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

Key characteristics


IEMGITOT
YTD Return1.62%9.84%
1Y Return9.78%33.80%
3Y Return (Ann)-4.53%9.60%
5Y Return (Ann)2.68%14.23%
10Y Return (Ann)3.15%12.52%
Sharpe Ratio0.792.79
Daily Std Dev14.21%12.02%
Max Drawdown-38.72%-55.21%
Current Drawdown-19.52%0.00%

Correlation

0.71
-1.001.00

The correlation between IEMG and ITOT is 0.71, 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.

Performance

IEMG vs. ITOT - Performance Comparison

In the year-to-date period, IEMG achieves a 1.62% return, which is significantly lower than ITOT's 9.84% return. Over the past 10 years, IEMG has underperformed ITOT with an annualized return of 3.15%, while ITOT has yielded a comparatively higher 12.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%OctoberNovemberDecember2024FebruaryMarch
38.18%
339.78%
IEMG
ITOT

Compare stocks, funds, or ETFs


iShares Core MSCI Emerging Markets ETF

iShares Core S&P Total U.S. Stock Market ETF

IEMG vs. ITOT - Expense Ratio Comparison

IEMG has a 0.14% expense ratio, which is higher than ITOT's 0.03% expense ratio.

IEMG
iShares Core MSCI Emerging Markets ETF
0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

IEMG vs. ITOT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets ETF (IEMG) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IEMG
iShares Core MSCI Emerging Markets ETF
0.79
ITOT
iShares Core S&P Total U.S. Stock Market ETF
2.79

IEMG vs. ITOT - Sharpe Ratio Comparison

The current IEMG Sharpe Ratio is 0.79, which is lower than the ITOT Sharpe Ratio of 2.79. The chart below compares the 12-month rolling Sharpe Ratio of IEMG and ITOT.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.79
2.79
IEMG
ITOT

Dividends

IEMG vs. ITOT - Dividend Comparison

IEMG's dividend yield for the trailing twelve months is around 2.84%, more than ITOT's 1.31% yield.


TTM20232022202120202019201820172016201520142013
IEMG
iShares Core MSCI Emerging Markets ETF
2.84%2.89%2.71%3.06%1.87%3.14%2.74%2.33%2.26%2.51%2.29%1.75%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.31%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%2.20%2.06%

Drawdowns

IEMG vs. ITOT - Drawdown Comparison

The maximum IEMG drawdown since its inception was -38.72%, smaller than the maximum ITOT drawdown of -55.21%. The drawdown chart below compares losses from any high point along the way for IEMG and ITOT


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-19.52%
0
IEMG
ITOT

Volatility

IEMG vs. ITOT - Volatility Comparison

iShares Core MSCI Emerging Markets ETF (IEMG) has a higher volatility of 3.25% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 2.84%. This indicates that IEMG's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%OctoberNovemberDecember2024FebruaryMarch
3.25%
2.84%
IEMG
ITOT