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

Correlation

The correlation between EEMS and EYLD is 0.68, 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.


-0.50.00.51.00.7

Performance

EEMS vs. EYLD - Performance Comparison

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

60.00%70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
67.19%
92.39%
EEMS
EYLD

Key characteristics

Sharpe Ratio

EEMS:

0.24

EYLD:

0.54

Sortino Ratio

EEMS:

0.40

EYLD:

0.84

Omega Ratio

EEMS:

1.05

EYLD:

1.10

Calmar Ratio

EEMS:

0.32

EYLD:

0.72

Martin Ratio

EEMS:

0.97

EYLD:

2.06

Ulcer Index

EEMS:

3.20%

EYLD:

4.00%

Daily Std Dev

EEMS:

13.06%

EYLD:

15.26%

Max Drawdown

EEMS:

-48.89%

EYLD:

-41.82%

Current Drawdown

EEMS:

-9.27%

EYLD:

-9.98%

Returns By Period

In the year-to-date period, EEMS achieves a 1.18% return, which is significantly lower than EYLD's 5.23% return.


EEMS

YTD

1.18%

1M

-2.22%

6M

-4.73%

1Y

4.94%

5Y*

7.69%

10Y*

5.06%

EYLD

YTD

5.23%

1M

-3.04%

6M

-8.99%

1Y

9.06%

5Y*

5.47%

10Y*

N/A

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. EYLD - Expense Ratio Comparison

EEMS has a 0.69% expense ratio, which is higher than EYLD's 0.65% 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 EYLD: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

EEMS vs. EYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Small-Cap ETF (EEMS) and Cambria Emerging Shareholder Yield ETF (EYLD). 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 0.24, compared to the broader market0.002.004.000.240.54
The chart of Sortino ratio for EEMS, currently valued at 0.40, compared to the broader market-2.000.002.004.006.008.0010.000.400.84
The chart of Omega ratio for EEMS, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.10
The chart of Calmar ratio for EEMS, currently valued at 0.32, compared to the broader market0.005.0010.0015.000.320.72
The chart of Martin ratio for EEMS, currently valued at 0.97, compared to the broader market0.0020.0040.0060.0080.00100.000.972.06
EEMS
EYLD

The current EEMS Sharpe Ratio is 0.24, which is lower than the EYLD Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of EEMS and EYLD, 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
0.24
0.54
EEMS
EYLD

Dividends

EEMS vs. EYLD - Dividend Comparison

EEMS's dividend yield for the trailing twelve months is around 0.44%, less than EYLD's 3.86% yield.


TTM20232022202120202019201820172016201520142013
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
0.44%2.69%0.89%3.56%2.14%2.64%3.06%2.47%2.51%2.33%2.67%2.15%
EYLD
Cambria Emerging Shareholder Yield ETF
3.86%5.54%6.97%7.27%3.01%4.21%7.86%2.77%0.75%0.00%0.00%0.00%

Drawdowns

EEMS vs. EYLD - Drawdown Comparison

The maximum EEMS drawdown since its inception was -48.89%, which is greater than EYLD's maximum drawdown of -41.82%. Use the drawdown chart below to compare losses from any high point for EEMS and EYLD. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.27%
-9.98%
EEMS
EYLD

Volatility

EEMS vs. EYLD - Volatility Comparison

The current volatility for iShares MSCI Emerging Markets Small-Cap ETF (EEMS) is 4.05%, while Cambria Emerging Shareholder Yield ETF (EYLD) has a volatility of 4.89%. This indicates that EEMS experiences smaller price fluctuations and is considered to be less risky than EYLD 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%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.05%
4.89%
EEMS
EYLD
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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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