EWM vs. EEMV
Compare and contrast key facts about iShares MSCI Malaysia ETF (EWM) and iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV).
EWM and EEMV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EWM is a passively managed fund by iShares that tracks the performance of the MSCI Malaysia Index. It was launched on Mar 12, 1996. EEMV is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Minimum Volatility Index. It was launched on Oct 18, 2011. Both EWM and EEMV 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
EWM vs. EEMV - Performance Comparison
Loading graphics...
EWM vs. EEMV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EWM iShares MSCI Malaysia ETF | 3.84% | 15.74% | 19.46% | -3.61% | -6.00% | -7.40% | 3.12% | -1.41% | -6.28% | 24.25% |
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 1.08% | 13.45% | 7.98% | 7.75% | -13.94% | 5.05% | 6.90% | 7.83% | -5.81% | 27.28% |
Returns By Period
In the year-to-date period, EWM achieves a 3.84% return, which is significantly higher than EEMV's 1.08% return. Over the past 10 years, EWM has underperformed EEMV with an annualized return of 1.76%, while EEMV has yielded a comparatively higher 5.02% annualized return.
EWM
- 1D
- 1.68%
- 1M
- -2.77%
- YTD
- 3.84%
- 6M
- 11.36%
- 1Y
- 27.73%
- 3Y*
- 12.55%
- 5Y*
- 4.95%
- 10Y*
- 1.76%
EEMV
- 1D
- 2.58%
- 1M
- -5.96%
- YTD
- 1.08%
- 6M
- 2.97%
- 1Y
- 13.99%
- 3Y*
- 9.06%
- 5Y*
- 3.07%
- 10Y*
- 5.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EWM vs. EEMV - Expense Ratio Comparison
EWM has a 0.49% expense ratio, which is higher than EEMV's 0.25% expense ratio.
Return for Risk
EWM vs. EEMV — Risk / Return Rank
EWM
EEMV
EWM vs. EEMV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Malaysia ETF (EWM) and iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV). 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.
| EWM | EEMV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.09 | +0.67 |
Sortino ratioReturn per unit of downside risk | 2.41 | 1.52 | +0.89 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.22 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.10 | 1.52 | +1.58 |
Martin ratioReturn relative to average drawdown | 11.53 | 5.82 | +5.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EWM | EEMV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.09 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.27 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.37 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.32 | -0.25 |
Correlation
The correlation between EWM and EEMV is 0.71, 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
EWM vs. EEMV - Dividend Comparison
EWM's dividend yield for the trailing twelve months is around 3.29%, more than EEMV's 2.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EWM iShares MSCI Malaysia ETF | 3.29% | 3.41% | 3.32% | 3.47% | 3.00% | 6.48% | 1.89% | 2.91% | 3.84% | 5.58% | 5.97% | 37.54% |
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF | 2.62% | 2.65% | 3.50% | 2.75% | 1.93% | 2.14% | 2.45% | 2.63% | 2.46% | 2.34% | 2.79% | 2.55% |
Drawdowns
EWM vs. EEMV - Drawdown Comparison
The maximum EWM drawdown since its inception was -89.19%, which is greater than EEMV's maximum drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for EWM and EEMV.
Loading graphics...
Drawdown Indicators
| EWM | EEMV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.19% | -31.56% | -57.63% |
Max Drawdown (1Y)Largest decline over 1 year | -9.09% | -9.22% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -23.84% | -21.97% | -1.87% |
Max Drawdown (10Y)Largest decline over 10 years | -43.81% | -31.56% | -12.25% |
Current DrawdownCurrent decline from peak | -8.24% | -6.88% | -1.36% |
Average DrawdownAverage peak-to-trough decline | -31.98% | -8.05% | -23.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 2.41% | +0.03% |
Volatility
EWM vs. EEMV - Volatility Comparison
The current volatility for iShares MSCI Malaysia ETF (EWM) is 5.96%, while iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) has a volatility of 7.36%. This indicates that EWM experiences smaller price fluctuations and is considered to be less risky than EEMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EWM | EEMV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.96% | 7.36% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 9.48% | +0.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.87% | 12.91% | +2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.62% | 11.48% | +2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.36% | 13.74% | +2.62% |