IEMS.L vs. IAAAX
Compare and contrast key facts about iShares MSCI Emerging Markets Small Cap UCITS ETF (IEMS.L) and Transamerica Asset Allocation Growth Portfolio Fund (IAAAX).
IEMS.L is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Small Cap. It was launched on Mar 6, 2009. IAAAX is managed by Transamerica. It was launched on Feb 28, 2002.
Performance
IEMS.L vs. IAAAX - Performance Comparison
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IEMS.L vs. IAAAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEMS.L iShares MSCI Emerging Markets Small Cap UCITS ETF | 4.87% | 19.35% | 2.60% | 23.28% | -18.98% | 19.00% | 18.41% | 10.59% | -19.12% | 34.91% |
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | -3.55% | 21.45% | 17.37% | 20.04% | -19.24% | 16.14% | 18.87% | 21.75% | -11.48% | 20.17% |
Returns By Period
In the year-to-date period, IEMS.L achieves a 4.87% return, which is significantly higher than IAAAX's -3.55% return. Over the past 10 years, IEMS.L has underperformed IAAAX with an annualized return of 8.26%, while IAAAX has yielded a comparatively higher 9.92% annualized return.
IEMS.L
- 1D
- 4.04%
- 1M
- -2.82%
- YTD
- 4.87%
- 6M
- 6.29%
- 1Y
- 28.58%
- 3Y*
- 14.98%
- 5Y*
- 6.87%
- 10Y*
- 8.26%
IAAAX
- 1D
- 2.97%
- 1M
- -6.10%
- YTD
- -3.55%
- 6M
- -0.47%
- 1Y
- 18.90%
- 3Y*
- 15.86%
- 5Y*
- 7.70%
- 10Y*
- 9.92%
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IEMS.L vs. IAAAX - Expense Ratio Comparison
IEMS.L has a 0.74% expense ratio, which is higher than IAAAX's 0.49% expense ratio.
Return for Risk
IEMS.L vs. IAAAX — Risk / Return Rank
IEMS.L
IAAAX
IEMS.L vs. IAAAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Small Cap UCITS ETF (IEMS.L) and Transamerica Asset Allocation Growth Portfolio Fund (IAAAX). 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.
| IEMS.L | IAAAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 1.08 | +0.50 |
Sortino ratioReturn per unit of downside risk | 2.12 | 1.59 | +0.53 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.57 | +1.00 |
Martin ratioReturn relative to average drawdown | 9.74 | 7.22 | +2.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IEMS.L | IAAAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.08 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.48 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.59 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.40 | +0.11 |
Correlation
The correlation between IEMS.L and IAAAX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
IEMS.L vs. IAAAX - Dividend Comparison
IEMS.L's dividend yield for the trailing twelve months is around 1.78%, less than IAAAX's 7.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEMS.L iShares MSCI Emerging Markets Small Cap UCITS ETF | 1.78% | 1.70% | 1.81% | 2.09% | 2.47% | 1.29% | 1.62% | 2.05% | 2.19% | 1.32% | 2.08% | 0.87% |
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | 7.48% | 7.21% | 5.16% | 2.79% | 8.74% | 8.25% | 4.13% | 9.02% | 19.05% | 11.01% | 8.16% | 9.44% |
Drawdowns
IEMS.L vs. IAAAX - Drawdown Comparison
The maximum IEMS.L drawdown since its inception was -49.94%, smaller than the maximum IAAAX drawdown of -56.57%. Use the drawdown chart below to compare losses from any high point for IEMS.L and IAAAX.
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Drawdown Indicators
| IEMS.L | IAAAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.94% | -56.57% | +6.63% |
Max Drawdown (1Y)Largest decline over 1 year | -12.00% | -12.30% | +0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -27.85% | -29.29% | +1.44% |
Max Drawdown (10Y)Largest decline over 10 years | -49.94% | -35.34% | -14.60% |
Current DrawdownCurrent decline from peak | -5.74% | -7.17% | +1.43% |
Average DrawdownAverage peak-to-trough decline | -11.48% | -9.59% | -1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.67% | +0.19% |
Volatility
IEMS.L vs. IAAAX - Volatility Comparison
iShares MSCI Emerging Markets Small Cap UCITS ETF (IEMS.L) has a higher volatility of 7.77% compared to Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) at 6.16%. This indicates that IEMS.L's price experiences larger fluctuations and is considered to be riskier than IAAAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEMS.L | IAAAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 6.16% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 10.26% | +2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.07% | 17.97% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.99% | 16.29% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.08% | 16.79% | +1.29% |