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EMIF vs. EVLU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMIF vs. EVLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Emerging Markets Infrastructure ETF (EMIF) and iShares MSCI Emerging Markets Value Factor ETF (EVLU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMIF achieves a 1.74% return, which is significantly lower than EVLU's 34.01% return.


EMIF

1D
-1.54%
1M
-6.56%
YTD
1.74%
6M
0.79%
1Y
21.17%
3Y*
11.48%
5Y*
4.93%
10Y*
2.36%

EVLU

1D
-2.27%
1M
15.31%
YTD
34.01%
6M
37.37%
1Y
72.04%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMIF vs. EVLU - Yearly Performance Comparison


2026 (YTD)20252024
EMIF
iShares Emerging Markets Infrastructure ETF
1.74%33.90%-1.58%
EVLU
iShares MSCI Emerging Markets Value Factor ETF
34.01%38.54%1.61%

Correlation

The correlation between EMIF and EVLU is 0.54, 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

0.54

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2024

0.60

The correlation between EMIF and EVLU has been stable across timeframes, ranging from 0.54 to 0.60 - a consistent structural relationship.

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Return for Risk

EMIF vs. EVLU — Risk / Return Rank

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

EMIF
EMIF Risk / Return Rank: 3737
Overall Rank
EMIF Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EMIF Sortino Ratio Rank: 3838
Sortino Ratio Rank
EMIF Omega Ratio Rank: 3939
Omega Ratio Rank
EMIF Calmar Ratio Rank: 3535
Calmar Ratio Rank
EMIF Martin Ratio Rank: 3333
Martin Ratio Rank

EVLU
EVLU Risk / Return Rank: 9292
Overall Rank
EVLU Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EVLU Sortino Ratio Rank: 9393
Sortino Ratio Rank
EVLU Omega Ratio Rank: 9393
Omega Ratio Rank
EVLU Calmar Ratio Rank: 9090
Calmar Ratio Rank
EVLU Martin Ratio Rank: 9090
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.

EMIF vs. EVLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Infrastructure ETF (EMIF) and iShares MSCI Emerging Markets Value Factor ETF (EVLU). 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.


EMIFEVLUDifference
Sharpe ratioReturn per unit of total volatility

-2.42

Sortino ratioReturn per unit of downside risk

-2.72

Omega ratioGain probability vs. loss probability

1.26

1.67

-0.41

Calmar ratioReturn relative to maximum drawdown

1.71

5.61

-3.91

Martin ratioReturn relative to average drawdown

4.92

20.79

-15.86

EMIF vs. EVLU - Sharpe Ratio Comparison

The current EMIF Sharpe Ratio is 1.38, which is lower than the EVLU Sharpe Ratio of 3.80. The chart below compares the historical Sharpe Ratios of EMIF and EVLU, 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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Sharpe Ratios by Period


EMIFEVLUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

3.80

-2.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

2.23

-2.06

Drawdowns

EMIF vs. EVLU - Drawdown Comparison

The maximum EMIF drawdown since its inception was -48.02%, which is greater than EVLU's maximum drawdown of -17.17%. Use the drawdown chart below to compare losses from any high point for EMIF and EVLU.


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Drawdown Indicators


EMIFEVLUDifference

Max Drawdown

Largest peak-to-trough decline

-48.02%

-17.17%

-30.85%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-12.90%

+0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-16.70%

Max Drawdown (5Y)

Largest decline over 5 years

-23.68%

Max Drawdown (10Y)

Largest decline over 10 years

-48.02%

Current Drawdown

Current decline from peak

-12.45%

-2.27%

-10.18%

Average Drawdown

Average peak-to-trough decline

-15.91%

-3.48%

-12.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.31%

3.48%

+0.83%

Volatility

EMIF vs. EVLU - Volatility Comparison

The current volatility for iShares Emerging Markets Infrastructure ETF (EMIF) is 4.38%, while iShares MSCI Emerging Markets Value Factor ETF (EVLU) has a volatility of 9.17%. This indicates that EMIF experiences smaller price fluctuations and is considered to be less risky than EVLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMIFEVLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

9.17%

-4.79%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

16.23%

-3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

15.41%

19.04%

-3.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.67%

19.93%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.61%

19.93%

+0.68%

EMIF vs. EVLU - Expense Ratio Comparison

EMIF has a 0.75% expense ratio, which is higher than EVLU's 0.35% expense ratio.


Dividends

EMIF vs. EVLU - Dividend Comparison

EMIF's dividend yield for the trailing twelve months is around 4.87%, more than EVLU's 3.88% yield.


PositionTTM20252024202320222021202020192018201720162015
EMIF
iShares Emerging Markets Infrastructure ETF
4.87%4.96%4.12%2.64%3.08%3.94%2.54%2.07%2.64%2.58%3.16%2.07%
EVLU
iShares MSCI Emerging Markets Value Factor ETF
3.88%5.20%1.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMIF and EVLU have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EVLU has higher volatility (9.17%) compared to EMIF (4.38%). In terms of maximum drawdown, EMIF dropped -48.02% vs EVLU's -17.17%.

On 1-year performance, EVLU leads with 72.04% vs 21.17% for EMIF. On fees, EVLU is cheaper at 0.35% per year. On volatility, EMIF has been the lower-risk option at 4.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EVLU has performed better with a 72.04% return vs 21.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EVLU is cheaper with a 0.35% expense ratio, compared with 0.75% for EMIF.

EMIF has the higher dividend yield at 4.87%, compared with 3.88% for EVLU.

EMIF tracks S&P Emerging Markets Infrastructure Index, while EVLU tracks MSCI Emerging Markets Value Factor Select Index (Net). Their fees differ too: 0.75% for EMIF and 0.35% for EVLU.

EVLU currently has the higher Sharpe Ratio (3.80 vs 1.38), 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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