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IKO.AX vs. IEM.AX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IKO.AX vs. IEM.AX - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in iShares MSCI South Korea ETF (AU) (IKO.AX) and iShares MSCI Emerging Markets ETF (AU) (IEM.AX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IKO.AX achieves a 63.43% return, which is significantly higher than IEM.AX's 14.42% return. Over the past 10 years, IKO.AX has outperformed IEM.AX with an annualized return of 14.45%, while IEM.AX has yielded a comparatively lower 8.82% annualized return.


IKO.AX

1D
15.70%
1M
-12.89%
6M
31.67%
YTD
63.43%
1Y
122.83%
3Y*
35.70%
5Y*
17.20%
10Y*
14.45%
ALL TIME*
7.71%

IEM.AX

1D
5.80%
1M
-4.29%
6M
8.55%
YTD
14.42%
1Y
24.82%
3Y*
15.46%
5Y*
7.91%
10Y*
8.82%
ALL TIME*
5.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
A$3.57MA$3.23MA$4.07M
A$3.63MA$3.13MA$2.77M

IKO.AX vs. IEM.AX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IKO.AX
iShares MSCI South Korea ETF (AU)
63.43%80.87%-12.63%16.96%-20.13%-2.25%29.64%7.29%-11.42%30.24%
IEM.AX
iShares MSCI Emerging Markets ETF (AU)
14.42%22.71%14.85%6.42%-13.41%1.75%7.24%17.26%-5.17%26.57%

Correlation

The correlation between IKO.AX and IEM.AX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.78

Correlation (3Y)
Balances recent behavior with more history.

0.62

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.60

Correlation (10Y)
Provides a long-term view across more market conditions.

0.63

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2007

0.56

Over the past year, IKO.AX and IEM.AX have become more correlated (0.78) than their long-term average of 0.56, meaning their price movements have been converging.

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Return for Risk

IKO.AX vs. IEM.AX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IKO.AX
IKO.AX Risk / Return Rank: 8484
Overall Rank
IKO.AX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
IKO.AX Sortino Ratio Rank: 7979
Sortino Ratio Rank
IKO.AX Omega Ratio Rank: 8484
Omega Ratio Rank
IKO.AX Calmar Ratio Rank: 8484
Calmar Ratio Rank
IKO.AX Martin Ratio Rank: 8585
Martin Ratio Rank

IEM.AX
IEM.AX Risk / Return Rank: 4747
Overall Rank
IEM.AX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IEM.AX Sortino Ratio Rank: 4444
Sortino Ratio Rank
IEM.AX Omega Ratio Rank: 4949
Omega Ratio Rank
IEM.AX Calmar Ratio Rank: 4848
Calmar Ratio Rank
IEM.AX Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IKO.AX vs. IEM.AX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI South Korea ETF (AU) (IKO.AX) and iShares MSCI Emerging Markets ETF (AU) (IEM.AX). 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.


IKO.AXIEM.AXDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+0.92

Omega ratioGain probability vs. loss probability

1.36

1.23

+0.14

Calmar ratioReturn relative to maximum drawdown

3.22

1.77

+1.45

Martin ratioReturn relative to average drawdown

12.19

5.65

+6.54

IKO.AX vs. IEM.AX - Sharpe Ratio Comparison

The current IKO.AX Sharpe Ratio is 2.19, which is higher than the IEM.AX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of IKO.AX and IEM.AX, 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

IKO.AX vs. IEM.AX - Drawdown Comparison

The maximum IKO.AX drawdown since its inception was -57.74%, which is greater than IEM.AX's maximum drawdown of -43.82%. Use the drawdown chart below to compare losses from any high point for IKO.AX and IEM.AX.


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Drawdown Indicators


IKO.AXIEM.AXDifference

Max Drawdown

Largest peak-to-trough decline

-57.74%

-43.82%

-13.92%

Max Drawdown (1Y)

Largest decline over 1 year

-33.98%

-12.94%

-21.04%

Max Drawdown (3Y)

Largest decline over 3 years

-33.98%

-12.94%

-21.04%

Max Drawdown (5Y)

Largest decline over 5 years

-39.03%

-25.12%

-13.91%

Max Drawdown (10Y)

Largest decline over 10 years

-39.50%

-27.57%

-11.93%

Current Drawdown

Current decline from peak

-22.53%

-7.89%

-14.64%

Average Drawdown

Average peak-to-trough decline

-17.31%

-12.22%

-5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.12%

4.11%

+5.01%

Volatility

IKO.AX vs. IEM.AX - Volatility Comparison

iShares MSCI South Korea ETF (AU) (IKO.AX) has a higher volatility of 26.54% compared to iShares MSCI Emerging Markets ETF (AU) (IEM.AX) at 10.22%. This indicates that IKO.AX's price experiences larger fluctuations and is considered to be riskier than IEM.AX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IKO.AXIEM.AXDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.54%

10.22%

+16.32%

Volatility (6M)

Calculated over the trailing 6-month period

46.33%

18.55%

+27.78%

Volatility (1Y)

Calculated over the trailing 1-year period

49.96%

19.91%

+30.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.56%

15.82%

+12.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.31%

15.71%

+8.60%

IKO.AX vs. IEM.AX - Expense Ratio Comparison

IKO.AX has a 0.45% expense ratio, which is lower than IEM.AX's 0.69% expense ratio.


Dividends

IKO.AX vs. IEM.AX - Dividend Comparison

IKO.AX's dividend yield for the trailing twelve months is around 5.88%, more than IEM.AX's 0.81% yield.


PositionTTM20252024202320222021202020192018201720162015
IEM.AX
iShares MSCI Emerging Markets ETF (AU)
0.81%0.89%0.66%1.16%3.38%2.36%1.28%3.45%1.06%2.28%0.00%0.00%
IKO.AX
iShares MSCI South Korea ETF (AU)
5.88%0.93%3.03%1.08%1.86%0.87%1.84%1.44%0.00%0.75%1.85%1.07%

Frequently Asked Questions


IKO.AX and IEM.AX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IKO.AX is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IKO.AX is cheaper with a 0.45% expense ratio, compared with 0.69% for IEM.AX.

IKO.AX is categorized as Global Equities, while IEM.AX is Emerging Markets Equities. IKO.AX tracks iShares MSCI South Korea Index, while IEM.AX tracks MSCI Emerging Markets Index. Their fees differ too: 0.45% for IKO.AX and 0.69% for IEM.AX.

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