iShares MSCI Emerging Markets ETF (EEM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Emerging Markets ETF (EEM): 1Y return 14.2%, Sharpe ratio 0.64, volatility 25.0%, max drawdown -14.2%. A ETF in the Equity asset class. Compare EEM with other assets and invest through your own broker with pfolio.
iShares MSCI Emerging Markets ETF (EEM) Overview
- Type: ETF
- Asset Class: Equity
- Currency: USD
EEM Performance
- MTD
- Return: -6.1%, Sharpe: -3.59, Volatility: 20.4%, Max Drawdown: -10.2%
- YTD
- Return: 15.2%, Sharpe: 0.75, Volatility: 26.9%, Max Drawdown: -14.2%
- 1Y
- Return: 14.2%, Sharpe: 0.64, Volatility: 25.0%, Max Drawdown: -14.2%
- 5Y
- Return: 38.5%, Sharpe: 0.42, Volatility: 19.7%, Max Drawdown: -33.2%
- 10Y
- Return: 111.5%, Sharpe: 0.46, Volatility: 20.5%, Max Drawdown: -39.8%
Frequently Asked Questions
- What is iShares MSCI Emerging Markets ETF (EEM)?
- iShares MSCI Emerging Markets ETF (EEM) is a ETF in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does EEM compare to other assets?
- You can compare EEM with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EEM through pfolio?
- pfolio helps you build diversified portfolios that may include EEM. You invest through your own broker — pfolio provides the analytics.