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REMG vs. RINT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

REMG vs. RINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Emerging Markets Equity ETF (REMG) and Russell Investments International Developed Equity ETF (RINT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, REMG achieves a 29.45% return, which is significantly higher than RINT's 8.39% return.


REMG

1D
-1.25%
1M
9.88%
YTD
29.45%
6M
32.57%
1Y
59.26%
3Y*
5Y*
10Y*

RINT

1D
-0.77%
1M
3.99%
YTD
8.39%
6M
11.05%
1Y
21.90%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

REMG vs. RINT - Yearly Performance Comparison


Correlation

The correlation between REMG and RINT is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jun 2, 2025

0.78

The correlation between REMG and RINT has been stable across timeframes, ranging from 0.78 to 0.79 - a consistent structural relationship.

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Return for Risk

REMG vs. RINT — Risk / Return Rank

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

REMG
REMG Risk / Return Rank: 8484
Overall Rank
REMG Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
REMG Sortino Ratio Rank: 8484
Sortino Ratio Rank
REMG Omega Ratio Rank: 8585
Omega Ratio Rank
REMG Calmar Ratio Rank: 8282
Calmar Ratio Rank
REMG Martin Ratio Rank: 8484
Martin Ratio Rank

RINT
RINT Risk / Return Rank: 4242
Overall Rank
RINT Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
RINT Sortino Ratio Rank: 4343
Sortino Ratio Rank
RINT Omega Ratio Rank: 4444
Omega Ratio Rank
RINT Calmar Ratio Rank: 3838
Calmar Ratio Rank
RINT Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

REMG vs. RINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Emerging Markets Equity ETF (REMG) and Russell Investments International Developed Equity ETF (RINT). 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.


REMGRINTDifference

Sharpe ratio

Return per unit of total volatility

2.88

1.49

+1.39

Sortino ratio

Return per unit of downside risk

3.71

2.12

+1.59

Omega ratio

Gain probability vs. loss probability

1.51

1.27

+0.24

Calmar ratio

Return relative to maximum drawdown

4.21

1.85

+2.37

Martin ratio

Return relative to average drawdown

17.07

6.94

+10.13

REMG vs. RINT - Sharpe Ratio Comparison

The current REMG Sharpe Ratio is 2.88, which is higher than the RINT Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of REMG and RINT, 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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Sharpe Ratios by Period


REMGRINTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.88

1.49

+1.39

Sharpe Ratio (All Time)

Calculated using the full available price history

2.93

1.72

+1.21

Drawdowns

REMG vs. RINT - Drawdown Comparison

The maximum REMG drawdown since its inception was -14.13%, which is greater than RINT's maximum drawdown of -11.91%. Use the drawdown chart below to compare losses from any high point for REMG and RINT.


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Drawdown Indicators


REMGRINTDifference

Max Drawdown

Largest peak-to-trough decline

-14.13%

-11.91%

-2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-14.13%

-11.91%

-2.22%

Current Drawdown

Current decline from peak

-1.25%

-0.86%

-0.39%

Average Drawdown

Average peak-to-trough decline

-1.94%

-1.82%

-0.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.48%

3.16%

+0.32%

Volatility

REMG vs. RINT - Volatility Comparison

Russell Investments Emerging Markets Equity ETF (REMG) has a higher volatility of 8.89% compared to Russell Investments International Developed Equity ETF (RINT) at 4.31%. This indicates that REMG's price experiences larger fluctuations and is considered to be riskier than RINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


REMGRINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

4.31%

+4.58%

Volatility (6M)

Calculated over the trailing 6-month period

17.92%

12.36%

+5.56%

Volatility (1Y)

Calculated over the trailing 1-year period

20.66%

14.79%

+5.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.62%

14.64%

+5.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

14.64%

+5.98%

REMG vs. RINT - Expense Ratio Comparison

REMG has a 0.64% expense ratio, which is higher than RINT's 0.49% expense ratio.


Dividends

REMG vs. RINT - Dividend Comparison

REMG's dividend yield for the trailing twelve months is around 1.06%, more than RINT's 0.82% yield.


Frequently Asked Questions


REMG and RINT have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REMG has higher volatility (8.89%) compared to RINT (4.31%). In terms of maximum drawdown, REMG dropped -14.13% vs RINT's -11.91%.

On 1-year performance, REMG leads with 59.26% vs 21.90% for RINT. On fees, RINT is cheaper at 0.49% per year. On volatility, RINT has been the lower-risk option at 4.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, REMG has performed better with a 59.26% return vs 21.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RINT is cheaper with a 0.49% expense ratio, compared with 0.64% for REMG.

REMG has the higher dividend yield at 1.06%, compared with 0.82% for RINT.

REMG is categorized as Emerging Markets Diversified, while RINT is Foreign Large Cap Equities. Their fees differ too: 0.64% for REMG and 0.49% for RINT.

REMG currently has the higher Sharpe Ratio (2.88 vs 1.49), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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