EMXF vs. LDEM
Compare and contrast key facts about iShares ESG Advanced MSCI EM ETF (EMXF) and iShares ESG MSCI EM Leaders ETF (LDEM).
EMXF and LDEM 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. LDEM is a passively managed fund by iShares that tracks the performance of the MSCI EM Extended ESG Leaders 5% Issuer Capped Index. It was launched on Feb 5, 2020. Both EMXF and LDEM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMXF or LDEM.
Key characteristics
| EMXF | LDEM | |
|---|---|---|
| YTD Return | 0.28% | 0.07% |
| 1Y Return | 6.38% | 2.75% |
| 3Y Return (Ann) | -5.02% | -8.91% |
| Sharpe Ratio | 0.34 | 0.09 |
| Daily Std Dev | 15.39% | 15.41% |
| Max Drawdown | -33.13% | -40.83% |
| Current Drawdown | -19.28% | -28.82% |
Correlation
The correlation between EMXF and LDEM is 0.82, 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.
Performance
EMXF vs. LDEM - Performance Comparison
In the year-to-date period, EMXF achieves a 0.28% return, which is significantly higher than LDEM's 0.07% 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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EMXF vs. LDEM - Expense Ratio Comparison
Both EMXF and LDEM have an expense ratio of 0.16%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
EMXF vs. LDEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Advanced MSCI EM ETF (EMXF) and iShares ESG MSCI EM Leaders ETF (LDEM). 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
EMXF vs. LDEM - Dividend Comparison
EMXF's dividend yield for the trailing twelve months is around 2.25%, less than LDEM's 3.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
EMXF iShares ESG Advanced MSCI EM ETF | 2.25% | 2.25% | 2.42% | 1.87% | 0.41% |
LDEM iShares ESG MSCI EM Leaders ETF | 3.20% | 3.20% | 4.91% | 1.81% | 1.89% |
Drawdowns
EMXF vs. LDEM - Drawdown Comparison
The maximum EMXF drawdown since its inception was -33.13%, smaller than the maximum LDEM drawdown of -40.83%. Use the drawdown chart below to compare losses from any high point for EMXF and LDEM. For additional features, visit the drawdowns tool.
Volatility
EMXF vs. LDEM - Volatility Comparison
iShares ESG Advanced MSCI EM ETF (EMXF) and iShares ESG MSCI EM Leaders ETF (LDEM) have volatilities of 4.54% and 4.53%, 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.