MSCI World or MSCI Emerging Markets?

The two indices share 0.0 % of their weight across 0 companies, and their daily returns correlate at 0.74. Small overlap and limited co-movement: these are two genuinely different building blocks.

Side by side

MSCI World or MSCI Emerging Markets?
MSCI WorldMSCI Emerging Markets
Holdings covered1,1471,077
Volatility15.8 %22.0 %
Max drawdown-16.9 %-18.7 %
Cheapest ETF we coverSPPW · 0.12 %SPYM · 0.18 %

Overlap and shared positions are computed from the holdings of one representative ETF each (XDWD and SPYM); of those we could attribute 93.4 % and 78.2 % of fund weight to individual companies, so real overlap is likely a little higher. The correlation covers 504 shared trading days.

Data note 1

Data note 2