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EEMV vs CSQ

Comparison between ISHARES MSCI EMERGING MARKETS MIN VOL FACTOR ETF (EEMV, ETF) and Calamos Strategic Total Return Fund (CSQ, ETF).

5-Year PerformanceCSQ has outperformed EEMV, delivering a return of +11.3% compared to +6.5%

EEMV vs CSQ - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
EEMV
$3.70B
CSQ
$3.70B
Expense Ratio
EEMV
0.25%
CSQ
N/A
Max Drawdown
Winner
EEMV
34.95%
CSQ
72.74%
Sharpe Ratio
Winner
EEMV
1.53
CSQ
1.38
5Y Beta
Winner
EEMV
0.50
CSQ
1.03
5Y Dividends CAGR
EEMV
3.03%
Winner
CSQ
4.60%

EEMV vs CSQ - Historical Returns

Returns include dividend reinvestment.

1M
Winner
EEMV
+8.40%
CSQ
+3.48%
3M
Winner
EEMV
+19.42%
CSQ
+17.50%
6M
Winner
EEMV
+22.15%
CSQ
+12.74%
1Y
Winner
EEMV
+28.70%
CSQ
+26.38%
5Y(CAGR)
EEMV
+6.54%
Winner
CSQ
+11.35%
10Y(CAGR)
EEMV
+7.11%
Winner
CSQ
+16.46%
Max(CAGR)
EEMV
+5.82%
Winner
CSQ
+10.19%

EEMV vs CSQ - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

YearEEMVCSQ
2026+19.31%+10.57%
2025+13.83%+17.22%
2024+8.43%+29.40%
2023+7.15%+22.44%
2022-13.96%-24.06%
2021+4.37%+34.84%
2020+5.84%+25.88%
2019+8.06%+38.06%
2018-7.14%-4.03%
2017+26.80%+25.28%
2016+5.79%+16.51%
2015-11.29%-4.73%
2014+2.46%+14.95%
2013-2.31%+18.27%
2012+20.67%+26.53%
2011+4.49%-4.16%
2010N/A+12.12%
2009N/A+48.27%
2008N/A-48.59%
2007N/A-2.22%
2006N/A+23.71%
2005N/A+3.84%
2004N/A-3.64%

EEMV vs CSQ Drawdown Comparison

The maximum drawdown for EEMV was -31.57%, occurring on Mar 23, 2020. Recovery took 736 trading sessions.

The maximum drawdown for CSQ was -67.02%, occurring on Nov 20, 2008. Recovery took 1214 trading sessions.

The current CSQ drawdown is -0.31%.

RankEEMVCSQ
#1-31.57%
Jan 26, 2018 - Dec 29, 2020
-67.02%
May 22, 2007 - Mar 15, 2012
#2-28.94%
Apr 27, 2015 - Nov 21, 2017
-48.11%
Feb 20, 2020 - Aug 12, 2020
#3-21.96%
Jun 1, 2021 - Sep 19, 2024
-33.06%
Dec 30, 2021 - Mar 20, 2024
#4-15.93%
May 8, 2013 - Jul 22, 2014
-29.03%
Sep 24, 2018 - Apr 29, 2019
#5-13.44%
Sep 5, 2014 - Apr 23, 2015
-24.60%
May 18, 2015 - Jul 15, 2016
#6-12.46%
Sep 26, 2024 - Jun 6, 2025
-24.18%
Jan 23, 2025 - Jun 26, 2025
#7-10.78%
May 1, 2012 - Sep 13, 2012
-17.11%
Apr 1, 2004 - Jul 8, 2005
#8-9.22%
Feb 25, 2026 - Apr 17, 2026
-15.25%
Jan 12, 2026 - Apr 20, 2026
#9-9.10%
Oct 28, 2011 - Jan 18, 2012
-14.59%
Aug 27, 2014 - Nov 14, 2014
#10-6.11%
Jun 1, 2026 - Jun 15, 2026
-12.20%
Oct 17, 2012 - Jan 7, 2013
#11-5.23%
Feb 17, 2021 - Jun 1, 2021
-10.85%
Jan 26, 2018 - Jun 1, 2018
#12-4.12%
Apr 2, 2012 - May 1, 2012
-9.91%
Sep 2, 2020 - Nov 10, 2020
#13-3.68%
Mar 8, 2013 - Apr 29, 2013
-9.90%
May 17, 2013 - Oct 25, 2013
#14-3.58%
May 11, 2026 - May 26, 2026
-9.75%
Jul 10, 2024 - Sep 23, 2024
#15-3.49%
Oct 17, 2012 - Dec 5, 2012
-9.53%
Apr 15, 2021 - Jun 29, 2021

Correlation

Correlation between EEMV and CSQ is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93
-101

Dividend Comparison (2004 - 2026)

EEMV vs CSQ dividend yield comparison.

YearEEMVCSQ
20260.84%2.98%
20252.65%6.51%
20243.50%6.95%
20232.75%8.27%
20221.93%9.17%
20212.14%6.38%
20202.45%7.03%
20192.63%7.14%
20182.46%9.35%
20172.34%8.20%
20162.79%9.64%
20152.55%10.00%
20142.71%8.44%
20132.51%7.71%
20121.64%8.56%
20111.42%7.54%
20100.00%6.80%
20090.00%8.93%
20080.00%18.36%
20070.00%8.71%
20060.00%7.48%
20050.00%7.66%
20040.00%4.28%

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