iShares MSCI Emerging Markets ETF (EEM) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares MSCI Emerging Markets ETF (EEM): 1Y return 27.4%, Sharpe ratio 1.07, volatility 24.6%, 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: -1.9%, Sharpe: -1.95, Volatility: 21.2%, Max Drawdown: -4.5%
- YTD
- Return: 20.8%, Sharpe: 1.07, Volatility: 27.9%, Max Drawdown: -14.2%
- 1Y
- Return: 27.4%, Sharpe: 1.07, Volatility: 24.6%, Max Drawdown: -14.2%
- 5Y
- Return: 41.7%, Sharpe: 0.44, Volatility: 19.6%, Max Drawdown: -33.9%
- 10Y
- Return: 122.7%, Sharpe: 0.48, Volatility: 20.4%, 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.