EMB vs EFG

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

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

EMB vs EFG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

EMB

$14B

EFG

$14B

Expense Ratio

EMB

0.39%

Winner

EFG

0.34%

Max Drawdown

Winner

EMB

37.41%

EFG

59.71%

Sharpe Ratio

Winner

EMB

1.51

EFG

0.89

5Y Beta

Winner

EMB

0.26

EFG

0.85

5Y Dividends CAGR

EMB

3.97%

Winner

EFG

21.47%

EMB vs EFG - Historical Returns

Returns include dividend reinvestment.

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

EMB

+1.53%

Winner

EFG

+3.50%

EMB

+0.74%

Winner

EFG

+0.84%

EMB

+2.71%

Winner

EFG

+8.93%

EMB

+13.02%

Winner

EFG

+19.04%

5Y(CAGR)

EMB

+1.96%

Winner

EFG

+4.56%

10Y(CAGR)

EMB

+3.42%

Winner

EFG

+8.23%

Max(CAGR)

EMB

+4.70%

Winner

EFG

+6.15%

EMB vs EFG - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

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

EMB vs EFG Drawdown Comparison

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

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

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

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

Correlation

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

0.89

-101

Dividend Comparison (2005 - 2026)

EMB vs EFG dividend yield comparison.

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