EMXF vs. GSEE
Compare and contrast key facts about iShares ESG Advanced MSCI EM ETF (EMXF) and Goldman Sachs MarketBeta Emerging Markets Equity ETF (GSEE).
EMXF and GSEE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. GSEE is a passively managed fund by Goldman Sachs that tracks the performance of the Solactive GBS Emerging Markets Large & Mid Cap Index. It was launched on May 12, 2020. Both EMXF and GSEE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EMXF vs. GSEE - Performance Comparison
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EMXF vs. GSEE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EMXF iShares ESG Advanced MSCI EM ETF | 2.81% | 29.40% | 8.03% | 6.63% | -18.99% | 4.45% | 15.32% |
GSEE Goldman Sachs MarketBeta Emerging Markets Equity ETF | 3.91% | 33.38% | 4.94% | 11.03% | -19.57% | -2.61% | 12.26% |
Returns By Period
In the year-to-date period, EMXF achieves a 2.81% return, which is significantly lower than GSEE's 3.91% return.
EMXF
- 1D
- 3.35%
- 1M
- -8.16%
- YTD
- 2.81%
- 6M
- 8.14%
- 1Y
- 29.67%
- 3Y*
- 14.20%
- 5Y*
- 4.25%
- 10Y*
- —
GSEE
- 1D
- 3.26%
- 1M
- -8.99%
- YTD
- 3.91%
- 6M
- 8.00%
- 1Y
- 32.92%
- 3Y*
- 15.76%
- 5Y*
- 3.96%
- 10Y*
- —
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EMXF vs. GSEE - Expense Ratio Comparison
EMXF has a 0.16% expense ratio, which is lower than GSEE's 0.36% expense ratio.
Return for Risk
EMXF vs. GSEE — Risk / Return Rank
EMXF
GSEE
EMXF vs. GSEE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EM ETF (EMXF) and Goldman Sachs MarketBeta Emerging Markets Equity ETF (GSEE). 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.
| EMXF | GSEE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 1.69 | -0.09 |
Sortino ratioReturn per unit of downside risk | 2.19 | 2.33 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.33 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.49 | -0.11 |
Martin ratioReturn relative to average drawdown | 9.33 | 9.61 | -0.27 |
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
| EMXF | GSEE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | 1.69 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.22 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.60 | -0.24 |
Correlation
The correlation between EMXF and GSEE is 0.87, 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
EMXF vs. GSEE - Dividend Comparison
EMXF's dividend yield for the trailing twelve months is around 3.34%, more than GSEE's 2.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EMXF iShares ESG Advanced MSCI EM ETF | 3.34% | 3.43% | 2.92% | 2.25% | 2.42% | 1.87% | 0.41% |
GSEE Goldman Sachs MarketBeta Emerging Markets Equity ETF | 2.43% | 2.53% | 2.79% | 3.07% | 3.05% | 6.10% | 2.41% |
Drawdowns
EMXF vs. GSEE - Drawdown Comparison
The maximum EMXF drawdown since its inception was -33.13%, smaller than the maximum GSEE drawdown of -37.51%. Use the drawdown chart below to compare losses from any high point for EMXF and GSEE.
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Drawdown Indicators
| EMXF | GSEE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.13% | -37.51% | +4.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -13.05% | +0.52% |
Max Drawdown (5Y)Largest decline over 5 years | -32.89% | -35.06% | +2.17% |
Current DrawdownCurrent decline from peak | -9.60% | -10.22% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -12.34% | -15.10% | +2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.19% | 3.38% | -0.19% |
Volatility
EMXF vs. GSEE - Volatility Comparison
iShares ESG Advanced MSCI EM ETF (EMXF) and Goldman Sachs MarketBeta Emerging Markets Equity ETF (GSEE) have volatilities of 9.71% and 9.92%, 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
| EMXF | GSEE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.71% | 9.92% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 13.59% | 14.49% | -0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.56% | 19.54% | -0.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.82% | 17.72% | +4.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.61% | 18.04% | +3.57% |