IEMG vs. ITOT
Compare and contrast key facts about iShares Core MSCI Emerging Markets ETF (IEMG) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
IEMG and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEMG is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on Oct 18, 2012. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. Both IEMG and ITOT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEMG or ITOT.
Performance
IEMG vs. ITOT - Performance Comparison
Returns By Period
In the year-to-date period, IEMG achieves a 8.35% return, which is significantly lower than ITOT's 24.85% return. Over the past 10 years, IEMG has underperformed ITOT with an annualized return of 3.32%, while ITOT has yielded a comparatively higher 12.72% annualized return.
IEMG
8.35%
-4.77%
1.02%
12.58%
3.88%
3.32%
ITOT
24.85%
1.81%
12.62%
32.80%
14.94%
12.72%
Key characteristics
| IEMG | ITOT | |
|---|---|---|
| Sharpe Ratio | 0.79 | 2.58 |
| Sortino Ratio | 1.20 | 3.45 |
| Omega Ratio | 1.15 | 1.48 |
| Calmar Ratio | 0.47 | 3.81 |
| Martin Ratio | 3.79 | 16.49 |
| Ulcer Index | 3.14% | 1.96% |
| Daily Std Dev | 15.00% | 12.56% |
| Max Drawdown | -38.72% | -55.21% |
| Current Drawdown | -14.18% | -1.49% |
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IEMG vs. ITOT - Expense Ratio Comparison
IEMG has a 0.14% expense ratio, which is higher than ITOT's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between IEMG and ITOT is 0.70, 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.
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.
Dividends
IEMG vs. ITOT - Dividend Comparison
IEMG's dividend yield for the trailing twelve months is around 2.74%, more than ITOT's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEMG iShares Core MSCI Emerging Markets ETF | 2.74% | 2.89% | 2.70% | 3.06% | 1.87% | 3.15% | 2.76% | 2.34% | 2.28% | 2.52% | 2.30% | 1.76% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.22% | 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%. Use the drawdown chart below to compare losses from any high point for IEMG and ITOT. For additional features, visit the drawdowns tool.
Volatility
IEMG vs. ITOT - Volatility Comparison
iShares Core MSCI Emerging Markets ETF (IEMG) has a higher volatility of 4.61% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.27%. 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.