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EEMX vs. ESGE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EEMX and ESGE is 0.60, 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: 0.6

Performance

EEMX vs. ESGE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI Emerging Markets Fossil Fuel Free ETF (EEMX) and iShares ESG Aware MSCI EM ETF (ESGE). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%50.00%December2025FebruaryMarchAprilMay
49.48%
50.05%
EEMX
ESGE

Key characteristics

Sharpe Ratio

EEMX:

0.71

ESGE:

0.79

Sortino Ratio

EEMX:

1.14

ESGE:

1.24

Omega Ratio

EEMX:

1.15

ESGE:

1.16

Calmar Ratio

EEMX:

0.53

ESGE:

0.56

Martin Ratio

EEMX:

2.31

ESGE:

2.67

Ulcer Index

EEMX:

6.02%

ESGE:

5.74%

Daily Std Dev

EEMX:

19.69%

ESGE:

19.45%

Max Drawdown

EEMX:

-39.91%

ESGE:

-41.07%

Current Drawdown

EEMX:

-13.09%

ESGE:

-15.08%

Returns By Period

In the year-to-date period, EEMX achieves a 7.65% return, which is significantly lower than ESGE's 8.48% return.


EEMX

YTD

7.65%

1M

11.55%

6M

3.08%

1Y

10.15%

5Y*

7.56%

10Y*

N/A

ESGE

YTD

8.48%

1M

11.38%

6M

4.11%

1Y

11.25%

5Y*

7.05%

10Y*

N/A

*Annualized

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EEMX vs. ESGE - Expense Ratio Comparison

EEMX has a 0.30% expense ratio, which is higher than ESGE's 0.25% expense ratio.


Expense ratio chart for EEMX: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EEMX: 0.30%
Expense ratio chart for ESGE: 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%
ESGE: 0.25%

Risk-Adjusted Performance

EEMX vs. ESGE — Risk-Adjusted Performance Rank

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

EEMX
The Risk-Adjusted Performance Rank of EEMX is 6060
Overall Rank
The Sharpe Ratio Rank of EEMX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of EEMX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of EEMX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of EEMX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of EEMX is 5757
Martin Ratio Rank

ESGE
The Risk-Adjusted Performance Rank of ESGE is 6565
Overall Rank
The Sharpe Ratio Rank of ESGE is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ESGE is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ESGE is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ESGE is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ESGE is 6363
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.

EEMX vs. ESGE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets Fossil Fuel Free ETF (EEMX) and iShares ESG Aware MSCI EM ETF (ESGE). 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 EEMX, currently valued at 0.71, compared to the broader market-1.000.001.002.003.004.00
EEMX: 0.71
ESGE: 0.79
The chart of Sortino ratio for EEMX, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.00
EEMX: 1.14
ESGE: 1.24
The chart of Omega ratio for EEMX, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
EEMX: 1.15
ESGE: 1.16
The chart of Calmar ratio for EEMX, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.00
EEMX: 0.53
ESGE: 0.56
The chart of Martin ratio for EEMX, currently valued at 2.31, compared to the broader market0.0020.0040.0060.00
EEMX: 2.31
ESGE: 2.67

The current EEMX Sharpe Ratio is 0.71, which is comparable to the ESGE Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of EEMX and ESGE, 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 Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.71
0.79
EEMX
ESGE

Dividends

EEMX vs. ESGE - Dividend Comparison

EEMX's dividend yield for the trailing twelve months is around 2.10%, less than ESGE's 2.22% yield.


TTM202420232022202120202019201820172016
EEMX
SPDR MSCI Emerging Markets Fossil Fuel Free ETF
2.10%2.26%2.20%2.38%1.72%1.42%2.57%2.41%2.45%0.15%
ESGE
iShares ESG Aware MSCI EM ETF
2.22%2.40%2.65%2.68%2.66%1.31%2.59%2.18%1.86%0.27%

Drawdowns

EEMX vs. ESGE - Drawdown Comparison

The maximum EEMX drawdown since its inception was -39.91%, roughly equal to the maximum ESGE drawdown of -41.07%. Use the drawdown chart below to compare losses from any high point for EEMX and ESGE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%December2025FebruaryMarchAprilMay
-13.09%
-15.08%
EEMX
ESGE

Volatility

EEMX vs. ESGE - Volatility Comparison

SPDR MSCI Emerging Markets Fossil Fuel Free ETF (EEMX) and iShares ESG Aware MSCI EM ETF (ESGE) have volatilities of 11.40% and 11.61%, 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.


4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
11.40%
11.61%
EEMX
ESGE