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IEMG vs. DIEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEMG vs. DIEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Emerging Markets ETF (IEMG) and Franklin Emerging Market Core Dividend Tilt Index ETF (DIEM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEMG achieves a 22.14% return, which is significantly lower than DIEM's 29.14% return. Over the past 10 years, IEMG has outperformed DIEM with an annualized return of 10.40%, while DIEM has yielded a comparatively lower 9.21% annualized return.


IEMG

1D
0.16%
1M
1.90%
YTD
22.14%
6M
22.65%
1Y
40.36%
3Y*
22.21%
5Y*
6.93%
10Y*
10.40%

DIEM

1D
-0.55%
1M
4.22%
YTD
29.14%
6M
29.82%
1Y
48.92%
3Y*
27.02%
5Y*
11.36%
10Y*
9.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEMG vs. DIEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEMG
iShares Core MSCI Emerging Markets ETF
22.14%32.56%6.50%11.52%-19.98%-0.64%17.87%17.81%-14.92%37.38%
DIEM
Franklin Emerging Market Core Dividend Tilt Index ETF
29.14%30.81%12.29%15.41%-20.61%6.92%1.27%12.23%-11.29%27.61%

Correlation

The correlation between IEMG and DIEM is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.97

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

0.96

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

0.93

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2016

0.93

The correlation between IEMG and DIEM has been stable across timeframes, ranging from 0.93 to 0.97 - a consistent structural relationship.

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Return for Risk

IEMG vs. DIEM — Risk / Return Rank

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

IEMG
IEMG Risk / Return Rank: 6464
Overall Rank
IEMG Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 5656
Sortino Ratio Rank
IEMG Omega Ratio Rank: 6767
Omega Ratio Rank
IEMG Calmar Ratio Rank: 6868
Calmar Ratio Rank
IEMG Martin Ratio Rank: 6868
Martin Ratio Rank

DIEM
DIEM Risk / Return Rank: 8282
Overall Rank
DIEM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DIEM Sortino Ratio Rank: 7575
Sortino Ratio Rank
DIEM Omega Ratio Rank: 8686
Omega Ratio Rank
DIEM Calmar Ratio Rank: 8383
Calmar Ratio Rank
DIEM Martin Ratio Rank: 8484
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.

IEMG vs. DIEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets ETF (IEMG) and Franklin Emerging Market Core Dividend Tilt Index ETF (DIEM). 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.


IEMGDIEMDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.36

1.46

-0.10

Calmar ratioReturn relative to maximum drawdown

3.07

3.99

-0.92

Martin ratioReturn relative to average drawdown

11.18

15.36

-4.18

IEMG vs. DIEM - Sharpe Ratio Comparison

The current IEMG Sharpe Ratio is 1.84, which is comparable to the DIEM Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of IEMG and DIEM, 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

IEMG vs. DIEM - Drawdown Comparison

The maximum IEMG drawdown since its inception was -38.71%, roughly equal to the maximum DIEM drawdown of -38.61%. Use the drawdown chart below to compare losses from any high point for IEMG and DIEM.


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Drawdown Indicators


IEMGDIEMDifference

Max Drawdown

Largest peak-to-trough decline

-38.71%

-38.61%

-0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-12.33%

-0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-17.21%

-16.82%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-35.75%

-33.34%

-2.41%

Max Drawdown (10Y)

Largest decline over 10 years

-38.71%

-38.61%

-0.10%

Current Drawdown

Current decline from peak

-5.29%

-5.49%

+0.20%

Average Drawdown

Average peak-to-trough decline

-12.93%

-9.68%

-3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

3.19%

+0.43%

Volatility

IEMG vs. DIEM - Volatility Comparison

iShares Core MSCI Emerging Markets ETF (IEMG) and Franklin Emerging Market Core Dividend Tilt Index ETF (DIEM) have volatilities of 12.22% and 12.23%, 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.


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Volatility by Period


IEMGDIEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.22%

12.23%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

20.12%

19.23%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

22.11%

20.99%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.99%

17.58%

+1.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.19%

17.91%

+2.28%

IEMG vs. DIEM - Expense Ratio Comparison

IEMG has a 0.09% expense ratio, which is lower than DIEM's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IEMG vs. DIEM - Dividend Comparison

IEMG's dividend yield for the trailing twelve months is around 2.21%, more than DIEM's 1.64% yield.


PositionTTM20252024202320222021202020192018201720162015
DIEM
Franklin Emerging Market Core Dividend Tilt Index ETF
1.64%2.99%4.92%4.45%6.31%4.06%2.75%5.98%3.87%2.61%0.35%0.00%
IEMG
iShares Core MSCI Emerging Markets ETF
2.21%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%

Frequently Asked Questions


With a correlation of 0.96, IEMG and DIEM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DIEM has higher volatility (12.23%) compared to IEMG (12.22%). In terms of maximum drawdown, IEMG dropped -38.71% vs DIEM's -38.61%.

On 10-year performance, IEMG leads with 10.40% vs 9.21% for DIEM. On fees, IEMG is cheaper at 0.09% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IEMG has performed better with a 10.40% return vs 9.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEMG is cheaper with a 0.09% expense ratio, compared with 0.19% for DIEM.

IEMG has the higher dividend yield at 2.21%, compared with 1.64% for DIEM.

IEMG tracks MSCI Emerging Markets Investable Market Index (USD) (Net), while DIEM tracks Morningstar Emerging Markets Dividend Enhanced Select Index. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.09% for IEMG and 0.19% for DIEM.

DIEM currently has the higher Sharpe Ratio (2.35 vs 1.84), 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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