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EEMS vs. IWM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EEMS vs. IWM - 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 Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

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EEMS vs. IWM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IWM
iShares Russell 2000 ETF
1.56%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%

Returns By Period

In the year-to-date period, EEMS achieves a 3.38% return, which is significantly higher than IWM's 1.56% return. Over the past 10 years, EEMS has underperformed IWM with an annualized return of 8.19%, while IWM has yielded a comparatively higher 9.83% 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%

IWM

1D
0.63%
1M
-5.23%
YTD
1.56%
6M
3.44%
1Y
26.43%
3Y*
13.18%
5Y*
3.47%
10Y*
9.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EEMS vs. IWM - Expense Ratio Comparison

EEMS has a 0.73% expense ratio, which is higher than IWM's 0.19% expense ratio.


Return for Risk

EEMS vs. IWM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EEMS
EEMS Risk / Return Rank: 8080
Overall Rank
EEMS Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
EEMS Sortino Ratio Rank: 7979
Sortino Ratio Rank
EEMS Omega Ratio Rank: 7676
Omega Ratio Rank
EEMS Calmar Ratio Rank: 8585
Calmar Ratio Rank
EEMS Martin Ratio Rank: 8282
Martin Ratio Rank

IWM
IWM Risk / Return Rank: 6565
Overall Rank
IWM Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 6565
Sortino Ratio Rank
IWM Omega Ratio Rank: 5656
Omega Ratio Rank
IWM Calmar Ratio Rank: 7272
Calmar Ratio Rank
IWM Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EEMS vs. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Small-Cap ETF (EEMS) and iShares Russell 2000 ETF (IWM). 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.


EEMSIWMDifference

Sharpe ratio

Return per unit of total volatility

1.56

1.15

+0.41

Sortino ratio

Return per unit of downside risk

2.09

1.70

+0.39

Omega ratio

Gain probability vs. loss probability

1.30

1.22

+0.08

Calmar ratio

Return relative to maximum drawdown

2.68

1.93

+0.76

Martin ratio

Return relative to average drawdown

9.64

7.08

+2.56

EEMS vs. IWM - Sharpe Ratio Comparison

The current EEMS Sharpe Ratio is 1.56, which is higher than the IWM Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of EEMS and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EEMSIWMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.15

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.15

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.43

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.34

-0.06

Correlation

The correlation between EEMS and IWM is 0.58, 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. IWM - Dividend Comparison

EEMS's dividend yield for the trailing twelve months is around 2.99%, more than IWM's 1.02% yield.


TTM20252024202320222021202020192018201720162015
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%
IWM
iShares Russell 2000 ETF
1.02%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%

Drawdowns

EEMS vs. IWM - Drawdown Comparison

The maximum EEMS drawdown since its inception was -48.89%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for EEMS and IWM.


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Drawdown Indicators


EEMSIWMDifference

Max Drawdown

Largest peak-to-trough decline

-48.89%

-59.05%

+10.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.99%

-13.74%

+2.75%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

-31.91%

+4.84%

Max Drawdown (10Y)

Largest decline over 10 years

-48.89%

-41.13%

-7.76%

Current Drawdown

Current decline from peak

-7.86%

-7.33%

-0.53%

Average Drawdown

Average peak-to-trough decline

-10.60%

-10.83%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

3.73%

-0.67%

Volatility

EEMS vs. IWM - Volatility Comparison

iShares MSCI Emerging Markets Small-Cap ETF (EEMS) has a higher volatility of 8.24% compared to iShares Russell 2000 ETF (IWM) at 7.36%. This indicates that EEMS's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EEMSIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.24%

7.36%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

12.39%

14.48%

-2.09%

Volatility (1Y)

Calculated over the trailing 1-year period

17.74%

23.18%

-5.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.69%

22.54%

-6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.79%

22.99%

-5.20%