EMOP vs. EMXF

Last updated Apr 2, 2026

Compare and contrast key facts about AB Emerging Markets Opportunities ETF (EMOP) and iShares ESG Advanced MSCI EM ETF (EMXF).

EMOP and EMXF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMOP is an actively managed fund by AllianceBernstein. It was launched on Jun 17, 2025. EMXF is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Choice ESG Screened 5% Issuer Capped Index. It was launched on Oct 6, 2020.

Performance

EMOP vs. EMXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Emerging Markets Opportunities ETF (EMOP) and iShares ESG Advanced MSCI EM ETF (EMXF). The values are adjusted to include any dividend payments, if applicable.

EMOP vs. EMXF - Yearly Performance Comparison

	2026 (YTD)	2025
EMOP AB Emerging Markets Opportunities ETF	9.93%	16.69%
EMXF iShares ESG Advanced MSCI EM ETF	3.68%	15.37%

Returns By Period

In the year-to-date period, EMOP achieves a 9.93% return, which is significantly higher than EMXF's 3.68% return.

EMOP

• 1D: 2.13%
• 1M: -5.57%
• YTD: 9.93%
• 6M: 14.42%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

EMXF

• 1D: 0.84%
• 1M: -5.02%
• YTD: 3.68%
• 6M: 8.34%
• 1Y: 30.12%
• 3Y*: 14.51%
• 5Y*: 4.42%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EMOP vs. EMXF - Expense Ratio Comparison

EMOP has a 0.70% expense ratio, which is higher than EMXF's 0.16% expense ratio.

EMOP

AB Emerging Markets Opportunities ETF

EMXF

iShares ESG Advanced MSCI EM ETF

Return for Risk

EMOP vs. EMXF — Risk / Return Rank

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

EMXF

EMXF Risk / Return Rank: 81
EMXF Sharpe Ratio Rank: 82
EMXF Sortino Ratio Rank: 81
EMXF Omega Ratio Rank: 79
EMXF Calmar Ratio Rank: 81
EMXF Martin Ratio Rank: 80

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.

EMOP vs. EMXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Emerging Markets Opportunities ETF (EMOP) and iShares ESG Advanced MSCI EM ETF (EMXF). 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.

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

Sharpe Ratios by Period

	EMOP	EMXF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.63	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.20	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.06	0.36	+1.70

Correlation

The correlation between EMOP and EMXF is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

EMOP vs. EMXF - Dividend Comparison

EMOP's dividend yield for the trailing twelve months is around 0.61%, less than EMXF's 3.31% yield.

	TTM	2025	2024	2023	2022	2021	2020
EMOP AB Emerging Markets Opportunities ETF	0.61%	0.27%	0.00%	0.00%	0.00%	0.00%	0.00%
EMXF iShares ESG Advanced MSCI EM ETF	3.31%	3.43%	2.92%	2.25%	2.42%	1.87%	0.41%

Drawdowns

EMOP vs. EMXF - Drawdown Comparison

The maximum EMOP drawdown since its inception was -12.88%, smaller than the maximum EMXF drawdown of -33.13%. Use the drawdown chart below to compare losses from any high point for EMOP and EMXF.

Drawdown Indicators

	EMOP	EMXF	Difference
Max Drawdown Largest peak-to-trough decline	-12.88%	-33.13%	+20.25%
Max Drawdown (1Y) Largest decline over 1 year	—	-12.53%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-32.89%	—
Current Drawdown Current decline from peak	-7.79%	-8.84%	+1.05%
Average Drawdown Average peak-to-trough decline	-1.92%	-12.34%	+10.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.24%	—

Volatility

Volatility by Period

	EMOP	EMXF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.78%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.61%	—
Volatility (1Y) Calculated over the trailing 1-year period	18.23%	18.57%	-0.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.23%	21.82%	-3.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.23%	21.61%	-3.38%