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

Correlation

The correlation between EEMS and EEM is 0.84, 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. EEM - Performance Comparison

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

30.00%40.00%50.00%60.00%70.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
70.98%
40.99%
EEMS
EEM

Key characteristics

Sharpe Ratio

EEMS:

0.59

EEM:

0.73

Sortino Ratio

EEMS:

0.86

EEM:

1.12

Omega Ratio

EEMS:

1.11

EEM:

1.14

Calmar Ratio

EEMS:

0.81

EEM:

0.38

Martin Ratio

EEMS:

2.38

EEM:

2.81

Ulcer Index

EEMS:

3.18%

EEM:

4.07%

Daily Std Dev

EEMS:

12.71%

EEM:

15.60%

Max Drawdown

EEMS:

-48.89%

EEM:

-66.43%

Current Drawdown

EEMS:

-7.01%

EEM:

-19.97%

Returns By Period

In the year-to-date period, EEMS achieves a 3.70% return, which is significantly lower than EEM's 7.64% return. Over the past 10 years, EEMS has outperformed EEM with an annualized return of 5.41%, while EEM has yielded a comparatively lower 3.06% annualized return.


EEMS

YTD

3.70%

1M

0.45%

6M

-2.47%

1Y

5.73%

5Y*

8.21%

10Y*

5.41%

EEM

YTD

7.64%

1M

-0.87%

6M

0.73%

1Y

9.38%

5Y*

1.11%

10Y*

3.06%

Compare stocks, funds, or ETFs

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


EEMS vs. EEM - Expense Ratio Comparison

EEMS has a 0.69% expense ratio, which is higher than EEM's 0.68% 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 EEM: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

EEMS vs. EEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Small-Cap ETF (EEMS) 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.


Sharpe ratio
The chart of Sharpe ratio for EEMS, currently valued at 0.59, compared to the broader market0.002.004.000.590.73
The chart of Sortino ratio for EEMS, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.0010.000.861.12
The chart of Omega ratio for EEMS, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.14
The chart of Calmar ratio for EEMS, currently valued at 0.81, compared to the broader market0.005.0010.0015.000.810.38
The chart of Martin ratio for EEMS, currently valued at 2.38, compared to the broader market0.0020.0040.0060.0080.00100.002.382.81
EEMS
EEM

The current EEMS Sharpe Ratio is 0.59, which is comparable to the EEM Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of EEMS and EEM, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.59
0.73
EEMS
EEM

Dividends

EEMS vs. EEM - Dividend Comparison

EEMS's dividend yield for the trailing twelve months is around 2.58%, more than EEM's 2.41% 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%
EEM
iShares MSCI Emerging Markets ETF
2.41%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%2.23%2.06%

Drawdowns

EEMS vs. EEM - Drawdown Comparison

The maximum EEMS drawdown since its inception was -48.89%, smaller than the maximum EEM drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for EEMS and EEM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.01%
-19.97%
EEMS
EEM

Volatility

EEMS vs. EEM - Volatility Comparison

The current volatility for iShares MSCI Emerging Markets Small-Cap ETF (EEMS) is 3.18%, while iShares MSCI Emerging Markets ETF (EEM) has a volatility of 3.88%. This indicates that EEMS 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.18%
3.88%
EEMS
EEM
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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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