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ISIN
US4642864262
CUSIP
464286426
Issuer
iShares
Inception Date
Feb 8, 2012
Region
Broad Asia (Pacific ex-Japan)
Leveraged
1x (No leverage)
Index Tracked
MSCI Emerging Markets Asia Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$1B

Share Price Chart


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Performance

EEMA Performance Chart

iShares MSCI Emerging Markets Asia ETF (EEMA) is up 29.6% since the beginning of the year. EEMA is currently trading at $122 per share. Investors who bought $1,000 worth of EEMA shares 5 years ago would now be looking at an investment worth $1,462.


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S&P 500 Index

Returns By Period

iShares MSCI Emerging Markets Asia ETF (EEMA) has returned 29.62% so far this year and 55.09% over the past 12 months. Over the last ten years, EEMA has returned 11.30% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


iShares MSCI Emerging Markets Asia ETF

1D
0.76%
1M
7.84%
YTD
29.62%
6M
31.87%
1Y
55.09%
3Y*
25.38%
5Y*
7.89%
10Y*
11.30%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEMA Monthly Returns History

Based on dividend-adjusted daily data since Feb 9, 2012, EEMA's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +19.9%, while the worst month was Sep 2022 at -13.0%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, EEMA closed higher 51% of trading days. The best single day was Mar 16, 2022 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.00%5.87%-10.12%14.75%7.30%3.39%29.62%
20251.03%1.09%1.22%-0.74%4.46%7.73%1.59%1.97%7.30%4.54%-2.95%2.34%33.27%
2024-5.28%5.14%3.45%0.56%2.82%3.28%0.94%0.52%6.54%-3.34%-2.56%-1.58%10.23%
20239.76%-7.60%3.47%-2.08%-1.48%2.75%6.88%-7.03%-3.55%-3.46%6.97%3.51%6.57%
2022-1.76%-3.77%-4.77%-5.24%0.96%-3.14%-1.51%-1.65%-12.99%-5.09%19.94%-1.89%-21.49%
20214.29%1.36%-1.88%0.63%0.76%0.69%-7.14%2.06%-3.71%1.18%-3.32%1.33%-4.22%

Benchmark Metrics

iShares MSCI Emerging Markets Asia ETF has an annualized alpha of -1.89%, beta of 0.85, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since February 09, 2012.

  • This ETF participated in 84.50% of S&P 500 Index downside but only 68.33% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.49 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-1.89%
Beta
0.85
0.49
Upside Capture
68.33%
Downside Capture
84.50%

Expense Ratio

EEMA has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EEMA ranks 79 for risk / return — better than 79% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


EEMA Risk / Return Rank: 7979
Overall Rank
EEMA Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EEMA Sortino Ratio Rank: 7676
Sortino Ratio Rank
EEMA Omega Ratio Rank: 8181
Omega Ratio Rank
EEMA Calmar Ratio Rank: 7878
Calmar Ratio Rank
EEMA Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares MSCI Emerging Markets Asia ETF (EEMA) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EEMABenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.46

1.37

+0.09

Calmar ratioReturn relative to maximum drawdown

3.87

2.78

+1.09

Martin ratioReturn relative to average drawdown

14.07

12.44

+1.63

Dividends

Dividend History

iShares MSCI Emerging Markets Asia ETF provided a 1.27% dividend yield over the last twelve months, with an annual payout of $1.54 per share.


1.20%1.40%1.60%1.80%2.00%2.20%2.40%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.54$1.39$1.25$1.34$1.13$1.80$1.01$1.31$1.32$1.28$0.91$1.23

Dividend yield

1.27%1.48%1.74%2.02%1.78%2.19%1.15%1.86%2.17%1.74%1.74%2.44%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2025$0.00$0.00$0.00$0.00$0.00$0.18$0.00$0.00$0.00$0.00$0.00$1.20$1.39
2024$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$1.00$1.25
2023$0.00$0.00$0.00$0.00$0.00$0.17$0.00$0.00$0.00$0.00$0.00$1.17$1.34
2022$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$0.79$1.13
2021$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$1.68$1.80

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Emerging Markets Asia 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 Asia ETF was 44.18%, occurring on Oct 24, 2022. Recovery took 726 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-44.18%Oct 2022
1y 8mo2y 10mo
4y 7moFeb 2021 - Sep 2025
COVID crash2020
-34.66%Mar 2020
2y 1mo6mo 20d
2y 8moJan 2018 - Oct 2020
2015 bear market2015
-31.53%Aug 2015
3mo 27d1y 9mo
2y 27dApr 2015 - May 2017
2013 correction2013
-17.40%Jun 2013
5mo 22d10mo 24d
1y 4moJan 2013 - May 2014
2012 correction2012
-16.10%Jun 2012
3mo 13d6mo 6d
9mo 19dFeb 2012 - Dec 2012

Drawdown Indicators


EEMABenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-44.18%

-56.78%

+12.60%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

-9.10%

-5.20%

Max Drawdown (3Y)

Largest decline over 3 years

-20.23%

-18.90%

-1.33%

Max Drawdown (5Y)

Largest decline over 5 years

-40.46%

-25.43%

-15.03%

Max Drawdown (10Y)

Largest decline over 10 years

-44.18%

-33.92%

-10.26%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-13.94%

-10.71%

-3.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

2.03%

+1.90%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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