Emerging Markets
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Emerging Markets, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of Sep 21, 2023, the Emerging Markets returned 22.69% Year-To-Date and 7.92% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| Emerging Markets | 3.54% | 23.55% | 22.69% | 21.02% | 8.93% | 7.88% |
| Portfolio components: | ||||||
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 1.71% | 12.41% | 15.57% | 17.51% | 6.24% | 4.09% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 3.98% | 21.71% | 31.41% | 34.52% | 3.98% | 1.00% |
EWZS iShares MSCI Brazil Small-Cap ETF | -1.61% | 32.49% | 21.76% | 6.18% | 6.47% | -1.55% |
DXJ WisdomTree Japan Hedged Equity Fund | 8.99% | 36.48% | 43.93% | 47.09% | 12.64% | 10.76% |
SMIN iShares MSCI India Small-Cap ETF | 3.23% | 28.07% | 22.25% | 14.39% | 10.71% | 14.81% |
EPI WisdomTree India Earnings Fund | 4.24% | 19.01% | 14.22% | 14.97% | 10.21% | 10.66% |
ILF iShares Latin American 40 ETF | 1.37% | 21.35% | 18.43% | 16.61% | 2.41% | 0.06% |
EWZ iShares MSCI Brazil ETF | 4.53% | 30.99% | 18.30% | 13.82% | 5.09% | 0.05% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| DXJ | SMIN | EWZS | EPI | EWZ | EEMS | EDIV | ILF | |
|---|---|---|---|---|---|---|---|---|
| DXJ | 1.00 | 0.36 | 0.32 | 0.46 | 0.37 | 0.50 | 0.52 | 0.44 |
| SMIN | 0.36 | 1.00 | 0.35 | 0.81 | 0.38 | 0.59 | 0.48 | 0.42 |
| EWZS | 0.32 | 0.35 | 1.00 | 0.43 | 0.89 | 0.55 | 0.60 | 0.83 |
| EPI | 0.46 | 0.81 | 0.43 | 1.00 | 0.49 | 0.68 | 0.63 | 0.54 |
| EWZ | 0.37 | 0.38 | 0.89 | 0.49 | 1.00 | 0.60 | 0.67 | 0.95 |
| EEMS | 0.50 | 0.59 | 0.55 | 0.68 | 0.60 | 1.00 | 0.78 | 0.66 |
| EDIV | 0.52 | 0.48 | 0.60 | 0.63 | 0.67 | 0.78 | 1.00 | 0.74 |
| ILF | 0.44 | 0.42 | 0.83 | 0.54 | 0.95 | 0.66 | 0.74 | 1.00 |
Dividend yield
Emerging Markets granted a 2.69% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Emerging Markets | 2.69% | 4.60% | 3.73% | 2.00% | 2.65% | 2.95% | 2.20% | 2.95% | 3.75% | 4.16% | 3.11% | 3.64% |
| Portfolio components: | ||||||||||||
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 1.31% | 0.90% | 3.61% | 2.25% | 2.85% | 3.39% | 2.82% | 2.94% | 2.79% | 3.27% | 2.70% | 6.14% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 4.64% | 5.17% | 4.21% | 4.02% | 4.54% | 4.20% | 3.81% | 6.49% | 7.37% | 6.98% | 7.71% | 8.47% |
EWZS iShares MSCI Brazil Small-Cap ETF | 3.49% | 4.67% | 4.74% | 1.25% | 1.95% | 5.37% | 4.03% | 4.43% | 5.54% | 4.00% | 2.52% | 3.60% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.87% | 3.08% | 2.77% | 2.73% | 2.73% | 3.32% | 2.69% | 2.37% | 7.27% | 15.03% | 3.52% | 2.22% |
SMIN iShares MSCI India Small-Cap ETF | 0.07% | 0.01% | 1.27% | 1.08% | 1.80% | 1.76% | 0.94% | 2.47% | 1.02% | 0.37% | 0.83% | 1.21% |
EPI WisdomTree India Earnings Fund | 0.16% | 6.03% | 1.26% | 0.84% | 1.28% | 1.30% | 0.95% | 1.18% | 1.37% | 1.18% | 0.88% | 0.99% |
ILF iShares Latin American 40 ETF | 8.61% | 12.95% | 9.71% | 2.33% | 3.91% | 4.08% | 2.43% | 2.18% | 4.53% | 3.32% | 4.84% | 3.90% |
EWZ iShares MSCI Brazil ETF | 8.60% | 12.90% | 11.38% | 2.15% | 3.25% | 3.81% | 2.33% | 2.51% | 5.76% | 5.49% | 4.84% | 4.34% |
Expense Ratio
The Emerging Markets has a high expense ratio of 0.65%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 1.10 | ||||
EDIV SPDR S&P Emerging Markets Dividend ETF | 2.09 | ||||
EWZS iShares MSCI Brazil Small-Cap ETF | 0.17 | ||||
DXJ WisdomTree Japan Hedged Equity Fund | 2.89 | ||||
SMIN iShares MSCI India Small-Cap ETF | 0.91 | ||||
EPI WisdomTree India Earnings Fund | 0.92 | ||||
ILF iShares Latin American 40 ETF | 0.65 | ||||
EWZ iShares MSCI Brazil ETF | 0.43 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Emerging Markets. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Emerging Markets is 48.96%, recorded on Mar 23, 2020. It took 225 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.96% | Jan 29, 2018 | 541 | Mar 23, 2020 | 225 | Feb 11, 2021 | 766 |
| -33.67% | Sep 8, 2014 | 361 | Feb 11, 2016 | 274 | Mar 15, 2017 | 635 |
| -24.96% | Jan 22, 2013 | 153 | Aug 28, 2013 | 180 | May 16, 2014 | 333 |
| -21.33% | Feb 22, 2012 | 71 | Jun 1, 2012 | 158 | Jan 18, 2013 | 229 |
| -18.42% | Apr 5, 2022 | 69 | Jul 14, 2022 | 231 | Jun 14, 2023 | 300 |
Volatility Chart
The current Emerging Markets volatility is 3.33%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.