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EEMV vs. QQQI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EEMV vs. QQQI

Last updated Jun 16, 2026

EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF) and QQQI (NEOS Nasdaq-100 High Income ETF) are both exchange-traded funds - EEMV is a Asia Pacific Equities fund tracking the MSCI Emerging Markets Minimum Volatility Index, while QQQI is a Nasdaq-100 fund actively managed by Neos. EEMV is passively managed, while QQQI is actively managed. Over the past year, EEMV returned 27.78% vs 30.39% for QQQI. A 0.57 correlation means they provide meaningful diversification when combined. EEMV charges 0.25%/yr vs 0.68%/yr for QQQI.

Performance

EEMV vs. QQQI - 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 NEOS Nasdaq-100 High Income ETF (QQQI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EEMV achieves a 20.09% return, which is significantly higher than QQQI's 13.53% return.

EEMV

1D
2.55%
1M
7.71%
YTD
20.09%
6M
21.21%
1Y
27.78%
3Y*
14.32%
5Y*
6.38%
10Y*
7.04%

QQQI

1D
2.67%
1M
3.39%
YTD
13.53%
6M
14.57%
1Y
30.39%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEMV vs. QQQI - Yearly Performance Comparison

2026 (YTD)20252024
EEMV
iShares MSCI Emerging Markets Min Vol Factor ETF		20.09%13.45%9.30%
QQQI
NEOS Nasdaq-100 High Income ETF		13.53%18.62%19.44%

Correlation

The correlation between EEMV and QQQI is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2024

0.57

The correlation between EEMV and QQQI shifts across timeframes, from 0.57 (all time) to 0.73 (1 year), reflecting how their relationship changes across market environments.

EEMV vs. QQQI - Sectors Allocation Comparison

Sectors
EEMV
QQQI

Technology

36.5%
58.1%

Financial Services

18.0%
0.2%

Communication Services

10.1%
14.2%

Industrials

6.6%
3.0%

Consumer Cyclical

6.2%
11.3%

Consumer Defensive

5.6%
6.5%

Healthcare

5.4%
3.9%

Utilities

4.4%
1.3%

Energy

3.6%
0.5%

Basic Materials

2.9%
1.0%

Real Estate

0.6%
0.1%

Technology

EEMV
36.5%
QQQI
58.1%

Financial Services

EEMV
18.0%
QQQI
0.2%

Communication Services

EEMV
10.1%
QQQI
14.2%

Industrials

EEMV
6.6%
QQQI
3.0%

Consumer Cyclical

EEMV
6.2%
QQQI
11.3%

Consumer Defensive

EEMV
5.6%
QQQI
6.5%

Healthcare

EEMV
5.4%
QQQI
3.9%

Utilities

EEMV
4.4%
QQQI
1.3%

Energy

EEMV
3.6%
QQQI
0.5%

Basic Materials

EEMV
2.9%
QQQI
1.0%

Real Estate

EEMV
0.6%
QQQI
0.1%

Compare stocks, funds, or ETFs

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

iShares MSCI Emerging Markets Min Vol Factor ETF

NEOS Nasdaq-100 High Income ETF

Often compared with EEMV:
EEMV vs. EEMEEMV vs. IEMGEEMV vs. SPYEEMV vs. EFAVEEMV vs. MCHIEEMV vs. USMVEEMV vs. SPEM
Often compared with QQQI:
QQQI vs. JEPQQQQI vs. QQQQQQI vs. SPYIQQQI vs. GPIQQQQI vs. JEPIQQQI vs. SCHDQQQI vs. QQQY

Return for Risk

EEMV vs. QQQI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EEMV
EEMV Risk / Return Rank: 6666
Overall Rank
EEMV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
EEMV Sortino Ratio Rank: 6262
Sortino Ratio Rank
EEMV Omega Ratio Rank: 7373
Omega Ratio Rank
EEMV Calmar Ratio Rank: 6666
Calmar Ratio Rank
EEMV Martin Ratio Rank: 6565
Martin Ratio Rank
QQQI
QQQI Risk / Return Rank: 7474
Overall Rank
QQQI Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
QQQI Sortino Ratio Rank: 6969
Sortino Ratio Rank
QQQI Omega Ratio Rank: 7676
Omega Ratio Rank
QQQI Calmar Ratio Rank: 7070
Calmar Ratio Rank
QQQI Martin Ratio Rank: 7979
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.

