EEMV vs. GEME
EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF) and GEME (Pacific North of South Global Emerging Markets Equity Active ETF) are both Emerging Markets Equities funds. EEMV is passively managed, while GEME is actively managed. Over the past year, EEMV returned 18.06% vs 60.84% for GEME. Their 0.79 correlation means they have sometimes moved together and sometimes differently. EEMV charges 0.25%/yr vs 0.75%/yr for GEME.
Performance
EEMV vs. GEME - Performance Comparison
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Returns By Period
In the year-to-date period, EEMV achieves a 12.46% return, which is significantly lower than GEME's 29.70% return.
EEMV
- 1D
- -0.38%
- 1M
- -2.94%
- 6M
- 7.78%
- YTD
- 12.46%
- 1Y
- 18.06%
- 3Y*
- 11.41%
- 5Y*
- 5.62%
- 10Y*
- 5.71%
- ALL TIME*
- 5.22%
GEME
- 1D
- 1.51%
- 1M
- -0.95%
- 6M
- 16.89%
- YTD
- 29.70%
- 1Y
- 60.84%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 46.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $16.28M | $14.89M | $17.73M | |
| $6.60M | $4.28M | $3.34M |
EEMV vs. GEME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 12.46% | 13.18% |
GEME Pacific North of South Global Emerging Markets Equity Active ETF | 29.70% | 37.43% |
Correlation
The correlation between EEMV and GEME is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025 | 0.79 |
The correlation between EEMV and GEME has been stable across timeframes, ranging from 0.79 to 0.83 - a consistent structural relationship.
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Return for Risk
EEMV vs. GEME — Risk / Return Rank
EEMV
GEME
EEMV vs. GEME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) and Pacific North of South Global Emerging Markets Equity Active ETF (GEME). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EEMV | GEME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.42 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 4.41 | -2.51 |
| Martin ratioReturn relative to average drawdown | 5.72 | 13.63 | -7.91 |
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Drawdowns
EEMV vs. GEME - Drawdown Comparison
The maximum EEMV drawdown since its inception was -31.56%, which is greater than GEME's maximum drawdown of -16.86%. Use the drawdown chart below to compare losses from any high point for EEMV and GEME.
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Drawdown Indicators
| EEMV | GEME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.56% | -16.86% | -14.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.50% | -13.46% | +3.96% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -21.90% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.56% | — | — |
Current DrawdownCurrent decline from peak | -7.20% | -7.52% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -2.72% | -5.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 4.35% | -1.19% |
Volatility
EEMV vs. GEME - Volatility Comparison
The current volatility for iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) is 6.49%, while Pacific North of South Global Emerging Markets Equity Active ETF (GEME) has a volatility of 7.60%. This indicates that EEMV experiences smaller price fluctuations and is considered to be less risky than GEME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEMV | GEME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 7.60% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 15.49% | 21.41% | -5.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.51% | 24.18% | -7.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.61% | 24.09% | -11.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.06% | 24.09% | -10.03% |
EEMV vs. GEME - Expense Ratio Comparison
EEMV has a 0.25% expense ratio, which is lower than GEME's 0.75% expense ratio.
Dividends
EEMV vs. GEME - Dividend Comparison
EEMV's dividend yield for the trailing twelve months is around 2.27%, less than GEME's 5.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 2.27% | 2.65% | 3.50% | 2.75% | 1.93% | 2.14% | 2.45% | 2.63% | 2.46% | 2.34% | 2.79% | 2.55% |
GEME Pacific North of South Global Emerging Markets Equity Active ETF | 5.40% | 7.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EEMV and GEME have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GEME has higher volatility (7.60%) compared to EEMV (6.49%). In terms of maximum drawdown, EEMV dropped -31.56% vs GEME's -16.86%.
On 1-year performance, GEME leads with 60.84% vs 18.06% for EEMV. On fees, EEMV is cheaper at 0.25% per year. On volatility, EEMV has been the lower-risk option at 6.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GEME has performed better with a 60.84% return vs 18.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EEMV is cheaper with a 0.25% expense ratio, compared with 0.75% for GEME.
GEME has the higher dividend yield at 5.40%, compared with 2.27% for EEMV.
They also come from different issuers: iShares and Pacific AM. Their fees differ too: 0.25% for EEMV and 0.75% for GEME.
GEME currently has the higher Sharpe Ratio (2.46 vs 1.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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