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

ETF Info

ISINUS4642864262
CUSIP464286426
IssueriShares
Inception DateFeb 8, 2012
RegionBroad Asia (Pacific ex-Japan)
CategoryAsia Pacific Equities
Index TrackedMSCI Emerging Markets Asia Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The iShares MSCI Emerging Markets Asia ETF has a high expense ratio of 0.50%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.50%

Share Price Chart


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Compare to other instruments

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iShares MSCI Emerging Markets Asia ETF

Popular comparisons: EEMA vs. MCHI, EEMA vs. AIA, EEMA vs. GMF, EEMA vs. GXC, EEMA vs. VTI, EEMA vs. VO, EEMA vs. MATFX, EEMA vs. VAPX.AS, EEMA vs. VFEM.L, EEMA vs. VWO

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
7.22%
15.73%
EEMA (iShares MSCI Emerging Markets Asia ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares MSCI Emerging Markets Asia ETF had a return of 1.10% year-to-date (YTD) and 2.98% in the last 12 months. Over the past 10 years, iShares MSCI Emerging Markets Asia ETF had an annualized return of 3.40%, while the S&P 500 had an annualized return of 10.53%, indicating that iShares MSCI Emerging Markets Asia ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.10%6.12%
1 month-0.98%-1.08%
6 months7.22%15.73%
1 year2.98%22.34%
5 years (annualized)0.89%11.82%
10 years (annualized)3.40%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-5.28%5.14%3.45%
2023-3.55%-3.46%6.97%3.51%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EEMA is 21, indicating that it is in the bottom 21% of the market 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 EEMA is 2121
iShares MSCI Emerging Markets Asia ETF(EEMA)
The Sharpe Ratio Rank of EEMA is 2121Sharpe Ratio Rank
The Sortino Ratio Rank of EEMA is 2121Sortino Ratio Rank
The Omega Ratio Rank of EEMA is 2121Omega Ratio Rank
The Calmar Ratio Rank of EEMA is 2020Calmar Ratio Rank
The Martin Ratio Rank of EEMA is 2020Martin 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 Asia ETF (EEMA) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EEMA
Sharpe ratio
The chart of Sharpe ratio for EEMA, currently valued at 0.14, compared to the broader market0.002.004.000.14
Sortino ratio
The chart of Sortino ratio for EEMA, currently valued at 0.32, compared to the broader market-2.000.002.004.006.008.0010.000.32
Omega ratio
The chart of Omega ratio for EEMA, currently valued at 1.04, compared to the broader market1.001.502.002.501.04
Calmar ratio
The chart of Calmar ratio for EEMA, currently valued at 0.06, compared to the broader market0.002.004.006.008.0010.0012.000.06
Martin ratio
The chart of Martin ratio for EEMA, currently valued at 0.36, compared to the broader market0.0020.0040.0060.0080.000.36
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current iShares MSCI Emerging Markets Asia ETF Sharpe ratio is 0.14. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.14
1.89
EEMA (iShares MSCI Emerging Markets Asia ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Emerging Markets Asia ETF granted a 2.22% dividend yield in the last twelve months. The annual payout for that period amounted to $1.49 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.49$1.49$1.13$1.79$1.01$1.31$1.31$1.27$0.91$1.23$0.77$1.38

Dividend yield

2.22%2.25%1.78%2.18%1.15%1.85%2.16%1.73%1.74%2.43%1.33%2.41%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$1.17
2022$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.78
2021$0.00$0.00$0.00$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.00$1.67
2020$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.76
2019$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$1.00
2018$0.00$0.00$0.00$0.00$0.00$0.33$0.00$0.00$0.00$0.00$0.00$0.98
2017$0.00$0.00$0.00$0.00$0.00$0.26$0.00$0.00$0.00$0.00$0.00$1.02
2016$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.66
2015$0.00$0.00$0.00$0.00$0.00$0.38$0.00$0.00$0.00$0.00$0.00$0.85
2014$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$0.46
2013$0.43$0.00$0.00$0.00$0.00$0.00$0.95

Drawdowns

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-28.62%
-3.66%
EEMA (iShares MSCI Emerging Markets Asia ETF)
Benchmark (^GSPC)

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 44.19%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current iShares MSCI Emerging Markets Asia ETF drawdown is 28.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.19%Feb 18, 2021425Oct 24, 2022
-34.67%Jan 29, 2018541Mar 23, 2020140Oct 9, 2020681
-31.54%Apr 29, 201582Aug 24, 2015442May 25, 2017524
-17.4%Jan 3, 2013119Jun 24, 2013219May 14, 2014338
-16.1%Feb 22, 201255Jun 4, 2012106Dec 7, 2012161

Volatility

Volatility Chart

The current iShares MSCI Emerging Markets Asia ETF volatility is 4.31%, 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%6.00%NovemberDecember2024FebruaryMarchApril
4.31%
3.44%
EEMA (iShares MSCI Emerging Markets Asia ETF)
Benchmark (^GSPC)