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iShares MSCI Emerging Markets Asia ETF (EEMA)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

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

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

iShares MSCI Emerging Markets Asia ETF (EEMA) has returned 1.82% so far this year and 31.27% over the past 12 months. Over the last ten years, EEMA has returned 8.32% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


iShares MSCI Emerging Markets Asia ETF

1D
3.56%
1M
-10.12%
YTD
1.82%
6M
5.73%
1Y
31.27%
3Y*
14.95%
5Y*
2.85%
10Y*
8.32%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 9, 2012, EEMA's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, your investment would double in approximately 9.8 years.

Historically, 58% of months were positive and 42% 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%1.82%
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 -2.71%, beta of 0.84, and R² of 0.49 versus S&P 500 Index. Calculated based on daily prices since February 10, 2012.

  • This ETF participated in 86.51% of S&P 500 Index downside but only 65.41% 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
-2.71%
Beta
0.84
0.49
Upside Capture
65.41%
Downside Capture
86.51%

Expense Ratio

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


Return for Risk

Risk / Return Rank

EEMA ranks 77 for risk / return — better than 77% 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: 7777
Overall Rank
EEMA Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EEMA Sortino Ratio Rank: 7878
Sortino Ratio Rank
EEMA Omega Ratio Rank: 7676
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 a chosen benchmark (S&P 500 Index).


EEMABenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.47

0.90

+0.58

Sortino ratio

Return per unit of downside risk

2.07

1.39

+0.69

Omega ratio

Gain probability vs. loss probability

1.30

1.21

+0.08

Calmar ratio

Return relative to maximum drawdown

2.19

1.40

+0.79

Martin ratio

Return relative to average drawdown

8.36

6.61

+1.75

Explore EEMA risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

iShares MSCI Emerging Markets Asia ETF provided a 1.45% dividend yield over the last twelve months, with an annual payout of $1.39 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$1.39$1.39$1.25$1.34$1.13$1.80$1.01$1.31$1.32$1.28$0.91$1.23

Dividend yield

1.45%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
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.

The current iShares MSCI Emerging Markets Asia ETF drawdown is 11.25%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.18%Feb 18, 2021425Oct 24, 2022726Sep 17, 20251151
-34.66%Jan 29, 2018541Mar 23, 2020140Oct 9, 2020681
-31.53%Apr 29, 201582Aug 24, 2015442May 25, 2017524
-17.4%Jan 3, 2013119Jun 24, 2013224May 14, 2014343
-16.1%Feb 22, 201272Jun 4, 2012129Dec 7, 2012201

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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