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IEMG vs. EEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IEMG and EEM is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

IEMG vs. EEM - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
49.73%
36.28%
IEMG
EEM

Key characteristics

Sharpe Ratio

IEMG:

0.54

EEM:

0.57

Sortino Ratio

IEMG:

0.90

EEM:

0.94

Omega Ratio

IEMG:

1.12

EEM:

1.12

Calmar Ratio

IEMG:

0.44

EEM:

0.41

Martin Ratio

IEMG:

1.75

EEM:

1.83

Ulcer Index

IEMG:

5.78%

EEM:

6.02%

Daily Std Dev

IEMG:

18.70%

EEM:

19.26%

Max Drawdown

IEMG:

-38.71%

EEM:

-66.43%

Current Drawdown

IEMG:

-12.86%

EEM:

-17.59%

Returns By Period

In the year-to-date period, IEMG achieves a 3.31% return, which is significantly lower than EEM's 4.09% return. Over the past 10 years, IEMG has outperformed EEM with an annualized return of 2.90%, while EEM has yielded a comparatively lower 2.12% annualized return.


IEMG

YTD

3.31%

1M

-2.19%

6M

-2.26%

1Y

8.84%

5Y*

7.86%

10Y*

2.90%

EEM

YTD

4.09%

1M

-2.51%

6M

-1.98%

1Y

9.75%

5Y*

6.43%

10Y*

2.12%

*Annualized

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IEMG vs. EEM - Expense Ratio Comparison

IEMG has a 0.14% expense ratio, which is lower than EEM's 0.68% expense ratio.


Expense ratio chart for EEM: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EEM: 0.68%
Expense ratio chart for IEMG: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IEMG: 0.14%

Risk-Adjusted Performance

IEMG vs. EEM — Risk-Adjusted Performance Rank

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

IEMG
The Risk-Adjusted Performance Rank of IEMG is 6060
Overall Rank
The Sharpe Ratio Rank of IEMG is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of IEMG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of IEMG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of IEMG is 6060
Calmar Ratio Rank
The Martin Ratio Rank of IEMG is 5757
Martin Ratio Rank

EEM
The Risk-Adjusted Performance Rank of EEM is 6161
Overall Rank
The Sharpe Ratio Rank of EEM is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of EEM is 6565
Sortino Ratio Rank
The Omega Ratio Rank of EEM is 6262
Omega Ratio Rank
The Calmar Ratio Rank of EEM is 5757
Calmar Ratio Rank
The Martin Ratio Rank of EEM is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IEMG vs. EEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets ETF (IEMG) and iShares MSCI Emerging Markets ETF (EEM). 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.


The chart of Sharpe ratio for IEMG, currently valued at 0.54, compared to the broader market-1.000.001.002.003.004.00
IEMG: 0.54
EEM: 0.57
The chart of Sortino ratio for IEMG, currently valued at 0.90, compared to the broader market-2.000.002.004.006.008.00
IEMG: 0.90
EEM: 0.94
The chart of Omega ratio for IEMG, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
IEMG: 1.12
EEM: 1.12
The chart of Calmar ratio for IEMG, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.00
IEMG: 0.44
EEM: 0.41
The chart of Martin ratio for IEMG, currently valued at 1.75, compared to the broader market0.0020.0040.0060.00
IEMG: 1.75
EEM: 1.83

The current IEMG Sharpe Ratio is 0.54, which is comparable to the EEM Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of IEMG and EEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.54
0.57
IEMG
EEM

Dividends

IEMG vs. EEM - Dividend Comparison

IEMG's dividend yield for the trailing twelve months is around 3.10%, more than EEM's 2.34% yield.


TTM20242023202220212020201920182017201620152014
IEMG
iShares Core MSCI Emerging Markets ETF
3.10%3.20%2.89%2.70%3.06%1.87%3.15%2.76%2.34%2.28%2.52%2.30%
EEM
iShares MSCI Emerging Markets ETF
2.34%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%2.23%

Drawdowns

IEMG vs. EEM - Drawdown Comparison

The maximum IEMG drawdown since its inception was -38.71%, smaller than the maximum EEM drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for IEMG and EEM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2025FebruaryMarchApril
-12.86%
-17.59%
IEMG
EEM

Volatility

IEMG vs. EEM - Volatility Comparison

iShares Core MSCI Emerging Markets ETF (IEMG) and iShares MSCI Emerging Markets ETF (EEM) have volatilities of 11.19% and 11.36%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.19%
11.36%
IEMG
EEM