PortfoliosLab logoPortfoliosLab logo
EMIF vs. JXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMIF vs. JXI - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, EMIF achieves a 1.64% return, which is significantly lower than JXI's 7.74% return. Over the past 10 years, EMIF has underperformed JXI with an annualized return of 2.46%, while JXI has yielded a comparatively higher 9.45% annualized return.


EMIF

1D
-0.02%
1M
-1.61%
YTD
1.64%
6M
1.44%
1Y
22.10%
3Y*
11.82%
5Y*
5.01%
10Y*
2.46%

JXI

1D
0.44%
1M
-1.14%
YTD
7.74%
6M
8.86%
1Y
18.92%
3Y*
15.69%
5Y*
10.25%
10Y*
9.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMIF vs. JXI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMIF
iShares Emerging Markets Infrastructure ETF
1.64%33.90%1.21%5.67%-12.59%3.76%-19.98%16.36%-13.70%20.70%
JXI
iShares Global Utilities ETF
7.74%25.91%13.14%0.63%-4.17%10.88%5.19%23.94%2.31%14.79%

Correlation

The correlation between EMIF and JXI is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2009

0.46

The correlation between EMIF and JXI shifts across timeframes, from 0.28 (1 year) to 0.46 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

EMIF vs. JXI — Risk / Return Rank

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

EMIF
EMIF Risk / Return Rank: 3636
Overall Rank
EMIF Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EMIF Sortino Ratio Rank: 4040
Sortino Ratio Rank
EMIF Omega Ratio Rank: 4040
Omega Ratio Rank
EMIF Calmar Ratio Rank: 3030
Calmar Ratio Rank
EMIF Martin Ratio Rank: 3131
Martin Ratio Rank

JXI
JXI Risk / Return Rank: 4343
Overall Rank
JXI Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
JXI Sortino Ratio Rank: 3939
Sortino Ratio Rank
JXI Omega Ratio Rank: 4040
Omega Ratio Rank
JXI Calmar Ratio Rank: 4949
Calmar Ratio Rank
JXI Martin Ratio Rank: 4343
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. JXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Infrastructure ETF (EMIF) and iShares Global Utilities ETF (JXI). 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.


EMIFJXIDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.26

1.26

0.00

Calmar ratioReturn relative to maximum drawdown

1.43

2.35

-0.93

Martin ratioReturn relative to average drawdown

4.28

6.80

-2.53

EMIF vs. JXI - Sharpe Ratio Comparison

The current EMIF Sharpe Ratio is 1.39, which is comparable to the JXI Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of EMIF and JXI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EMIF vs. JXI - Drawdown Comparison

The maximum EMIF drawdown since its inception was -48.02%, roughly equal to the maximum JXI drawdown of -50.23%. Use the drawdown chart below to compare losses from any high point for EMIF and JXI.


Loading charts...

Drawdown Indicators


EMIFJXIDifference

Max Drawdown

Largest peak-to-trough decline

-48.02%

-50.23%

+2.21%

Max Drawdown (1Y)

Largest decline over 1 year

-15.57%

-8.09%

-7.48%

Max Drawdown (3Y)

Largest decline over 3 years

-16.70%

-16.29%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-23.29%

-22.45%

-0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-48.02%

-34.20%

-13.82%

Current Drawdown

Current decline from peak

-12.54%

-5.21%

-7.33%

Average Drawdown

Average peak-to-trough decline

-15.90%

-12.80%

-3.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

2.79%

+2.39%

Volatility

EMIF vs. JXI - Volatility Comparison

iShares Emerging Markets Infrastructure ETF (EMIF) has a higher volatility of 5.64% compared to iShares Global Utilities ETF (JXI) at 4.33%. This indicates that EMIF's price experiences larger fluctuations and is considered to be riskier than JXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EMIFJXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

4.33%

+1.31%

Volatility (6M)

Calculated over the trailing 6-month period

13.47%

10.61%

+2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

16.03%

13.01%

+3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.73%

15.39%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

17.02%

+3.60%

EMIF vs. JXI - Expense Ratio Comparison

EMIF has a 0.75% expense ratio, which is higher than JXI's 0.46% expense ratio.


Dividends

EMIF vs. JXI - Dividend Comparison

EMIF's dividend yield for the trailing twelve months is around 4.16%, more than JXI's 2.45% yield.


PositionTTM20252024202320222021202020192018201720162015
EMIF
iShares Emerging Markets Infrastructure ETF
4.16%4.96%4.12%2.64%3.08%3.94%2.54%2.07%2.64%2.58%3.16%2.07%
JXI
iShares Global Utilities ETF
2.45%2.56%3.02%3.58%3.13%2.78%2.65%3.43%3.16%3.62%4.77%3.78%

Frequently Asked Questions


EMIF and JXI have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMIF has higher volatility (5.64%) compared to JXI (4.33%). In terms of maximum drawdown, EMIF dropped -48.02% vs JXI's -50.23%.

On 10-year performance, JXI leads with 9.45% vs 2.46% for EMIF. On fees, JXI is cheaper at 0.46% per year. On volatility, JXI has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, JXI has performed better with a 9.45% return vs 2.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JXI is cheaper with a 0.46% expense ratio, compared with 0.75% for EMIF.

EMIF has the higher dividend yield at 4.16%, compared with 2.45% for JXI.

EMIF is categorized as Emerging Markets Equities, while JXI is Utilities Equities. EMIF tracks S&P Emerging Markets Infrastructure Index, while JXI tracks S&P Global Utilities Index. Their fees differ too: 0.75% for EMIF and 0.46% for JXI.

JXI currently has the higher Sharpe Ratio (1.46 vs 1.39), 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.

Portfolio Optimizer

Find the right allocation for EMIF and JXI

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