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

Correlation

The correlation between IEMG and EEMV is 0.66, 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

IEMG vs. EEMV - 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 Min Vol Factor ETF (EEMV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

IEMG:

0.44

EEMV:

0.86

Sortino Ratio

IEMG:

0.77

EEMV:

1.29

Omega Ratio

IEMG:

1.10

EEMV:

1.18

Calmar Ratio

IEMG:

0.36

EEMV:

0.80

Martin Ratio

IEMG:

1.42

EEMV:

2.35

Ulcer Index

IEMG:

5.88%

EEMV:

4.26%

Daily Std Dev

IEMG:

18.79%

EEMV:

11.48%

Max Drawdown

IEMG:

-38.71%

EEMV:

-31.56%

Current Drawdown

IEMG:

-7.26%

EEMV:

-0.49%

Returns By Period

In the year-to-date period, IEMG achieves a 9.96% return, which is significantly higher than EEMV's 6.10% return. Over the past 10 years, IEMG has outperformed EEMV with an annualized return of 3.76%, while EEMV has yielded a comparatively lower 2.53% annualized return.


IEMG

YTD

9.96%

1M

10.49%

6M

7.96%

1Y

8.14%

3Y*

7.21%

5Y*

8.17%

10Y*

3.76%

EEMV

YTD

6.10%

1M

6.42%

6M

5.71%

1Y

9.81%

3Y*

5.24%

5Y*

6.77%

10Y*

2.53%

*Annualized

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IEMG vs. EEMV - Expense Ratio Comparison

IEMG has a 0.14% expense ratio, which is lower than EEMV's 0.25% 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%.


Risk-Adjusted Performance

IEMG vs. EEMV — 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 4444
Overall Rank
The Sharpe Ratio Rank of IEMG is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of IEMG is 4646
Sortino Ratio Rank
The Omega Ratio Rank of IEMG is 4242
Omega Ratio Rank
The Calmar Ratio Rank of IEMG is 4444
Calmar Ratio Rank
The Martin Ratio Rank of IEMG is 4545
Martin Ratio Rank

EEMV
The Risk-Adjusted Performance Rank of EEMV is 7373
Overall Rank
The Sharpe Ratio Rank of EEMV is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of EEMV is 7676
Sortino Ratio Rank
The Omega Ratio Rank of EEMV is 7575
Omega Ratio Rank
The Calmar Ratio Rank of EEMV is 7474
Calmar Ratio Rank
The Martin Ratio Rank of EEMV is 6262
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. EEMV - 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 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.


The current IEMG Sharpe Ratio is 0.44, which is lower than the EEMV Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IEMG and EEMV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

IEMG vs. EEMV - Dividend Comparison

IEMG's dividend yield for the trailing twelve months is around 2.91%, less than EEMV's 3.30% yield.


TTM20242023202220212020201920182017201620152014
IEMG
iShares Core MSCI Emerging Markets ETF
2.91%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%2.30%
EEMV
iShares MSCI Emerging Markets Min Vol Factor ETF
3.30%3.50%2.75%1.93%2.14%2.45%2.63%2.46%2.34%2.79%2.55%2.71%

Drawdowns

IEMG vs. EEMV - Drawdown Comparison

The maximum IEMG drawdown since its inception was -38.71%, which is greater than EEMV's maximum drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for IEMG and EEMV. For additional features, visit the drawdowns tool.


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Volatility

IEMG vs. EEMV - Volatility Comparison

iShares Core MSCI Emerging Markets ETF (IEMG) has a higher volatility of 4.18% compared to iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV) at 3.11%. This indicates that IEMG's price experiences larger fluctuations and is considered to be riskier than EEMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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