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IEMG vs. EMSF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEMG vs. EMSF - Performance Comparison

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

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IEMG vs. EMSF - Yearly Performance Comparison


2026 (YTD)202520242023
IEMG
iShares Core MSCI Emerging Markets ETF
3.76%32.56%6.50%6.94%
EMSF
Matthews Emerging Markets Sustainable Future Active ETF
9.54%19.20%-3.09%1.88%

Returns By Period

In the year-to-date period, IEMG achieves a 3.76% return, which is significantly lower than EMSF's 9.54% return.


IEMG

1D
3.61%
1M
-9.13%
YTD
3.76%
6M
7.65%
1Y
33.09%
3Y*
16.07%
5Y*
4.37%
10Y*
8.23%

EMSF

1D
4.37%
1M
-9.73%
YTD
9.54%
6M
8.20%
1Y
30.75%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IEMG vs. EMSF - Expense Ratio Comparison

IEMG has a 0.09% expense ratio, which is lower than EMSF's 0.79% expense ratio.


Return for Risk

IEMG vs. EMSF — Risk / Return Rank

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

IEMG
IEMG Risk / Return Rank: 8686
Overall Rank
IEMG Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 8787
Sortino Ratio Rank
IEMG Omega Ratio Rank: 8686
Omega Ratio Rank
IEMG Calmar Ratio Rank: 8686
Calmar Ratio Rank
IEMG Martin Ratio Rank: 8686
Martin Ratio Rank

EMSF
EMSF Risk / Return Rank: 6969
Overall Rank
EMSF Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EMSF Sortino Ratio Rank: 6868
Sortino Ratio Rank
EMSF Omega Ratio Rank: 6565
Omega Ratio Rank
EMSF Calmar Ratio Rank: 7676
Calmar Ratio Rank
EMSF Martin Ratio Rank: 6868
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. EMSF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets ETF (IEMG) and Matthews Emerging Markets Sustainable Future Active ETF (EMSF). 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.


IEMGEMSFDifference

Sharpe ratio

Return per unit of total volatility

1.68

1.26

+0.42

Sortino ratio

Return per unit of downside risk

2.27

1.74

+0.54

Omega ratio

Gain probability vs. loss probability

1.34

1.24

+0.09

Calmar ratio

Return relative to maximum drawdown

2.48

2.05

+0.43

Martin ratio

Return relative to average drawdown

9.61

6.96

+2.65

IEMG vs. EMSF - Sharpe Ratio Comparison

The current IEMG Sharpe Ratio is 1.68, which is higher than the EMSF Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of IEMG and EMSF, 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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Sharpe Ratios by Period


IEMGEMSFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.68

1.26

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.49

-0.21

Correlation

The correlation between IEMG and EMSF is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IEMG vs. EMSF - Dividend Comparison

IEMG's dividend yield for the trailing twelve months is around 2.65%, more than EMSF's 1.72% yield.


TTM20252024202320222021202020192018201720162015
IEMG
iShares Core MSCI Emerging Markets ETF
2.65%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%
EMSF
Matthews Emerging Markets Sustainable Future Active ETF
1.72%1.88%3.29%0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IEMG vs. EMSF - Drawdown Comparison

The maximum IEMG drawdown since its inception was -38.71%, which is greater than EMSF's maximum drawdown of -24.75%. Use the drawdown chart below to compare losses from any high point for IEMG and EMSF.


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Drawdown Indicators


IEMGEMSFDifference

Max Drawdown

Largest peak-to-trough decline

-38.71%

-24.75%

-13.96%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-14.57%

+1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-35.93%

Max Drawdown (10Y)

Largest decline over 10 years

-38.71%

Current Drawdown

Current decline from peak

-10.08%

-10.83%

+0.75%

Average Drawdown

Average peak-to-trough decline

-13.11%

-5.96%

-7.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.41%

4.29%

-0.88%

Volatility

IEMG vs. EMSF - Volatility Comparison

The current volatility for iShares Core MSCI Emerging Markets ETF (IEMG) is 10.48%, while Matthews Emerging Markets Sustainable Future Active ETF (EMSF) has a volatility of 12.64%. This indicates that IEMG experiences smaller price fluctuations and is considered to be less risky than EMSF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEMGEMSFDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.48%

12.64%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

14.67%

19.40%

-4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

19.78%

24.55%

-4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.91%

21.79%

-3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.84%

21.79%

-1.95%