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EMKT vs. EEMS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMKT vs. EEMS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard Emerging Markets Opportunities ETF (EMKT) and iShares MSCI Emerging Markets Small-Cap ETF (EEMS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMKT achieves a 32.87% return, which is significantly higher than EEMS's 16.14% return.


EMKT

1D
0.39%
1M
9.53%
YTD
32.87%
6M
34.09%
1Y
3Y*
5Y*
10Y*

EEMS

1D
-0.13%
1M
1.98%
YTD
16.14%
6M
17.52%
1Y
30.37%
3Y*
17.04%
5Y*
7.28%
10Y*
9.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMKT vs. EEMS - Yearly Performance Comparison


Correlation

The correlation between EMKT and EEMS is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 27, 2025

0.82

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Return for Risk

EMKT vs. EEMS — Risk / Return Rank

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

EMKT

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


EEMS
EEMS Risk / Return Rank: 5252
Overall Rank
EEMS Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EEMS Sortino Ratio Rank: 4545
Sortino Ratio Rank
EEMS Omega Ratio Rank: 5050
Omega Ratio Rank
EEMS Calmar Ratio Rank: 5858
Calmar Ratio Rank
EEMS Martin Ratio Rank: 5656
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.

EMKT vs. EEMS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard Emerging Markets Opportunities ETF (EMKT) and iShares MSCI Emerging Markets Small-Cap ETF (EEMS). 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.


EMKTEEMSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.81

Martin ratioReturn relative to average drawdown

9.45

EMKT vs. EEMS - Sharpe Ratio Comparison


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Drawdowns

EMKT vs. EEMS - Drawdown Comparison

The maximum EMKT drawdown since its inception was -14.21%, smaller than the maximum EEMS drawdown of -48.89%. Use the drawdown chart below to compare losses from any high point for EMKT and EEMS.


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Drawdown Indicators


EMKTEEMSDifference

Max Drawdown

Largest peak-to-trough decline

-14.21%

-48.89%

+34.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.87%

Max Drawdown (3Y)

Largest decline over 3 years

-19.71%

Max Drawdown (5Y)

Largest decline over 5 years

-27.07%

Max Drawdown (10Y)

Largest decline over 10 years

-48.89%

Current Drawdown

Current decline from peak

0.00%

-1.12%

+1.12%

Average Drawdown

Average peak-to-trough decline

-3.08%

-10.48%

+7.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

Volatility

EMKT vs. EEMS - Volatility Comparison


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Volatility by Period


EMKTEEMSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

Volatility (6M)

Calculated over the trailing 6-month period

16.68%

Volatility (1Y)

Calculated over the trailing 1-year period

23.71%

18.69%

+5.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.71%

16.40%

+7.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.71%

18.13%

+5.58%

EMKT vs. EEMS - Expense Ratio Comparison

EMKT has a 0.74% expense ratio, which is higher than EEMS's 0.73% expense ratio.


Dividends

EMKT vs. EEMS - Dividend Comparison

EMKT's dividend yield for the trailing twelve months is around 0.42%, less than EEMS's 2.75% yield.


PositionTTM20252024202320222021202020192018201720162015
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
2.75%3.09%2.60%2.69%0.89%3.56%2.14%2.64%3.06%2.47%2.51%2.33%
EMKT
Lazard Emerging Markets Opportunities ETF
0.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMKT and EEMS have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EEMS is cheaper at 0.73% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EEMS is cheaper with a 0.73% expense ratio, compared with 0.74% for EMKT.

EEMS has the higher dividend yield at 2.75%, compared with 0.42% for EMKT.

They also come from different issuers: Lazard and iShares. Their fees differ too: 0.74% for EMKT and 0.73% for EEMS.

Portfolio Optimizer

Find the right allocation for EMKT and EEMS

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

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