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

Key characteristics


IEMGVWO
YTD Return1.62%1.38%
1Y Return9.78%7.90%
3Y Return (Ann)-4.53%-3.92%
5Y Return (Ann)2.68%2.75%
10Y Return (Ann)3.15%3.27%
Sharpe Ratio0.790.67
Daily Std Dev14.21%13.78%
Max Drawdown-38.72%-67.68%
Current Drawdown-19.52%-18.39%

Correlation

0.99
-1.001.00

The correlation between IEMG and VWO is 0.99, 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. VWO - Performance Comparison

In the year-to-date period, IEMG achieves a 1.62% return, which is significantly higher than VWO's 1.38% return. Both investments have delivered pretty close results over the past 10 years, with IEMG having a 3.15% annualized return and VWO not far ahead at 3.27%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%25.00%30.00%35.00%40.00%OctoberNovemberDecember2024FebruaryMarch
38.18%
37.03%
IEMG
VWO

Compare stocks, funds, or ETFs


iShares Core MSCI Emerging Markets ETF

Vanguard FTSE Emerging Markets ETF

IEMG vs. VWO - Expense Ratio Comparison

IEMG has a 0.14% expense ratio, which is higher than VWO's 0.08% expense ratio.

IEMG
iShares Core MSCI Emerging Markets ETF
0.50%1.00%1.50%2.00%0.14%
0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

IEMG vs. VWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets ETF (IEMG) and Vanguard FTSE Emerging Markets ETF (VWO). 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
VWO
Vanguard FTSE Emerging Markets ETF
0.67

IEMG vs. VWO - Sharpe Ratio Comparison

The current IEMG Sharpe Ratio is 0.79, which roughly equals the VWO Sharpe Ratio of 0.67. The chart below compares the 12-month rolling Sharpe Ratio of IEMG and VWO.


Rolling 12-month Sharpe Ratio-0.200.000.200.400.600.801.00OctoberNovemberDecember2024FebruaryMarch
0.79
0.67
IEMG
VWO

Dividends

IEMG vs. VWO - Dividend Comparison

IEMG's dividend yield for the trailing twelve months is around 2.84%, less than VWO's 3.50% 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%
VWO
Vanguard FTSE Emerging Markets ETF
3.50%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%

Drawdowns

IEMG vs. VWO - Drawdown Comparison

The maximum IEMG drawdown since its inception was -38.72%, smaller than the maximum VWO drawdown of -67.68%. The drawdown chart below compares losses from any high point along the way for IEMG and VWO


-30.00%-28.00%-26.00%-24.00%-22.00%-20.00%-18.00%OctoberNovemberDecember2024FebruaryMarch
-19.52%
-18.39%
IEMG
VWO

Volatility

IEMG vs. VWO - Volatility Comparison

iShares Core MSCI Emerging Markets ETF (IEMG) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 3.25% and 3.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.25%
3.16%
IEMG
VWO