EEMV vs. QQQI - 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 NEOS Nasdaq-100 High Income ETF (QQQI). 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.

EEMVQQQIDifference
Sharpe ratioReturn per unit of total volatility
1.91
2.14

-0.23

Sortino ratioReturn per unit of downside risk
2.64
2.81

-0.17

Omega ratioGain probability vs. loss probability

1.39

1.40

-0.01

Calmar ratioReturn relative to maximum drawdown

3.03

3.18

-0.15

Martin ratioReturn relative to average drawdown

10.90

13.66

-2.77

EEMV vs. QQQI - Sharpe Ratio Comparison

The current EEMV Sharpe Ratio is 1.91, which is comparable to the QQQI Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of EEMV and QQQI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

EEMV vs. QQQI - Drawdown Comparison

The maximum EEMV drawdown since its inception was -31.56%, which is greater than QQQI's maximum drawdown of -20.00%. Use the drawdown chart below to compare losses from any high point for EEMV and QQQI.

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Drawdown Indicators

EEMVQQQIDifference

Max Drawdown

Largest peak-to-trough decline

-31.56%

-20.00%

-11.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.22%

-9.61%

+0.39%

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 Drawdown

Current decline from peak

0.00%

-0.09%

+0.09%

Average Drawdown

Average peak-to-trough decline

-7.96%

-2.21%

-5.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.23%

+0.33%

Volatility

EEMV vs. QQQI - Volatility Comparison

iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) has a higher volatility of 8.16% compared to NEOS Nasdaq-100 High Income ETF (QQQI) at 6.63%. This indicates that EEMV's price experiences larger fluctuations and is considered to be riskier than QQQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EEMVQQQIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.16%

6.63%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

13.51%

11.63%

+1.88%

Volatility (1Y)

Calculated over the trailing 1-year period

14.67%

14.33%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.22%

17.41%

-5.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.99%

17.41%

-3.42%

EEMV vs. QQQI - Expense Ratio Comparison

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

Dividends

EEMV vs. QQQI - Dividend Comparison

EEMV's dividend yield for the trailing twelve months is around 3.07%, less than QQQI's 13.18% yield.

PositionTTM20252024202320222021202020192018201720162015
EEMV
iShares MSCI Emerging Markets Min Vol Factor ETF		3.07%2.65%3.50%2.75%1.93%2.14%2.45%2.63%2.46%2.34%2.79%2.55%
QQQI
NEOS Nasdaq-100 High Income ETF		13.18%13.82%12.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EEMV and QQQI have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EEMV has higher volatility (8.16%) compared to QQQI (6.63%). In terms of maximum drawdown, EEMV dropped -31.56% vs QQQI's -20.00%.

On 1-year performance, QQQI leads with 30.39% vs 27.78% for EEMV. On fees, EEMV is cheaper at 0.25% per year. On volatility, QQQI has been the lower-risk option at 6.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, QQQI has performed better with a 30.39% return vs 27.78%. 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 0.68% for QQQI.

QQQI has the higher dividend yield at 13.18%, compared with 3.07% for EEMV.

EEMV is categorized as Asia Pacific Equities, while QQQI is Nasdaq-100. They also come from different issuers: iShares and Neos. Their fees differ too: 0.25% for EEMV and 0.68% for QQQI.

QQQI currently has the higher Sharpe Ratio (2.14 vs 1.91), 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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