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IEFA vs. EMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEFA vs. EMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI EAFE ETF (IEFA) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEFA achieves a 9.51% return, which is significantly higher than EMB's 2.29% return. Over the past 10 years, IEFA has outperformed EMB with an annualized return of 9.90%, while EMB has yielded a comparatively lower 3.39% annualized return.


IEFA

1D
0.18%
1M
0.85%
YTD
9.51%
6M
11.08%
1Y
20.89%
3Y*
16.31%
5Y*
8.10%
10Y*
9.90%

EMB

1D
0.09%
1M
1.29%
YTD
2.29%
6M
2.72%
1Y
10.83%
3Y*
9.63%
5Y*
1.79%
10Y*
3.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEFA vs. EMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEFA
iShares Core MSCI EAFE ETF
9.51%32.08%3.26%17.95%-15.24%11.63%8.18%22.64%-14.14%26.57%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
2.29%13.85%5.54%10.62%-18.63%-2.23%5.42%15.48%-5.47%10.28%

Correlation

The correlation between IEFA and EMB is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2012

0.51

The correlation between IEFA and EMB shifts across timeframes, from 0.51 (all time) to 0.64 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IEFA vs. EMB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IEFA
IEFA Risk / Return Rank: 4444
Overall Rank
IEFA Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IEFA Sortino Ratio Rank: 4444
Sortino Ratio Rank
IEFA Omega Ratio Rank: 4343
Omega Ratio Rank
IEFA Calmar Ratio Rank: 4242
Calmar Ratio Rank
IEFA Martin Ratio Rank: 4848
Martin Ratio Rank

EMB
EMB Risk / Return Rank: 6767
Overall Rank
EMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EMB Sortino Ratio Rank: 7373
Sortino Ratio Rank
EMB Omega Ratio Rank: 7373
Omega Ratio Rank
EMB Calmar Ratio Rank: 5555
Calmar Ratio Rank
EMB Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IEFA vs. EMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EAFE ETF (IEFA) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IEFAEMBDifference
Sharpe ratioReturn per unit of total volatility

-0.57

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.25

1.37

-0.12

Calmar ratioReturn relative to maximum drawdown

1.83

2.41

-0.59

Martin ratioReturn relative to average drawdown

6.93

10.28

-3.35

IEFA vs. EMB - Sharpe Ratio Comparison

The current IEFA Sharpe Ratio is 1.35, which is comparable to the EMB Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of IEFA and EMB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IEFA vs. EMB - Drawdown Comparison

The maximum IEFA drawdown since its inception was -34.78%, roughly equal to the maximum EMB drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for IEFA and EMB.


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Drawdown Indicators


IEFAEMBDifference

Max Drawdown

Largest peak-to-trough decline

-34.78%

-34.70%

-0.08%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-4.51%

-6.99%

Max Drawdown (3Y)

Largest decline over 3 years

-13.76%

-7.95%

-5.81%

Max Drawdown (5Y)

Largest decline over 5 years

-30.41%

-28.74%

-1.67%

Max Drawdown (10Y)

Largest decline over 10 years

-34.78%

-28.74%

-6.04%

Current Drawdown

Current decline from peak

-0.60%

0.00%

-0.60%

Average Drawdown

Average peak-to-trough decline

-6.68%

-5.05%

-1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

1.06%

+1.97%

Volatility

IEFA vs. EMB - Volatility Comparison

iShares Core MSCI EAFE ETF (IEFA) has a higher volatility of 5.50% compared to iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) at 2.02%. This indicates that IEFA's price experiences larger fluctuations and is considered to be riskier than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEFAEMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.50%

2.02%

+3.48%

Volatility (6M)

Calculated over the trailing 6-month period

13.11%

4.66%

+8.45%

Volatility (1Y)

Calculated over the trailing 1-year period

15.54%

5.67%

+9.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.61%

9.76%

+6.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

9.96%

+7.35%

IEFA vs. EMB - Expense Ratio Comparison

IEFA has a 0.07% expense ratio, which is lower than EMB's 0.39% expense ratio.


Dividends

IEFA vs. EMB - Dividend Comparison

IEFA's dividend yield for the trailing twelve months is around 3.24%, less than EMB's 5.03% yield.


PositionTTM20252024202320222021202020192018201720162015
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
5.03%4.98%5.46%4.74%5.04%3.89%3.88%4.51%5.64%4.54%4.83%4.84%
IEFA
iShares Core MSCI EAFE ETF
3.24%3.55%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%

Frequently Asked Questions


IEFA and EMB have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEFA has higher volatility (5.50%) compared to EMB (2.02%). In terms of maximum drawdown, IEFA dropped -34.78% vs EMB's -34.70%.

On 10-year performance, IEFA leads with 9.90% vs 3.39% for EMB. On fees, IEFA is cheaper at 0.07% per year. On volatility, EMB has been the lower-risk option at 2.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IEFA has performed better with a 9.90% return vs 3.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEFA is cheaper with a 0.07% expense ratio, compared with 0.39% for EMB.

EMB has the higher dividend yield at 5.03%, compared with 3.24% for IEFA.

IEFA is categorized as Foreign Large Cap Equities, while EMB is Emerging Markets Bonds. IEFA tracks MSCI EAFE IMI Index (Net), while EMB tracks JPMorgan EMBI Global Core Index. Their fees differ too: 0.07% for IEFA and 0.39% for EMB.

EMB currently has the higher Sharpe Ratio (1.92 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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