EFG vs EMB

Comparison between ISHARES MSCI EAFE GROWTH ETF (EFG, ETF) and ISHARES J.P. MORGAN USD EMERGING MARKETS BOND ETF (EMB, ETF).

5-Year PerformanceEFG has outperformed EMB, delivering a return of +4.6% compared to +2.0%

EFG vs EMB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EFG(ETF)	EMB(ETF)
Net Assets	$14B	$14B
Expense Ratio	0.34%	0.39%
Max Drawdown	59.71%	37.41%
Sharpe Ratio	0.89	1.51
5Y Beta	0.85	0.26
5Y Dividends CAGR	21.47%	3.97%

Net Assets

EFG

$14B

Winner

EMB

$14B

Expense Ratio

Winner

EFG

0.34%

EMB

0.39%

Max Drawdown

EFG

59.71%

Winner

EMB

37.41%

Sharpe Ratio

EFG

0.89

Winner

EMB

1.51

5Y Beta

EFG

0.85

Winner

EMB

0.26

5Y Dividends CAGR

Winner

EFG

21.47%

EMB

3.97%

EFG vs EMB - Historical Returns

Returns include dividend reinvestment.

Period	EFG	EMB
1 month	+3.50%	+1.53%
3 months	+0.84%	+0.74%
6 months	+8.93%	+2.71%
1 year	+19.04%	+13.02%
5 years(CAGR)	+4.56%	+1.96%
10 years(CAGR)	+8.23%	+3.42%
Max(CAGR)	+6.15%	+4.70%

Winner

EFG

+3.50%

EMB

+1.53%

Winner

EFG

+0.84%

EMB

+0.74%

Winner

EFG

+8.93%

EMB

+2.71%

Winner

EFG

+19.04%

EMB

+13.02%

5Y(CAGR)

Winner

EFG

+4.56%

EMB

+1.96%

10Y(CAGR)

Winner

EFG

+8.23%

EMB

+3.42%

Max(CAGR)

Winner

EFG

+6.15%

EMB

+4.70%

EFG vs EMB - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

Year	EFG	EMB
2026	+6.42%	+1.61%
2025	+21.02%	+13.47%
2024	+3.20%	+6.59%
2023	+16.74%	+10.12%
2022	-23.27%	-17.83%
2021	+10.16%	-1.69%
2020	+17.02%	+5.29%
2019	+28.17%	+15.48%
2018	-13.23%	-5.71%
2017	+28.68%	+9.90%
2016	-1.54%	+9.38%
2015	+3.93%	+1.39%
2014	-4.10%	+6.03%
2013	+19.68%	-8.06%
2012	+14.71%	+18.00%
2011	-13.55%	+7.19%
2010	+9.96%	+10.67%
2009	+22.85%	+13.44%
2008	-40.01%	-2.27%
2007	+14.32%	+0.29%
2006	+17.74%	N/A
2005	+10.98%	N/A

EFG vs EMB Drawdown Comparison

The maximum drawdown for EFG was -58.41%, occurring on Mar 9, 2009. Recovery took 1635 trading sessions.

The maximum drawdown for EMB was -34.70%, occurring on Oct 28, 2008. Recovery took 293 trading sessions.

The current EFG drawdown is -0.66%. The current EMB drawdown is -0.31%.

Rank	EFG	EMB
#1	-58.41% Oct 31, 2007 - May 1, 2014	-34.70% May 21, 2008 - Jul 21, 2009
#2	-35.76% Sep 7, 2021 - May 19, 2025	-28.75% Sep 2, 2021 - Aug 11, 2025
#3	-29.88% Jan 17, 2020 - Jul 22, 2020	-26.55% Mar 4, 2020 - Nov 13, 2020
#4	-20.72% Jan 26, 2018 - Nov 1, 2019	-14.48% May 2, 2013 - Jul 8, 2014
#5	-18.90% May 21, 2015 - May 2, 2017	-8.91% Jan 5, 2018 - Mar 20, 2019
#6	-16.38% May 9, 2006 - Nov 30, 2006	-7.56% Sep 7, 2016 - Apr 28, 2017
#7	-13.53% Jul 3, 2014 - Apr 23, 2015	-7.43% Nov 4, 2010 - Jul 28, 2011
#8	-12.78% Feb 25, 2026 - Mar 27, 2026	-7.37% Aug 27, 2014 - Apr 2, 2015
#9	-12.13% Jul 12, 2007 - Sep 27, 2007	-7.34% Dec 31, 2020 - Aug 31, 2021
#10	-7.80% Feb 16, 2021 - Apr 15, 2021	-7.09% Aug 2, 2011 - Nov 3, 2011
#11	-7.72% Feb 26, 2007 - Mar 21, 2007	-6.45% Apr 20, 2010 - Jul 8, 2010
#12	-7.08% Oct 12, 2020 - Nov 5, 2020	-6.36% Apr 27, 2015 - Mar 17, 2016
#13	-6.95% Oct 27, 2025 - Jan 5, 2026	-4.88% May 3, 2012 - Jun 19, 2012
#14	-5.44% Jul 23, 2025 - Sep 11, 2025	-4.51% Feb 25, 2026 - Mar 27, 2026
#15	-5.20% Sep 29, 2005 - Dec 1, 2005	-4.14% Nov 8, 2011 - Jan 26, 2012

Correlation

Correlation between EFG and EMB is 0.89 which considered as a strong positive correlation - the stocks tend to move together.

0.89

-101

Dividend Comparison (2005 - 2026)

EFG vs EMB dividend yield comparison.

Year	EFG	EMB
2026	0.00%	1.75%
2025	2.53%	4.98%
2024	1.64%	5.46%
2023	1.63%	4.74%
2022	1.27%	5.04%
2021	1.54%	3.89%
2020	0.85%	3.88%
2019	1.69%	4.51%
2018	1.98%	5.64%
2017	1.56%	4.54%
2016	2.20%	4.83%
2015	1.75%	4.84%
2014	2.34%	4.56%
2013	1.86%	4.75%
2012	2.29%	4.17%
2011	2.48%	4.83%
2010	1.78%	5.15%
2009	2.09%	5.63%
2008	2.91%	5.63%
2007	0.94%	0.16%
2006	1.01%	0.00%
2005	0.41%	0.00%