URTH vs. EEM
Compare and contrast key facts about iShares MSCI World ETF (URTH) and iShares MSCI Emerging Markets ETF (EEM).
URTH and EEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. URTH is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Jan 10, 2012. EEM is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Index. It was launched on Apr 11, 2003. Both URTH and EEM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: URTH or EEM.
Key characteristics
| URTH | EEM | |
|---|---|---|
| YTD Return | 18.87% | 13.14% |
| 1Y Return | 36.92% | 25.58% |
| 3Y Return (Ann) | 7.21% | -1.59% |
| 5Y Return (Ann) | 12.67% | 3.52% |
| 10Y Return (Ann) | 10.23% | 2.92% |
| Sharpe Ratio | 3.27 | 1.74 |
| Sortino Ratio | 4.41 | 2.48 |
| Omega Ratio | 1.60 | 1.31 |
| Calmar Ratio | 3.16 | 0.81 |
| Martin Ratio | 21.33 | 9.46 |
| Ulcer Index | 1.81% | 2.84% |
| Daily Std Dev | 11.82% | 15.46% |
| Max Drawdown | -34.01% | -66.44% |
| Current Drawdown | -1.07% | -15.88% |
Correlation
The correlation between URTH and EEM is 0.67, 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
URTH vs. EEM - Performance Comparison
In the year-to-date period, URTH achieves a 18.87% return, which is significantly higher than EEM's 13.14% return. Over the past 10 years, URTH has outperformed EEM with an annualized return of 10.23%, while EEM has yielded a comparatively lower 2.92% 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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URTH vs. EEM - Expense Ratio Comparison
URTH has a 0.24% expense ratio, which is lower than EEM's 0.68% expense ratio.
Risk-Adjusted Performance
URTH vs. EEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) and iShares MSCI Emerging Markets ETF (EEM). 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
URTH vs. EEM - Dividend Comparison
URTH's dividend yield for the trailing twelve months is around 1.45%, less than EEM's 2.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 1.45% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% | 2.31% | 1.04% |
EEM iShares MSCI Emerging Markets ETF | 2.30% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.22% | 1.87% | 1.88% | 2.48% | 2.22% | 2.04% |
Drawdowns
URTH vs. EEM - Drawdown Comparison
The maximum URTH drawdown since its inception was -34.01%, smaller than the maximum EEM drawdown of -66.44%. Use the drawdown chart below to compare losses from any high point for URTH and EEM. For additional features, visit the drawdowns tool.
Volatility
URTH vs. EEM - Volatility Comparison
The current volatility for iShares MSCI World ETF (URTH) is 2.65%, while iShares MSCI Emerging Markets ETF (EEM) has a volatility of 4.79%. This indicates that URTH experiences smaller price fluctuations and is considered to be less risky than EEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.