markets Small-Cap ETF
Expense ratio chart for EEMS: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for EDIV: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

EEMS vs. EDIV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Small-Cap ETF (EEMS) and SPDR S&P Emerging Markets Dividend ETF (EDIV). 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.


Sharpe ratio
The chart of Sharpe ratio for EEMS, currently valued at 0.59, compared to the broader market0.002.004.000.591.39
The chart of Sortino ratio for EEMS, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.0010.000.862.02
The chart of Omega ratio for EEMS, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.25
The chart of Calmar ratio for EEMS, currently valued at 0.81, compared to the broader market0.005.0010.0015.000.811.85
The chart of Martin ratio for EEMS, currently valued at 2.38, compared to the broader market0.0020.0040.0060.0080.00100.002.385.01
EEMS
EDIV

The current EEMS Sharpe Ratio is 0.59, which is lower than the EDIV Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of EEMS and EDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.59
1.39
EEMS
EDIV

Dividends

EEMS vs. EDIV - Dividend Comparison

EEMS's dividend yield for the trailing twelve months is around 2.58%, less than EDIV's 3.47% yield.


TTM20232022202120202019201820172016201520142013
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
2.58%2.69%0.89%3.56%2.14%2.64%3.06%2.47%2.51%2.33%2.67%2.15%
EDIV
SPDR S&P Emerging Markets Dividend ETF
3.47%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.93%5.33%4.84%5.13%

Drawdowns

EEMS vs. EDIV - Drawdown Comparison

The maximum EEMS drawdown since its inception was -48.89%, smaller than the maximum EDIV drawdown of -53.36%. Use the drawdown chart below to compare losses from any high point for EEMS and EDIV. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.01%
-8.19%
EEMS
EDIV

Volatility

EEMS vs. EDIV - Volatility Comparison

iShares MSCI Emerging Markets Small-Cap ETF (EEMS) has a higher volatility of 3.18% compared to SPDR S&P Emerging Markets Dividend ETF (EDIV) at 2.78%. This indicates that EEMS's price experiences larger fluctuations and is considered to be riskier than EDIV 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%JulyAugustSeptemberOctoberNovemberDecember
3.18%
2.78%
EEMS
EDIV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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