GEME vs IVV
Pacific NoS Global EM Equity Active ETF vs iShares Core S&P 500 ETF
Quick Verdict
IVV has a lower expense ratio. GEME delivered stronger 1-year returns. IVV offers more diversification with 505 holdings.
Side-by-Side Comparison
| Metric | GEME | IVV | Winner |
|---|---|---|---|
| Expense Ratio | 0.75% | 0.03% | |
| AUM | $387M | $865.2B | |
| Dividend Yield | 5.32% | 1.09% | |
| Holdings | 68 | 508 | |
| YTD Return | +29.18% | +13.43% | |
| 1Y Return | +58.72% | +22.61% | |
| 3Y Return (annualized) | - | +21.47% | |
| 5Y Return (annualized) | - | +13.26% | |
| Volatility (annualized) | 20.2% | 15.1% | |
| Max Drawdown | -16.9% | -56.5% | |
| Fund Family | Pacific Global Asset Management | iShares by BlackRock (US) | |
| Category | Equity | Equity | |
| Inception | Jan 23, 2025 | May 15, 2000 |
GEME vs IVV Performance
Pacific NoS Global EM Equity Active ETF (GEME) is a ETF from Pacific Global Asset Management and iShares Core S&P 500 ETF (IVV) is a ETF from iShares by BlackRock (US). Over the past year GEME returned +58.72% while IVV returned +22.61%. Year to date, GEME is up 29.18% versus a gain of 13.43% for IVV.
Risk: Volatility and Drawdowns
GEME has been the more volatile fund, with annualized monthly volatility of 20.2% compared with 15.1% for IVV. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.
The deepest peak-to-trough decline in our data was -16.9% for GEME and -56.5% for IVV. Drawdown depth is worth weighing if you expect to sell during market stress rather than ride it out.
The two funds' monthly returns correlate at 0.67. They move independently enough that combining them can meaningfully diversify a portfolio.
Fees and Cost Over Time
GEME charges 0.75% per year while IVV charges 0.03%. On a $10,000 position that is $75 vs $3 annually, a gap of $72 per year that compounds over a long holding period. On income, GEME currently yields 5.32% against 1.09% for IVV.
Holdings Overlap
GEME and IVV share 0 holdings out of 553 unique holdings combined, representing a 0.0% weight overlap.
Moderate overlap means holding both could provide meaningful diversification benefits.
Frequently Asked Questions
Which is cheaper, GEME or IVV?
GEME has an expense ratio of 0.75% while IVV charges 0.03%. IVV is the cheaper option. On a $10,000 investment, that is $72 per year of difference.
Which performed better, GEME or IVV?
Over the past year GEME returned +58.72% vs +22.61% for IVV, so GEME leads on 1-year performance. Over the longest common window we track (2 years), GEME annualized +46.53% vs +7.03% for IVV. Past performance does not guarantee future results.
Which is riskier, GEME or IVV?
GEME has been the more volatile fund at 20.2% annualized versus 15.1% for IVV. Worst drawdown: GEME -16.9% vs IVV -56.5%.
Should I hold both GEME and IVV?
GEME and IVV have a monthly-return correlation of 0.67, so combining them can provide real diversification depending on your allocation goals.
What is the holdings overlap between GEME and IVV?
GEME and IVV share 0 common holdings with a 0.0% weight overlap. Combined, they hold 553 unique securities.
Which pays a higher dividend, GEME or IVV?
GEME yields 5.32% while IVV yields 1.09%, so GEME currently pays the higher dividend yield.
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