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

Key characteristics


QATIEMG
YTD Return6.27%11.67%
1Y Return13.80%19.63%
3Y Return (Ann)-0.29%-0.83%
5Y Return (Ann)4.62%4.11%
10Y Return (Ann)0.37%3.90%
Sharpe Ratio1.001.48
Sortino Ratio1.482.13
Omega Ratio1.181.26
Calmar Ratio0.460.82
Martin Ratio3.717.95
Ulcer Index3.77%2.76%
Daily Std Dev14.09%14.76%
Max Drawdown-45.21%-38.72%
Current Drawdown-18.71%-11.56%

Correlation

-0.50.00.51.00.3

The correlation between QAT and IEMG is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

QAT vs. IEMG - Performance Comparison

In the year-to-date period, QAT achieves a 6.27% return, which is significantly lower than IEMG's 11.67% return. Over the past 10 years, QAT has underperformed IEMG with an annualized return of 0.37%, while IEMG has yielded a comparatively higher 3.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.57%
5.67%
QAT
IEMG

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QAT vs. IEMG - Expense Ratio Comparison

QAT has a 0.59% expense ratio, which is higher than IEMG's 0.14% expense ratio.


QAT
iShares MSCI Qatar ETF
Expense ratio chart for QAT: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for IEMG: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

QAT vs. IEMG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Qatar ETF (QAT) 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.


QAT
Sharpe ratio
The chart of Sharpe ratio for QAT, currently valued at 1.00, compared to the broader market0.002.004.006.001.00
Sortino ratio
The chart of Sortino ratio for QAT, currently valued at 1.48, compared to the broader market0.005.0010.001.48
Omega ratio
The chart of Omega ratio for QAT, currently valued at 1.18, compared to the broader market1.001.502.002.503.001.18
Calmar ratio
The chart of Calmar ratio for QAT, currently valued at 0.46, compared to the broader market0.005.0010.0015.0020.000.46
Martin ratio
The chart of Martin ratio for QAT, currently valued at 3.71, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.71
IEMG
Sharpe ratio
The chart of Sharpe ratio for IEMG, currently valued at 1.48, compared to the broader market0.002.004.006.001.48
Sortino ratio
The chart of Sortino ratio for IEMG, currently valued at 2.13, compared to the broader market0.005.0010.002.13
Omega ratio
The chart of Omega ratio for IEMG, currently valued at 1.26, compared to the broader market1.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for IEMG, currently valued at 0.82, compared to the broader market0.005.0010.0015.0020.000.82
Martin ratio
The chart of Martin ratio for IEMG, currently valued at 7.95, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.95

QAT vs. IEMG - Sharpe Ratio Comparison

The current QAT Sharpe Ratio is 1.00, which is lower than the IEMG Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of QAT 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 Ratio-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.00
1.48
QAT
IEMG

Dividends

QAT vs. IEMG - Dividend Comparison

QAT's dividend yield for the trailing twelve months is around 4.19%, more than IEMG's 2.66% yield.


TTM20232022202120202019201820172016201520142013
QAT
iShares MSCI Qatar ETF
4.19%3.92%4.78%2.33%2.63%3.57%4.63%4.10%3.51%4.49%0.00%0.00%
IEMG
iShares Core MSCI Emerging Markets ETF
2.66%2.89%2.71%3.06%1.87%3.14%2.74%2.33%2.26%2.51%2.29%1.75%

Drawdowns

QAT vs. IEMG - Drawdown Comparison

The maximum QAT drawdown since its inception was -45.21%, which is greater than IEMG's maximum drawdown of -38.72%. Use the drawdown chart below to compare losses from any high point for QAT and IEMG. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-18.71%
-11.56%
QAT
IEMG

Volatility

QAT vs. IEMG - Volatility Comparison

iShares MSCI Qatar ETF (QAT) has a higher volatility of 4.70% compared to iShares Core MSCI Emerging Markets ETF (IEMG) at 3.75%. This indicates that QAT's price experiences larger fluctuations and is considered to be riskier than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.70%
3.75%
QAT
IEMG