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

Correlation

The correlation between EEMV and EEM is 0.94, 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.


-0.50.00.51.00.9

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%80.00%JulyAugustSeptemberOctoberNovemberDecember
67.03%
48.85%
EEMV
EEM

Key characteristics

Sharpe Ratio

EEMV:

1.14

EEM:

0.61

Sortino Ratio

EEMV:

1.64

EEM:

0.95

Omega Ratio

EEMV:

1.20

EEM:

1.12

Calmar Ratio

EEMV:

0.85

EEM:

0.31

Martin Ratio

EEMV:

4.57

EEM:

2.40

Ulcer Index

EEMV:

2.39%

EEM:

3.98%

Daily Std Dev

EEMV:

9.60%

EEM:

15.73%

Max Drawdown

EEMV:

-31.56%

EEM:

-66.43%

Current Drawdown

EEMV:

-6.44%

EEM:

-20.56%

Returns By Period

In the year-to-date period, EEMV achieves a 7.72% return, which is significantly higher than EEM's 6.85% return. Both investments have delivered pretty close results over the past 10 years, with EEMV having a 2.93% annualized return and EEM not far ahead at 3.03%.


EEMV

YTD

7.72%

1M

-0.53%

6M

3.66%

1Y

10.33%

5Y*

2.44%

10Y*

2.93%

EEM

YTD

6.85%

1M

-1.78%

6M

-0.52%

1Y

8.62%

5Y*

0.96%

10Y*

3.03%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EEMV vs. EEM - Expense Ratio Comparison

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


EEM
iShares MSCI Emerging Markets ETF
Expense ratio chart for EEM: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for EEMV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for EEMV, currently valued at 1.14, compared to the broader market0.002.004.001.140.61
The chart of Sortino ratio for EEMV, currently valued at 1.64, compared to the broader market-2.000.002.004.006.008.0010.001.640.95
The chart of Omega ratio for EEMV, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.201.12
The chart of Calmar ratio for EEMV, currently valued at 0.85, compared to the broader market0.005.0010.0015.000.850.31
The chart of Martin ratio for EEMV, currently valued at 4.57, compared to the broader market0.0020.0040.0060.0080.00100.004.572.40
EEMV
EEM

The current EEMV Sharpe Ratio is 1.14, which is higher than the EEM Sharpe Ratio of 0.61. 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.14
0.61
EEMV
EEM

Dividends

EEMV vs. EEM - Dividend Comparison

EEMV's dividend yield for the trailing twelve months is around 5.34%, more than EEM's 4.21% yield.


TTM20232022202120202019201820172016201520142013
EEMV
iShares MSCI Emerging Markets Min Vol Factor ETF
5.34%2.75%1.93%2.14%2.45%2.63%2.46%2.34%2.79%2.55%2.71%2.51%
EEM
iShares MSCI Emerging Markets ETF
4.21%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%2.23%2.06%

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%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.44%
-20.56%
EEMV
EEM

Volatility

EEMV vs. EEM - Volatility Comparison

The current volatility for iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) is 2.37%, while iShares MSCI Emerging Markets ETF (EEM) has a volatility of 3.83%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
2.37%
3.83%
EEMV
EEM
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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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