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

Correlation

The correlation between IXUS and IEMG is 0.70, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

IXUS vs. IEMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI Total International Stock ETF (IXUS) and iShares Core MSCI Emerging Markets ETF (IEMG). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
101.77%
49.20%
IXUS
IEMG

Key characteristics

Sharpe Ratio

IXUS:

0.63

IEMG:

0.47

Sortino Ratio

IXUS:

1.00

IEMG:

0.80

Omega Ratio

IXUS:

1.13

IEMG:

1.10

Calmar Ratio

IXUS:

0.78

IEMG:

0.38

Martin Ratio

IXUS:

2.47

IEMG:

1.52

Ulcer Index

IXUS:

4.32%

IEMG:

5.80%

Daily Std Dev

IXUS:

17.07%

IEMG:

18.70%

Max Drawdown

IXUS:

-36.22%

IEMG:

-38.71%

Current Drawdown

IXUS:

-1.49%

IEMG:

-13.17%

Returns By Period

In the year-to-date period, IXUS achieves a 7.70% return, which is significantly higher than IEMG's 2.95% return. Over the past 10 years, IXUS has outperformed IEMG with an annualized return of 4.74%, while IEMG has yielded a comparatively lower 2.84% annualized return.


IXUS

YTD

7.70%

1M

0.34%

6M

3.58%

1Y

11.10%

5Y*

10.85%

10Y*

4.74%

IEMG

YTD

2.95%

1M

-1.95%

6M

-2.50%

1Y

8.22%

5Y*

7.78%

10Y*

2.84%

*Annualized

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IXUS vs. IEMG - Expense Ratio Comparison

IXUS has a 0.09% expense ratio, which is lower than IEMG's 0.14% 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%.


Expense ratio chart for IEMG: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IEMG: 0.14%
Expense ratio chart for IXUS: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IXUS: 0.09%

Risk-Adjusted Performance

IXUS vs. IEMG — Risk-Adjusted Performance Rank

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

IXUS
The Risk-Adjusted Performance Rank of IXUS is 6767
Overall Rank
The Sharpe Ratio Rank of IXUS is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of IXUS is 6565
Sortino Ratio Rank
The Omega Ratio Rank of IXUS is 6363
Omega Ratio Rank
The Calmar Ratio Rank of IXUS is 7676
Calmar Ratio Rank
The Martin Ratio Rank of IXUS is 6666
Martin Ratio Rank

IEMG
The Risk-Adjusted Performance Rank of IEMG is 5252
Overall Rank
The Sharpe Ratio Rank of IEMG is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of IEMG is 5555
Sortino Ratio Rank
The Omega Ratio Rank of IEMG is 5252
Omega Ratio Rank
The Calmar Ratio Rank of IEMG is 5151
Calmar Ratio Rank
The Martin Ratio Rank of IEMG is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IXUS vs. IEMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Total International Stock ETF (IXUS) and iShares Core MSCI Emerging Markets ETF (IEMG). 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.


The chart of Sharpe ratio for IXUS, currently valued at 0.63, compared to the broader market-1.000.001.002.003.004.00
IXUS: 0.63
IEMG: 0.47
The chart of Sortino ratio for IXUS, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.00
IXUS: 1.00
IEMG: 0.80
The chart of Omega ratio for IXUS, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
IXUS: 1.13
IEMG: 1.10
The chart of Calmar ratio for IXUS, currently valued at 0.78, compared to the broader market0.002.004.006.008.0010.0012.00
IXUS: 0.78
IEMG: 0.38
The chart of Martin ratio for IXUS, currently valued at 2.47, compared to the broader market0.0020.0040.0060.00
IXUS: 2.47
IEMG: 1.52

The current IXUS Sharpe Ratio is 0.63, which is higher than the IEMG Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of IXUS and IEMG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.63
0.47
IXUS
IEMG

Dividends

IXUS vs. IEMG - Dividend Comparison

IXUS's dividend yield for the trailing twelve months is around 3.09%, which matches IEMG's 3.11% yield.


TTM20242023202220212020201920182017201620152014
IXUS
iShares Core MSCI Total International Stock ETF
3.09%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.40%2.58%2.81%2.95%
IEMG
iShares Core MSCI Emerging Markets ETF
3.11%3.20%2.89%2.70%3.06%1.87%3.15%2.76%2.34%2.28%2.52%2.30%

Drawdowns

IXUS vs. IEMG - Drawdown Comparison

The maximum IXUS drawdown since its inception was -36.22%, smaller than the maximum IEMG drawdown of -38.71%. Use the drawdown chart below to compare losses from any high point for IXUS and IEMG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.49%
-13.17%
IXUS
IEMG

Volatility

IXUS vs. IEMG - Volatility Comparison

iShares Core MSCI Total International Stock ETF (IXUS) and iShares Core MSCI Emerging Markets ETF (IEMG) have volatilities of 11.40% and 11.18%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.40%
11.18%
IXUS
IEMG