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WUTI.AS vs. IEMG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WUTI.AS vs. IEMG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI World Utilities UCITS ETF (WUTI.AS) and iShares Core MSCI Emerging Markets ETF (IEMG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WUTI.AS is traded in EUR, while IEMG is traded in USD. To make them comparable, the IEMG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, WUTI.AS achieves a 5.41% return, which is significantly lower than IEMG's 26.40% return. Over the past 10 years, WUTI.AS has underperformed IEMG with an annualized return of 8.29%, while IEMG has yielded a comparatively higher 9.97% annualized return.


WUTI.AS

1D
-1.57%
1M
-5.07%
YTD
5.41%
6M
4.50%
1Y
12.22%
3Y*
11.62%
5Y*
9.79%
10Y*
8.29%

IEMG

1D
-1.12%
1M
5.51%
YTD
26.40%
6M
27.77%
1Y
46.73%
3Y*
19.92%
5Y*
8.36%
10Y*
9.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WUTI.AS vs. IEMG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WUTI.AS
SPDR MSCI World Utilities UCITS ETF
5.41%11.17%20.70%-3.59%2.39%19.69%-4.50%24.65%7.03%-0.04%
IEMG
iShares Core MSCI Emerging Markets ETF
26.40%16.83%13.53%8.18%-15.02%6.79%8.15%20.48%-10.93%20.50%

Correlation

The correlation between WUTI.AS and IEMG is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2012

0.24

The correlation between WUTI.AS and IEMG shifts across timeframes, from 0.08 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WUTI.AS vs. IEMG — Risk / Return Rank

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

WUTI.AS
WUTI.AS Risk / Return Rank: 2929
Overall Rank
WUTI.AS Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
WUTI.AS Sortino Ratio Rank: 2727
Sortino Ratio Rank
WUTI.AS Omega Ratio Rank: 2626
Omega Ratio Rank
WUTI.AS Calmar Ratio Rank: 3535
Calmar Ratio Rank
WUTI.AS Martin Ratio Rank: 3131
Martin Ratio Rank

IEMG
IEMG Risk / Return Rank: 7777
Overall Rank
IEMG Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 7575
Sortino Ratio Rank
IEMG Omega Ratio Rank: 7979
Omega Ratio Rank
IEMG Calmar Ratio Rank: 7676
Calmar Ratio Rank
IEMG Martin Ratio Rank: 7676
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.

WUTI.AS vs. IEMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Utilities UCITS ETF (WUTI.AS) 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.


WUTI.ASIEMGDifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-2.01

Omega ratioGain probability vs. loss probability

1.17

1.48

-0.31

Calmar ratioReturn relative to maximum drawdown

1.68

4.44

-2.76

Martin ratioReturn relative to average drawdown

4.58

16.21

-11.63

WUTI.AS vs. IEMG - Sharpe Ratio Comparison

The current WUTI.AS Sharpe Ratio is 0.99, which is lower than the IEMG Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of WUTI.AS and IEMG, 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


WUTI.ASIEMGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.59

-1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.50

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.52

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.40

+0.03

Drawdowns

WUTI.AS vs. IEMG - Drawdown Comparison

The maximum WUTI.AS drawdown since its inception was -33.51%, roughly equal to the maximum IEMG drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for WUTI.AS and IEMG.


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Drawdown Indicators


WUTI.ASIEMGDifference

Max Drawdown

Largest peak-to-trough decline

-33.51%

-34.49%

+0.98%

Max Drawdown (1Y)

Largest decline over 1 year

-7.21%

-10.58%

+3.37%

Max Drawdown (3Y)

Largest decline over 3 years

-12.60%

-17.88%

+5.28%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

-22.55%

-0.44%

Max Drawdown (10Y)

Largest decline over 10 years

-33.51%

-32.63%

-0.88%

Current Drawdown

Current decline from peak

-7.14%

-2.17%

-4.97%

Average Drawdown

Average peak-to-trough decline

-7.59%

-9.17%

+1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.89%

-0.24%

Volatility

WUTI.AS vs. IEMG - Volatility Comparison

The current volatility for SPDR MSCI World Utilities UCITS ETF (WUTI.AS) is 4.31%, while iShares Core MSCI Emerging Markets ETF (IEMG) has a volatility of 7.50%. This indicates that WUTI.AS experiences smaller price fluctuations and is considered to be less risky than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WUTI.ASIEMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

7.50%

-3.19%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

15.44%

-5.45%

Volatility (1Y)

Calculated over the trailing 1-year period

12.17%

18.13%

-5.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

16.66%

-2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.42%

19.18%

-2.76%

WUTI.AS vs. IEMG - Expense Ratio Comparison

WUTI.AS has a 0.30% expense ratio, which is higher than IEMG's 0.09% expense ratio.


Dividends

WUTI.AS vs. IEMG - Dividend Comparison

WUTI.AS has not paid dividends to shareholders, while IEMG's dividend yield for the trailing twelve months is around 2.20%.


PositionTTM20252024202320222021202020192018201720162015
IEMG
iShares Core MSCI Emerging Markets ETF
2.20%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%
WUTI.AS
SPDR MSCI World Utilities UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WUTI.AS and IEMG have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEMG is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEMG is cheaper with a 0.09% expense ratio, compared with 0.30% for WUTI.AS.

WUTI.AS is categorized as Utilities Equities, while IEMG is Emerging Markets Diversified. WUTI.AS tracks MSCI World/Utilities NR USD, while IEMG tracks MSCI Emerging Markets Investable Market Index (USD) (Net). They also come from different issuers: State Street and iShares. Their fees differ too: 0.30% for WUTI.AS and 0.09% for IEMG.

Portfolio Optimizer

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