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iShares MSCI Emerging Markets ETF (EEM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642872349
CUSIP464287234
IssueriShares
Inception DateApr 11, 2003
RegionEmerging Markets (Broad)
CategoryAsia Pacific Equities
Index TrackedMSCI Emerging Markets Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

EEM features an expense ratio of 0.68%, falling within the medium range.


Expense ratio chart for EEM: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares MSCI Emerging Markets ETF

Popular comparisons: EEM vs. VWO, EEM vs. IEMG, EEM vs. SPY, EEM vs. EEMV, EEM vs. SPEM, EEM vs. SCHE, EEM vs. FXI, EEM vs. VOO, EEM vs. VXUS, EEM vs. VTI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Emerging Markets ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


400.00%450.00%500.00%550.00%FebruaryMarchAprilMayJuneJuly
473.44%
534.00%
EEM (iShares MSCI Emerging Markets ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares MSCI Emerging Markets ETF had a return of 7.03% year-to-date (YTD) and 8.59% in the last 12 months. Over the past 10 years, iShares MSCI Emerging Markets ETF had an annualized return of 1.74%, while the S&P 500 had an annualized return of 10.77%, indicating that iShares MSCI Emerging Markets ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date7.03%15.41%
1 month-0.35%0.33%
6 months12.10%13.74%
1 year8.59%21.39%
5 years (annualized)2.24%13.11%
10 years (annualized)1.74%10.77%

Monthly Returns

The table below presents the monthly returns of EEM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.53%4.17%2.73%-0.22%1.95%2.62%7.03%
20239.13%-7.57%3.22%-0.84%-2.40%4.40%6.04%-6.63%-3.11%-3.29%7.79%3.57%8.95%
2022-0.02%-4.32%-3.38%-6.14%0.61%-5.16%-0.35%-1.33%-11.54%-1.98%15.59%-2.64%-20.56%
20213.17%0.79%-0.73%1.20%1.65%0.95%-6.44%1.57%-3.87%1.07%-4.08%1.51%-3.63%
2020-6.15%-3.78%-15.77%7.35%2.97%6.61%8.25%2.89%-1.01%1.41%8.99%7.13%17.02%
201910.34%-1.53%1.13%2.35%-7.33%6.20%-2.66%-3.78%1.69%4.18%-0.09%7.73%18.22%
20188.30%-5.90%0.54%-2.82%-2.62%-4.55%3.53%-3.77%-0.58%-8.76%4.90%-3.50%-15.32%
20176.66%1.74%3.69%1.70%2.85%0.92%5.82%2.35%-0.04%3.28%-0.39%3.75%37.24%
2016-5.03%-0.82%12.96%0.41%-3.69%4.55%5.37%0.90%2.52%-0.83%-4.42%-0.26%10.86%
2015-0.69%4.41%-1.50%6.85%-4.10%-2.93%-6.31%-8.84%-3.13%6.38%-2.52%-3.83%-16.19%
2014-8.63%3.38%3.88%0.78%2.95%2.40%1.36%2.83%-7.77%1.42%-1.54%-3.97%-3.90%
2013-0.30%-2.28%-1.01%1.22%-4.84%-5.32%1.32%-2.54%7.19%4.17%-0.25%-0.42%-3.67%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EEM is 24, indicating that it is in the bottom 24% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of EEM is 2424
EEM (iShares MSCI Emerging Markets ETF)
The Sharpe Ratio Rank of EEM is 2525Sharpe Ratio Rank
The Sortino Ratio Rank of EEM is 2525Sortino Ratio Rank
The Omega Ratio Rank of EEM is 2424Omega Ratio Rank
The Calmar Ratio Rank of EEM is 2222Calmar Ratio Rank
The Martin Ratio Rank of EEM is 2323Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI Emerging Markets ETF (EEM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EEM
Sharpe ratio
The chart of Sharpe ratio for EEM, currently valued at 0.56, compared to the broader market0.002.004.006.000.56
Sortino ratio
The chart of Sortino ratio for EEM, currently valued at 0.88, compared to the broader market0.005.0010.0015.000.88
Omega ratio
The chart of Omega ratio for EEM, currently valued at 1.10, compared to the broader market1.002.003.001.10
Calmar ratio
The chart of Calmar ratio for EEM, currently valued at 0.23, compared to the broader market0.005.0010.0015.0020.000.23
Martin ratio
The chart of Martin ratio for EEM, currently valued at 1.39, compared to the broader market0.0050.00100.00150.001.39
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0050.00100.00150.006.82

Sharpe Ratio

The current iShares MSCI Emerging Markets ETF Sharpe ratio is 0.56. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI Emerging Markets ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.56
1.82
EEM (iShares MSCI Emerging Markets ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Emerging Markets ETF granted a 2.43% dividend yield in the last twelve months. The annual payout for that period amounted to $1.04 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.04$1.06$0.95$0.97$0.75$1.24$0.87$0.88$0.66$0.80$0.87$0.85

Dividend yield

2.43%2.63%2.50%1.99%1.45%2.76%2.22%1.87%1.88%2.48%2.22%2.04%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Emerging Markets ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.29
2023$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$0.75$1.06
2022$0.00$0.00$0.00$0.00$0.00$0.36$0.00$0.00$0.00$0.00$0.00$0.58$0.95
2021$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.73$0.97
2020$0.00$0.00$0.00$0.00$0.00$0.23$0.00$0.00$0.00$0.00$0.00$0.52$0.75
2019$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$0.93$1.24
2018$0.00$0.00$0.00$0.00$0.00$0.29$0.00$0.00$0.00$0.00$0.00$0.58$0.87
2017$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.00$0.00$0.00$0.69$0.88
2016$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$0.39$0.66
2015$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.50$0.80
2014$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.53$0.87
2013$0.49$0.00$0.00$0.00$0.00$0.00$0.36$0.85

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-20.43%
-2.86%
EEM (iShares MSCI Emerging Markets ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Emerging Markets ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Emerging Markets ETF was 66.44%, occurring on Nov 20, 2008. Recovery took 2221 trading sessions.

The current iShares MSCI Emerging Markets ETF drawdown is 20.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.44%Nov 1, 2007267Nov 20, 20082221Sep 19, 20172488
-39.82%Feb 18, 2021425Oct 24, 2022
-38.21%Jan 29, 2018541Mar 23, 2020172Nov 24, 2020713
-26.24%May 10, 200624Jun 13, 2006121Dec 4, 2006145
-21.38%Apr 13, 200425May 17, 2004119Nov 4, 2004144

Volatility

Volatility Chart

The current iShares MSCI Emerging Markets ETF volatility is 3.20%, 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.


2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
3.20%
2.76%
EEM (iShares MSCI Emerging Markets ETF)
Benchmark (^GSPC)