SPEM vs IEMG: returns, Sharpe ratio and drawdown

Over the past year, IEMG returned +13.26% against +6.54% for SPEM. Over five years, IEMG averaged +4.26% a year, compared with +3.31% for SPEM. IEMG had the higher Sharpe ratio over the past year (0.45 vs 0.20), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.36% for SPEM and -13.78% for IEMG.