EEMS vs. VWO
Compare and contrast key facts about iShares MSCI Emerging Markets Small-Cap ETF (EEMS) and Vanguard FTSE Emerging Markets ETF (VWO).
EEMS and VWO 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. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005. Both EEMS and VWO 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 VWO.
Key characteristics
| EEMS | VWO | |
|---|---|---|
| YTD Return | 2.87% | 2.70% |
| 1Y Return | 20.27% | 8.98% |
| 3Y Return (Ann) | 2.11% | -4.17% |
| 5Y Return (Ann) | 8.40% | 2.66% |
| 10Y Return (Ann) | 4.62% | 3.16% |
| Sharpe Ratio | 1.62 | 0.63 |
| Daily Std Dev | 12.36% | 13.78% |
| Max Drawdown | -48.89% | -67.68% |
| Current Drawdown | -1.25% | -17.33% |
Correlation
The correlation between EEMS and VWO 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.
Performance
EEMS vs. VWO - Performance Comparison
In the year-to-date period, EEMS achieves a 2.87% return, which is significantly higher than VWO's 2.70% return. Over the past 10 years, EEMS has outperformed VWO with an annualized return of 4.62%, while VWO has yielded a comparatively lower 3.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EEMS vs. VWO - Expense Ratio Comparison
EEMS has a 0.69% expense ratio, which is higher than VWO's 0.08% expense ratio.
Risk-Adjusted Performance
EEMS vs. VWO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Small-Cap ETF (EEMS) and Vanguard FTSE Emerging Markets ETF (VWO). 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. VWO - Dividend Comparison
EEMS's dividend yield for the trailing twelve months is around 2.62%, less than VWO's 3.46% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 2.62% | 2.69% | 0.89% | 3.56% | 2.14% | 2.64% | 3.06% | 2.47% | 2.51% | 2.33% | 2.67% | 2.15% |
VWO Vanguard FTSE Emerging Markets ETF | 3.46% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
Drawdowns
EEMS vs. VWO - Drawdown Comparison
The maximum EEMS drawdown since its inception was -48.89%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for EEMS and VWO. For additional features, visit the drawdowns tool.
Volatility
EEMS vs. VWO - Volatility Comparison
iShares MSCI Emerging Markets Small-Cap ETF (EEMS) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 3.79% and 3.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.