PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
EGPT vs. IEMG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EGPT vs. IEMG

Last updated Aug 2, 2026
Documentation

EGPT (VanEck Vectors Egypt Index ETF) and IEMG (iShares Core MSCI Emerging Markets ETF) are both Emerging Markets Equities funds - EGPT tracks the MVIS Egypt Index while IEMG tracks the MSCI Emerging Markets Investable Market Index (USD) (Net). Both are passively managed. Their 0.25 correlation means their historical movements had little consistent relationship. EGPT charges 0.98%/yr vs 0.09%/yr for IEMG.

Performance

EGPT vs. IEMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Egypt Index ETF (EGPT) and iShares Core MSCI Emerging Markets ETF (IEMG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

EGPT

1D
—
1M
—
6M
—
YTD
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
—

IEMG

1D
0.73%
1M
-2.79%
6M
7.82%
YTD
16.38%
1Y
32.88%
3Y*
18.00%
5Y*
7.26%
10Y*
8.84%
ALL TIME*
6.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

IEMG

iShares Core MSCI Emerging Markets ETF
$833.06M$972.69M$1.09B

EGPT vs. IEMG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EGPT
VanEck Vectors Egypt Index ETF		0.00%0.00%-11.22%27.27%-24.66%11.31%-11.53%6.80%-13.88%24.83%
IEMG
iShares Core MSCI Emerging Markets ETF		16.38%32.56%6.50%11.52%-19.98%-0.64%17.87%17.81%-14.92%37.38%

Correlation

The correlation between EGPT and IEMG is 0.25, which is low. Their historical price movements had little consistent relationship.

Correlation
Correlation (3Y)
Balances recent behavior with more history.

0.02

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.22

Correlation (10Y)
Provides a long-term view across more market conditions.

0.23

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2012

0.25

The correlation between EGPT and IEMG shifts across timeframes, from 0.02 (3 years) to 0.25 (all time), reflecting how their relationship changes across market environments.

EGPT vs. IEMG - Sectors Allocation Comparison

Sectors
EGPT
IEMG

Real Estate

30.5%
1.5%

Basic Materials

23.4%
5.8%

Financial Services

10.5%
17.3%

Consumer Defensive

10.0%
2.8%

Technology

8.0%
43.6%

Industrials

6.9%
7.7%

Communication Services

4.2%
5.6%

Consumer Cyclical

3.5%
7.7%

Healthcare

2.0%
3.2%

Energy

1.1%
3.0%

Utilities

-

1.9%

Real Estate

EGPT
30.5%
IEMG
1.5%

Basic Materials

EGPT
23.4%
IEMG
5.8%

Financial Services

EGPT
10.5%
IEMG
17.3%

Consumer Defensive

EGPT
10.0%
IEMG
2.8%

Technology

EGPT
8.0%
IEMG
43.6%

Industrials

EGPT
6.9%
IEMG
7.7%

Communication Services

EGPT
4.2%
IEMG
5.6%

Consumer Cyclical

EGPT
3.5%
IEMG
7.7%

Healthcare

EGPT
2.0%
IEMG
3.2%

Energy

EGPT
1.1%
IEMG
3.0%

Utilities

EGPT

-

IEMG
1.9%

Compare stocks, funds, or ETFs

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

VanEck Vectors Egypt Index ETF

iShares Core MSCI Emerging Markets ETF

Often compared with EGPT:
EGPT vs. EISEGPT vs. VOOEGPT vs. EFAEGPT vs. SPYEGPT vs. TUREGPT vs. SMINEGPT vs. NVDA
Often compared with IEMG:
IEMG vs. VWOIEMG vs. EEMIEMG vs. IEFAIEMG vs. EMXCIEMG vs. SCHEIEMG vs. IXUSIEMG vs. SPY

Return for Risk

EGPT vs. IEMG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
EGPT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IEMG
IEMG Risk / Return Rank: 6060
Overall Rank
IEMG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 5353
Sortino Ratio Rank
IEMG Omega Ratio Rank: 6161
Omega Ratio Rank
IEMG Calmar Ratio Rank: 6868
Calmar Ratio Rank
IEMG Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EGPT vs. IEMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Egypt Index ETF (EGPT) and iShares Core MSCI Emerging Markets ETF (IEMG). 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.

EGPTIEMGDifference
Sharpe ratioReturn per unit of total volatility

—

1.35

—

Sortino ratioReturn per unit of downside risk

—

1.85

—

Omega ratioGain probability vs. loss probability

—

1.26

—

Calmar ratioReturn relative to maximum drawdown

—

2.33

—

Martin ratioReturn relative to average drawdown

—

7.16

—

EGPT vs. IEMG - Sharpe Ratio Comparison

Loading charts...

Drawdowns

EGPT vs. IEMG - Drawdown Comparison

Loading charts...

Drawdown Indicators

EGPTIEMGDifference

Max Drawdown

Largest peak-to-trough decline

—

-38.71%

—

Max Drawdown (1Y)

Largest decline over 1 year

—

-13.78%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-17.21%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-33.61%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-38.71%

—

Current Drawdown

Current decline from peak

—

-9.76%

—

Average Drawdown

Average peak-to-trough decline

—

-12.89%

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

4.47%

—

Volatility

EGPT vs. IEMG - Volatility Comparison

Loading charts...

Volatility by Period

EGPTIEMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

8.73%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

21.74%

—

Volatility (1Y)

Calculated over the trailing 1-year period

—

23.71%

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

—

19.27%

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

—

20.32%

—

EGPT vs. IEMG - Expense Ratio Comparison

EGPT has a 0.98% expense ratio, which is higher than IEMG's 0.09% expense ratio.

Dividends

EGPT vs. IEMG - Dividend Comparison

EGPT has not paid dividends to shareholders, while IEMG's dividend yield for the trailing twelve months is around 2.32%.

PositionTTM20252024202320222021202020192018201720162015
EGPT
VanEck Vectors Egypt Index ETF		0.00%0.00%0.15%6.02%1.32%2.45%2.50%2.09%1.72%0.77%1.60%1.59%
IEMG
iShares Core MSCI Emerging Markets ETF		2.32%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%

Frequently Asked Questions

EGPT and IEMG have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEMG is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEMG is cheaper with a 0.09% expense ratio, compared with 0.98% for EGPT.

IEMG has the higher dividend yield at 2.32%, compared with 0.00% for EGPT.

EGPT tracks MVIS Egypt Index, while IEMG tracks MSCI Emerging Markets Investable Market Index (USD) (Net). They also come from different issuers: VanEck and iShares. Their fees differ too: 0.98% for EGPT and 0.09% for IEMG.

Portfolio Optimizer

Find the right allocation for EGPT and IEMG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer