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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEMS.L or IAAAX.
Key characteristics
| IEMS.L | IAAAX | |
|---|---|---|
| YTD Return | 7.28% | 14.52% |
| 1Y Return | 13.11% | 21.81% |
| 3Y Return (Ann) | 2.08% | 3.95% |
| 5Y Return (Ann) | 9.95% | 10.25% |
| 10Y Return (Ann) | 4.57% | 8.07% |
| Sharpe Ratio | 0.97 | 1.83 |
| Daily Std Dev | 13.96% | 12.56% |
| Max Drawdown | -49.93% | -56.57% |
| Current Drawdown | -1.93% | -1.23% |
Correlation
The correlation between IEMS.L and IAAAX is 0.54, 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.
Performance
IEMS.L vs. IAAAX - Performance Comparison
In the year-to-date period, IEMS.L achieves a 7.28% return, which is significantly lower than IAAAX's 14.52% return. Over the past 10 years, IEMS.L has underperformed IAAAX with an annualized return of 4.57%, while IAAAX has yielded a comparatively higher 8.07% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
IEMS.L vs. IAAAX - Risk-Adjusted Performance 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.
Dividends
IEMS.L vs. IAAAX - Dividend Comparison
IEMS.L's dividend yield for the trailing twelve months is around 1.73%, less than IAAAX's 2.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEMS.L iShares MSCI Emerging Markets Small Cap UCITS ETF | 1.73% | 2.09% | 2.47% | 1.29% | 1.62% | 2.05% | 2.19% | 1.32% | 2.08% | 0.87% | 1.65% | 1.67% |
IAAAX Transamerica Asset Allocation Growth Portfolio Fund | 2.44% | 2.79% | 8.74% | 8.25% | 4.13% | 9.02% | 19.05% | 11.01% | 8.16% | 9.44% | 7.89% | 2.00% |
Drawdowns
IEMS.L vs. IAAAX - Drawdown Comparison
The maximum IEMS.L drawdown since its inception was -49.93%, 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. For additional features, visit the drawdowns tool.
Volatility
IEMS.L vs. IAAAX - Volatility Comparison
iShares MSCI Emerging Markets Small Cap UCITS ETF (IEMS.L) and Transamerica Asset Allocation Growth Portfolio Fund (IAAAX) have volatilities of 3.90% and 4.03%, 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.