EEMS vs. EEM
Compare and contrast key facts about iShares MSCI Emerging Markets Small-Cap ETF (EEMS) and iShares MSCI Emerging Markets ETF (EEM).
EEMS and EEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. 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 EEMS 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: EEMS or EEM.
Performance
EEMS vs. EEM - Performance Comparison
Returns By Period
In the year-to-date period, EEMS achieves a 3.77% return, which is significantly lower than EEM's 8.38% return. Over the past 10 years, EEMS has outperformed EEM with an annualized return of 4.92%, while EEM has yielded a comparatively lower 2.56% annualized return.
EEMS
3.77%
-2.98%
-1.66%
8.58%
9.29%
4.92%
EEM
8.38%
-4.31%
1.30%
12.36%
2.49%
2.56%
Key characteristics
| EEMS | EEM | |
|---|---|---|
| Sharpe Ratio | 0.67 | 0.80 |
| Sortino Ratio | 0.96 | 1.21 |
| Omega Ratio | 1.12 | 1.15 |
| Calmar Ratio | 0.92 | 0.41 |
| Martin Ratio | 3.10 | 3.60 |
| Ulcer Index | 2.77% | 3.43% |
| Daily Std Dev | 12.85% | 15.51% |
| Max Drawdown | -48.89% | -66.44% |
| Current Drawdown | -6.95% | -19.42% |
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EEMS vs. EEM - Expense Ratio Comparison
EEMS has a 0.69% expense ratio, which is higher than EEM's 0.68% expense ratio.
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.
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.
Dividends
EEMS vs. EEM - Dividend Comparison
EEMS's dividend yield for the trailing twelve months is around 2.48%, more than EEM's 2.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 2.48% | 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 | 2.40% | 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 -66.44%. Use the drawdown chart below to compare losses from any high point for EEMS and EEM. For additional features, visit the drawdowns tool.
Volatility
EEMS vs. EEM - Volatility Comparison
The current volatility for iShares MSCI Emerging Markets Small-Cap ETF (EEMS) is 3.71%, while iShares MSCI Emerging Markets ETF (EEM) has a volatility of 4.79%. 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.