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IEMG vs. TBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEMG vs. TBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Emerging Markets ETF (IEMG) and F/m US Treasury 3 Month Bill ETF (TBIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEMG achieves a 22.84% return, which is significantly higher than TBIL's 1.61% return.


IEMG

1D
0.61%
1M
0.34%
YTD
22.84%
6M
25.59%
1Y
44.83%
3Y*
21.33%
5Y*
7.15%
10Y*
10.42%

TBIL

1D
0.03%
1M
0.32%
YTD
1.61%
6M
1.78%
1Y
3.91%
3Y*
4.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEMG vs. TBIL - Yearly Performance Comparison


2026 (YTD)2025202420232022
IEMG
iShares Core MSCI Emerging Markets ETF
22.84%32.56%6.50%11.52%-3.78%
TBIL
F/m US Treasury 3 Month Bill ETF
1.61%4.19%5.15%5.12%1.29%

Correlation

The correlation between IEMG and TBIL is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.04

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Return for Risk

IEMG vs. TBIL — Risk / Return Rank

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

IEMG
IEMG Risk / Return Rank: 7373
Overall Rank
IEMG Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 6767
Sortino Ratio Rank
IEMG Omega Ratio Rank: 7676
Omega Ratio Rank
IEMG Calmar Ratio Rank: 7373
Calmar Ratio Rank
IEMG Martin Ratio Rank: 7373
Martin Ratio Rank

TBIL
TBIL Risk / Return Rank: 100100
Overall Rank
TBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
TBIL Omega Ratio Rank: 100100
Omega Ratio Rank
TBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
TBIL Martin Ratio Rank: 100100
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. TBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets ETF (IEMG) and F/m US Treasury 3 Month Bill ETF (TBIL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IEMGTBILDifference
Sharpe ratioReturn per unit of total volatility

-11.85

Sortino ratioReturn per unit of downside risk

-56.05

Omega ratioGain probability vs. loss probability

1.39

17.24

-15.86

Calmar ratioReturn relative to maximum drawdown

3.23

197.88

-194.65

Martin ratioReturn relative to average drawdown

11.89

939.34

-927.45

IEMG vs. TBIL - Sharpe Ratio Comparison

The current IEMG Sharpe Ratio is 2.03, which is lower than the TBIL Sharpe Ratio of 13.87. The chart below compares the historical Sharpe Ratios of IEMG and TBIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IEMG vs. TBIL - Drawdown Comparison

The maximum IEMG drawdown since its inception was -38.71%, which is greater than TBIL's maximum drawdown of -0.10%. Use the drawdown chart below to compare losses from any high point for IEMG and TBIL.


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Drawdown Indicators


IEMGTBILDifference

Max Drawdown

Largest peak-to-trough decline

-38.71%

-0.10%

-38.61%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-0.02%

-13.19%

Max Drawdown (3Y)

Largest decline over 3 years

-17.21%

-0.02%

-17.19%

Max Drawdown (5Y)

Largest decline over 5 years

-35.75%

Max Drawdown (10Y)

Largest decline over 10 years

-38.71%

Current Drawdown

Current decline from peak

-3.98%

0.00%

-3.98%

Average Drawdown

Average peak-to-trough decline

-12.95%

-0.00%

-12.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

0.00%

+3.59%

Volatility

IEMG vs. TBIL - Volatility Comparison

iShares Core MSCI Emerging Markets ETF (IEMG) has a higher volatility of 10.60% compared to F/m US Treasury 3 Month Bill ETF (TBIL) at 0.07%. This indicates that IEMG's price experiences larger fluctuations and is considered to be riskier than TBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEMGTBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.60%

0.07%

+10.53%

Volatility (6M)

Calculated over the trailing 6-month period

18.89%

0.19%

+18.70%

Volatility (1Y)

Calculated over the trailing 1-year period

21.08%

0.29%

+20.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.73%

0.32%

+18.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.17%

0.32%

+19.85%

IEMG vs. TBIL - Expense Ratio Comparison

IEMG has a 0.09% expense ratio, which is lower than TBIL's 0.15% 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%.


Dividends

IEMG vs. TBIL - Dividend Comparison

IEMG's dividend yield for the trailing twelve months is around 2.24%, less than TBIL's 3.82% yield.


PositionTTM20252024202320222021202020192018201720162015
IEMG
iShares Core MSCI Emerging Markets ETF
2.24%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%
TBIL
F/m US Treasury 3 Month Bill ETF
3.82%4.07%5.02%5.00%1.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IEMG and TBIL have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEMG has higher volatility (10.60%) compared to TBIL (0.07%). In terms of maximum drawdown, IEMG dropped -38.71% vs TBIL's -0.10%.

On 3-year performance, IEMG leads with 21.33% vs 4.63% for TBIL. On fees, IEMG is cheaper at 0.09% per year. On volatility, TBIL has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IEMG has performed better with a 21.33% return vs 4.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEMG is cheaper with a 0.09% expense ratio, compared with 0.15% for TBIL.

TBIL has the higher dividend yield at 3.82%, compared with 2.24% for IEMG.

IEMG is categorized as Emerging Markets Diversified, while TBIL is Ultrashort Bond. IEMG tracks MSCI Emerging Markets Investable Market Index (USD) (Net), while TBIL tracks Bloomberg US Treasury Bellwether 3M Total Return USD Unhedged Index. They also come from different issuers: iShares and F/m Investments. Their fees differ too: 0.09% for IEMG and 0.15% for TBIL.

TBIL currently has the higher Sharpe Ratio (13.87 vs 2.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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