HEEM vs SIO
Comparison between ISHARES CURRENCY HEDGED MSCI EMERGING MARKETS ETF (HEEM, ETF) and TOUCHSTONE STRATEGIC INCOME ETF (SIO, ETF).
HEEM vs SIO - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
HEEM
$277M
SIO
$277M
Expense Ratio
HEEM
0.72%
Winner
SIO
0.50%
Max Drawdown
HEEM
35.35%
Winner
SIO
8.43%
Sharpe Ratio
Winner
HEEM
1.36
SIO
0.12
5Y Beta
HEEM
0.77
Winner
SIO
0.07
5Y Dividends CAGR
HEEM
21.76%
SIO
N/A
HEEM vs SIO - Historical Returns
Returns include dividend reinvestment.
1M
Winner
HEEM
+2.22%
SIO
+0.86%
3M
HEEM
-1.44%
Winner
SIO
+0.55%
6M
Winner
HEEM
+5.55%
SIO
-0.67%
1Y
Winner
HEEM
+36.16%
SIO
+4.00%
5Y(CAGR)
Winner
HEEM
+10.05%
SIO
+6.22%
10Y(CAGR)
HEEM
+9.70%
SIO
N/A
Max(CAGR)
Winner
HEEM
+7.96%
SIO
+6.22%
HEEM vs SIO - Annual Returns (2014 - 2026)
Returns include dividend reinvestment.
| Year | HEEM | SIO |
|---|---|---|
| 2026 | +17.32% | +1.00% |
| 2025 | +34.47% | +9.20% |
| 2024 | +13.00% | +6.44% |
| 2023 | +8.27% | +8.06% |
| 2022 | -17.43% | +0.71% |
| 2021 | -2.74% | N/A |
| 2020 | +15.36% | N/A |
| 2019 | +17.92% | N/A |
| 2018 | -12.68% | N/A |
| 2017 | +26.04% | N/A |
| 2016 | +11.00% | N/A |
| 2015 | -9.15% | N/A |
| 2014 | -1.12% | N/A |
HEEM vs SIO Drawdown Comparison
The maximum drawdown for HEEM was -33.53%, occurring on Oct 24, 2022. Recovery took 1097 trading sessions.
The maximum drawdown for SIO was -6.95%, occurring on Oct 20, 2022. Recovery took 101 trading sessions.
The current HEEM drawdown is -9.58%. The current SIO drawdown is -0.97%.
| Rank | HEEM | SIO |
|---|---|---|
| #1 | -33.53% Feb 17, 2021 - Jul 1, 2025 | -6.95% Aug 12, 2022 - Jan 6, 2023 |
| #2 | -28.82% Jan 26, 2018 - Aug 5, 2020 | -4.86% Feb 2, 2023 - Nov 29, 2023 |
| #3 | -27.54% Apr 27, 2015 - Jul 11, 2017 | -3.18% Sep 20, 2024 - Feb 26, 2025 |
| #4 | -15.00% Jun 22, 2026 - Jul 29, 2026 | -2.62% Feb 27, 2026 - Mar 27, 2026 |
| #5 | -10.83% Feb 25, 2026 - Apr 17, 2026 | -2.38% Mar 28, 2024 - May 15, 2024 |
| #6 | -8.71% Nov 21, 2014 - Jan 22, 2015 | -2.26% Apr 3, 2025 - Apr 29, 2025 |
| #7 | -8.01% Jun 2, 2026 - Jun 18, 2026 | -1.46% Feb 1, 2024 - Mar 6, 2024 |
| #8 | -5.70% Aug 26, 2020 - Oct 12, 2020 | -1.30% Oct 27, 2025 - Dec 26, 2025 |
| #9 | -5.39% Nov 21, 2017 - Jan 2, 2018 | -1.19% May 16, 2024 - Jun 4, 2024 |
| #10 | -5.25% Jan 25, 2021 - Feb 5, 2021 | -1.06% Dec 26, 2025 - Feb 10, 2026 |
| #11 | -4.29% Feb 20, 2015 - Apr 2, 2015 | -1.04% Jun 30, 2025 - Jul 28, 2025 |
| #12 | -4.17% Oct 8, 2025 - Oct 20, 2025 | -1.03% Dec 27, 2023 - Jan 12, 2024 |
| #13 | -4.14% Oct 29, 2025 - Dec 4, 2025 | -1.00% Apr 30, 2025 - May 30, 2025 |
| #14 | -4.13% May 11, 2026 - May 26, 2026 | -0.95% Mar 8, 2024 - Mar 27, 2024 |
| #15 | -3.56% Jan 22, 2015 - Feb 13, 2015 | -0.81% Mar 3, 2025 - Apr 1, 2025 |
Correlation
Correlation between HEEM and SIO is 0.90 which considered as a strong positive correlation - the stocks tend to move together.
0.90
-101
Dividend Comparison (2014 - 2026)
HEEM vs SIO dividend yield comparison.
| Year | HEEM | SIO |
|---|---|---|
| 2026 | 0.55% | 2.95% |
| 2025 | 3.98% | 6.80% |
| 2024 | 2.38% | 5.30% |
| 2023 | 2.75% | 5.37% |
| 2022 | 7.49% | 3.12% |
| 2021 | 1.93% | 0.00% |
| 2020 | 1.49% | 0.00% |
| 2019 | 3.04% | 0.00% |
| 2018 | 2.37% | 0.00% |
| 2017 | 2.05% | 0.00% |
| 2016 | 1.84% | 0.00% |
| 2015 | 6.28% | 0.00% |
| 2014 | 2.04% | 0.00% |
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