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

Correlation

The correlation between EEMV and EEM is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

EEMV vs. EEM - Performance Comparison

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

40.00%50.00%60.00%70.00%NovemberDecember2025FebruaryMarchApril
71.16%
54.42%
EEMV
EEM

Key characteristics

Sharpe Ratio

EEMV:

0.93

EEM:

0.57

Sortino Ratio

EEMV:

1.35

EEM:

0.94

Omega Ratio

EEMV:

1.19

EEM:

1.12

Calmar Ratio

EEMV:

0.83

EEM:

0.41

Martin Ratio

EEMV:

2.47

EEM:

1.83

Ulcer Index

EEMV:

4.20%

EEM:

6.02%

Daily Std Dev

EEMV:

11.26%

EEM:

19.26%

Max Drawdown

EEMV:

-31.56%

EEM:

-66.43%

Current Drawdown

EEMV:

-4.13%

EEM:

-17.59%

Returns By Period

In the year-to-date period, EEMV achieves a 2.22% return, which is significantly lower than EEM's 4.09% return. Over the past 10 years, EEMV has underperformed EEM with an annualized return of 1.86%, while EEM has yielded a comparatively higher 2.12% annualized return.


EEMV

YTD

2.22%

1M

0.80%

6M

-0.64%

1Y

10.38%

5Y*

6.53%

10Y*

1.86%

EEM

YTD

4.09%

1M

-2.51%

6M

-1.98%

1Y

9.75%

5Y*

6.43%

10Y*

2.12%

*Annualized

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EEMV vs. EEM - Expense Ratio Comparison

EEMV has a 0.25% expense ratio, which is lower than EEM's 0.68% expense ratio.


Expense ratio chart for EEM: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EEM: 0.68%
Expense ratio chart for EEMV: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EEMV: 0.25%

Risk-Adjusted Performance

EEMV vs. EEM — Risk-Adjusted Performance Rank

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

EEMV
The Risk-Adjusted Performance Rank of EEMV is 7676
Overall Rank
The Sharpe Ratio Rank of EEMV is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of EEMV is 7878
Sortino Ratio Rank
The Omega Ratio Rank of EEMV is 7979
Omega Ratio Rank
The Calmar Ratio Rank of EEMV is 7979
Calmar Ratio Rank
The Martin Ratio Rank of EEMV is 6868
Martin Ratio Rank

EEM
The Risk-Adjusted Performance Rank of EEM is 6161
Overall Rank
The Sharpe Ratio Rank of EEM is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of EEM is 6565
Sortino Ratio Rank
The Omega Ratio Rank of EEM is 6262
Omega Ratio Rank
The Calmar Ratio Rank of EEM is 5757
Calmar Ratio Rank
The Martin Ratio Rank of EEM is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EEMV vs. EEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) 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.


The chart of Sharpe ratio for EEMV, currently valued at 0.93, compared to the broader market-1.000.001.002.003.004.00
EEMV: 0.93
EEM: 0.57
The chart of Sortino ratio for EEMV, currently valued at 1.35, compared to the broader market-2.000.002.004.006.008.00
EEMV: 1.35
EEM: 0.94
The chart of Omega ratio for EEMV, currently valued at 1.19, compared to the broader market0.501.001.502.00
EEMV: 1.19
EEM: 1.12
The chart of Calmar ratio for EEMV, currently valued at 0.83, compared to the broader market0.002.004.006.008.0010.0012.00
EEMV: 0.83
EEM: 0.41
The chart of Martin ratio for EEMV, currently valued at 2.47, compared to the broader market0.0020.0040.0060.00
EEMV: 2.47
EEM: 1.83

The current EEMV Sharpe Ratio is 0.93, which is higher than the EEM Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of EEMV 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.93
0.57
EEMV
EEM

Dividends

EEMV vs. EEM - Dividend Comparison

EEMV's dividend yield for the trailing twelve months is around 3.42%, more than EEM's 2.34% yield.


TTM20242023202220212020201920182017201620152014
EEMV
iShares MSCI Emerging Markets Min Vol Factor ETF
3.42%3.50%2.75%1.93%2.14%2.45%2.63%2.46%2.34%2.79%2.55%2.71%
EEM
iShares MSCI Emerging Markets ETF
2.34%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%2.23%

Drawdowns

EEMV vs. EEM - Drawdown Comparison

The maximum EEMV drawdown since its inception was -31.56%, smaller than the maximum EEM drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for EEMV and EEM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-4.13%
-17.59%
EEMV
EEM

Volatility

EEMV vs. EEM - Volatility Comparison

The current volatility for iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) is 7.20%, while iShares MSCI Emerging Markets ETF (EEM) has a volatility of 11.36%. This indicates that EEMV 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%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
7.20%
11.36%
EEMV
EEM