EMIF vs. UTES
Compare and contrast key facts about iShares Emerging Markets Infrastructure ETF (EMIF) and Virtus Reaves Utilities ETF (UTES).
EMIF and UTES are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMIF is a passively managed fund by iShares that tracks the performance of the S&P Emerging Markets Infrastructure Index. It was launched on Jun 16, 2009. UTES is an actively managed fund by Virtus Investment Partners. It was launched on Sep 23, 2015.
Performance
EMIF vs. UTES - Performance Comparison
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EMIF vs. UTES - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMIF iShares Emerging Markets Infrastructure ETF | 6.16% | 33.90% | 1.21% | 5.67% | -12.59% | 3.76% | -19.98% | 16.36% | -13.70% | 20.70% |
UTES Virtus Reaves Utilities ETF | 1.60% | 25.71% | 45.35% | -2.46% | 0.80% | 20.74% | -0.30% | 25.48% | 5.14% | 14.21% |
Returns By Period
In the year-to-date period, EMIF achieves a 6.16% return, which is significantly higher than UTES's 1.60% return. Over the past 10 years, EMIF has underperformed UTES with an annualized return of 2.68%, while UTES has yielded a comparatively higher 12.83% annualized return.
EMIF
- 1D
- 1.91%
- 1M
- -8.08%
- YTD
- 6.16%
- 6M
- 12.77%
- 1Y
- 39.99%
- 3Y*
- 13.95%
- 5Y*
- 6.54%
- 10Y*
- 2.68%
UTES
- 1D
- 0.11%
- 1M
- -6.27%
- YTD
- 1.60%
- 6M
- -3.38%
- 1Y
- 25.54%
- 3Y*
- 22.73%
- 5Y*
- 16.38%
- 10Y*
- 12.83%
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EMIF vs. UTES - Expense Ratio Comparison
EMIF has a 0.75% expense ratio, which is higher than UTES's 0.49% expense ratio.
Return for Risk
EMIF vs. UTES — Risk / Return Rank
EMIF
UTES
EMIF vs. UTES - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Infrastructure ETF (EMIF) and Virtus Reaves Utilities ETF (UTES). 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.
| EMIF | UTES | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.41 | 1.13 | +1.28 |
Sortino ratioReturn per unit of downside risk | 3.15 | 1.56 | +1.59 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.21 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 3.78 | 1.88 | +1.89 |
Martin ratioReturn relative to average drawdown | 13.68 | 4.68 | +9.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMIF | UTES | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.41 | 1.13 | +1.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.81 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | 0.64 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.18 | 0.72 | -0.54 |
Correlation
The correlation between EMIF and UTES is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EMIF vs. UTES - Dividend Comparison
EMIF's dividend yield for the trailing twelve months is around 4.67%, more than UTES's 1.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMIF iShares Emerging Markets Infrastructure ETF | 4.67% | 4.96% | 4.12% | 2.64% | 3.08% | 3.94% | 2.54% | 2.07% | 2.64% | 2.58% | 3.16% | 2.07% |
UTES Virtus Reaves Utilities ETF | 1.47% | 1.42% | 1.51% | 2.44% | 2.13% | 1.94% | 2.09% | 1.84% | 2.09% | 3.44% | 3.53% | 0.61% |
Drawdowns
EMIF vs. UTES - Drawdown Comparison
The maximum EMIF drawdown since its inception was -48.02%, which is greater than UTES's maximum drawdown of -35.39%. Use the drawdown chart below to compare losses from any high point for EMIF and UTES.
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Drawdown Indicators
| EMIF | UTES | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.02% | -35.39% | -12.63% |
Max Drawdown (1Y)Largest decline over 1 year | -10.49% | -13.88% | +3.39% |
Max Drawdown (5Y)Largest decline over 5 years | -23.68% | -20.40% | -3.28% |
Max Drawdown (10Y)Largest decline over 10 years | -48.02% | -35.39% | -12.63% |
Current DrawdownCurrent decline from peak | -8.65% | -7.89% | -0.76% |
Average DrawdownAverage peak-to-trough decline | -16.00% | -5.51% | -10.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 5.59% | -2.70% |
Volatility
EMIF vs. UTES - Volatility Comparison
iShares Emerging Markets Infrastructure ETF (EMIF) and Virtus Reaves Utilities ETF (UTES) have volatilities of 7.64% and 8.04%, 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.
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Volatility by Period
| EMIF | UTES | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.64% | 8.04% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 12.00% | 16.26% | -4.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.67% | 22.79% | -6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.63% | 20.28% | -0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.61% | 20.03% | +0.58% |