IEEM.L vs. ISP6.L
Compare and contrast key facts about iShares MSCI EM UCITS ETF (Dist) (IEEM.L) and iShares S&P SmallCap 600 UCITS ETF (ISP6.L).
IEEM.L and ISP6.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEEM.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Nov 18, 2005. ISP6.L is a passively managed fund by iShares that tracks the performance of the Russell 2000 TR USD. It was launched on May 9, 2008. Both IEEM.L and ISP6.L 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: IEEM.L or ISP6.L.
Key characteristics
| IEEM.L | ISP6.L | |
|---|---|---|
| YTD Return | 13.03% | 6.77% |
| 1Y Return | 16.41% | 19.29% |
| 3Y Return (Ann) | 1.07% | 4.57% |
| 5Y Return (Ann) | 5.12% | 9.59% |
| 10Y Return (Ann) | 6.53% | 12.04% |
| Sharpe Ratio | 1.19 | 1.18 |
| Sortino Ratio | 1.76 | 1.82 |
| Omega Ratio | 1.22 | 1.22 |
| Calmar Ratio | 0.73 | 1.13 |
| Martin Ratio | 6.03 | 5.31 |
| Ulcer Index | 2.72% | 3.90% |
| Daily Std Dev | 13.77% | 17.59% |
| Max Drawdown | -53.22% | -39.08% |
| Current Drawdown | -5.79% | -0.52% |
Correlation
The correlation between IEEM.L and ISP6.L is 0.58, 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
IEEM.L vs. ISP6.L - Performance Comparison
In the year-to-date period, IEEM.L achieves a 13.03% return, which is significantly higher than ISP6.L's 6.77% return. Over the past 10 years, IEEM.L has underperformed ISP6.L with an annualized return of 6.53%, while ISP6.L has yielded a comparatively higher 12.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
IEEM.L vs. ISP6.L - Expense Ratio Comparison
IEEM.L has a 0.18% expense ratio, which is lower than ISP6.L's 0.40% expense ratio.
Risk-Adjusted Performance
IEEM.L vs. ISP6.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Dist) (IEEM.L) and iShares S&P SmallCap 600 UCITS ETF (ISP6.L). 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
IEEM.L vs. ISP6.L - Dividend Comparison
IEEM.L's dividend yield for the trailing twelve months is around 2.75%, more than ISP6.L's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEEM.L iShares MSCI EM UCITS ETF (Dist) | 2.75% | 2.91% | 3.40% | 2.74% | 1.98% | 2.32% | 2.51% | 1.86% | 2.09% | 3.38% | 3.31% | 2.72% |
ISP6.L iShares S&P SmallCap 600 UCITS ETF | 1.17% | 1.08% | 1.00% | 0.65% | 0.94% | 0.97% | 0.96% | 0.78% | 0.77% | 0.53% | 0.71% | 0.71% |
Drawdowns
IEEM.L vs. ISP6.L - Drawdown Comparison
The maximum IEEM.L drawdown since its inception was -53.22%, which is greater than ISP6.L's maximum drawdown of -39.08%. Use the drawdown chart below to compare losses from any high point for IEEM.L and ISP6.L. For additional features, visit the drawdowns tool.
Volatility
IEEM.L vs. ISP6.L - Volatility Comparison
iShares MSCI EM UCITS ETF (Dist) (IEEM.L) has a higher volatility of 6.24% compared to iShares S&P SmallCap 600 UCITS ETF (ISP6.L) at 4.32%. This indicates that IEEM.L's price experiences larger fluctuations and is considered to be riskier than ISP6.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.