ETHO vs. IEMG
Compare and contrast key facts about Etho Climate Leadership U.S. ETF (ETHO) and iShares Core MSCI Emerging Markets ETF (IEMG).
ETHO and IEMG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ETHO is a passively managed fund by ETFMG that tracks the performance of the Etho Climate Leadership Index. It was launched on Nov 18, 2015. IEMG is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on Oct 18, 2012. Both ETHO and IEMG 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: ETHO or IEMG.
Key characteristics
| ETHO | IEMG | |
|---|---|---|
| YTD Return | 13.55% | 11.45% |
| 1Y Return | 31.50% | 20.53% |
| 3Y Return (Ann) | -0.36% | -1.07% |
| 5Y Return (Ann) | 9.95% | 4.09% |
| Sharpe Ratio | 1.83 | 1.28 |
| Sortino Ratio | 2.57 | 1.86 |
| Omega Ratio | 1.33 | 1.23 |
| Calmar Ratio | 1.19 | 0.72 |
| Martin Ratio | 9.07 | 6.90 |
| Ulcer Index | 3.34% | 2.81% |
| Daily Std Dev | 16.53% | 15.15% |
| Max Drawdown | -36.67% | -38.72% |
| Current Drawdown | -1.84% | -11.73% |
Correlation
The correlation between ETHO and IEMG is 0.63, 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
ETHO vs. IEMG - Performance Comparison
In the year-to-date period, ETHO achieves a 13.55% return, which is significantly higher than IEMG's 11.45% 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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ETHO vs. IEMG - Expense Ratio Comparison
ETHO has a 0.48% expense ratio, which is higher than IEMG's 0.14% expense ratio.
Risk-Adjusted Performance
ETHO vs. IEMG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Etho Climate Leadership U.S. ETF (ETHO) and iShares Core MSCI Emerging Markets ETF (IEMG). 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
ETHO vs. IEMG - Dividend Comparison
ETHO's dividend yield for the trailing twelve months is around 1.11%, less than IEMG's 2.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETHO Etho Climate Leadership U.S. ETF | 1.11% | 1.55% | 1.09% | 0.67% | 0.75% | 0.82% | 0.91% | 0.81% | 1.17% | 0.00% | 0.00% | 0.00% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.66% | 2.89% | 2.70% | 3.06% | 1.87% | 3.15% | 2.76% | 2.34% | 2.28% | 2.52% | 2.30% | 1.76% |
Drawdowns
ETHO vs. IEMG - Drawdown Comparison
The maximum ETHO drawdown since its inception was -36.67%, smaller than the maximum IEMG drawdown of -38.72%. Use the drawdown chart below to compare losses from any high point for ETHO and IEMG. For additional features, visit the drawdowns tool.
Volatility
ETHO vs. IEMG - Volatility Comparison
Etho Climate Leadership U.S. ETF (ETHO) and iShares Core MSCI Emerging Markets ETF (IEMG) have volatilities of 5.00% and 4.82%, 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.