EMM vs. ISEU.L
Compare and contrast key facts about Global X Emerging Markets ex-China ETF (EMM) and iShares MSCI Europe UCITS Dist (ISEU.L).
EMM and ISEU.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMM is an actively managed fund by Global X. It was launched on Sep 24, 2010. ISEU.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 6, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMM or ISEU.L.
Key characteristics
| EMM | ISEU.L | |
|---|---|---|
| YTD Return | 4.78% | 2.55% |
| 1Y Return | 10.31% | 10.90% |
| Sharpe Ratio | 0.79 | 0.87 |
| Sortino Ratio | 1.16 | 1.29 |
| Omega Ratio | 1.15 | 1.15 |
| Calmar Ratio | 1.05 | 1.11 |
| Martin Ratio | 3.35 | 4.02 |
| Ulcer Index | 3.81% | 2.77% |
| Daily Std Dev | 16.08% | 12.86% |
| Max Drawdown | -13.61% | -36.02% |
| Current Drawdown | -7.98% | -10.09% |
Correlation
The correlation between EMM and ISEU.L is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EMM vs. ISEU.L - Performance Comparison
In the year-to-date period, EMM achieves a 4.78% return, which is significantly higher than ISEU.L's 2.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EMM vs. ISEU.L - Expense Ratio Comparison
EMM has a 0.75% expense ratio, which is lower than ISEU.L's 1.00% expense ratio.
Risk-Adjusted Performance
EMM vs. ISEU.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets ex-China ETF (EMM) and iShares MSCI Europe UCITS Dist (ISEU.L). 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.
Dividends
EMM vs. ISEU.L - Dividend Comparison
EMM's dividend yield for the trailing twelve months is around 0.94%, less than ISEU.L's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
EMM Global X Emerging Markets ex-China ETF | 0.94% | 0.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISEU.L iShares MSCI Europe UCITS Dist | 3.35% | 2.81% | 2.86% | 2.36% | 1.91% | 3.03% | 3.28% | 2.48% |
Drawdowns
EMM vs. ISEU.L - Drawdown Comparison
The maximum EMM drawdown since its inception was -13.61%, smaller than the maximum ISEU.L drawdown of -36.02%. Use the drawdown chart below to compare losses from any high point for EMM and ISEU.L. For additional features, visit the drawdowns tool.
Volatility
EMM vs. ISEU.L - Volatility Comparison
The current volatility for Global X Emerging Markets ex-China ETF (EMM) is 3.03%, while iShares MSCI Europe UCITS Dist (ISEU.L) has a volatility of 4.42%. This indicates that EMM experiences smaller price fluctuations and is considered to be less risky than ISEU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.