PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares MSCI Emerging Markets Min Vol Factor ETF (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642865335

CUSIP

464286533

Issuer

iShares

Inception Date

Oct 18, 2011

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

MSCI Emerging Markets Minimum Volatility Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
EEMV vs. EEM EEMV vs. IEMG EEMV vs. FSPSX EEMV vs. MCHI EEMV vs. SPEM EEMV vs. FTBFX EEMV vs. USMV EEMV vs. VTI EEMV vs. SPY EEMV vs. QQQ
Popular comparisons:
EEMV vs. EEM EEMV vs. IEMG EEMV vs. FSPSX EEMV vs. MCHI EEMV vs. SPEM EEMV vs. FTBFX EEMV vs. USMV EEMV vs. VTI EEMV vs. SPY EEMV vs. QQQ

Performance

Performance Chart

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


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.22%
11.49%
EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Emerging Markets Min Vol Factor ETF had a return of 8.39% year-to-date (YTD) and 12.25% in the last 12 months. Over the past 10 years, iShares MSCI Emerging Markets Min Vol Factor ETF had an annualized return of 2.38%, while the S&P 500 had an annualized return of 11.14%, indicating that iShares MSCI Emerging Markets Min Vol Factor ETF did not perform as well as the benchmark.


EEMV

YTD

8.39%

1M

-3.98%

6M

4.15%

1Y

12.25%

5Y (annualized)

2.99%

10Y (annualized)

2.38%

^GSPC (Benchmark)

YTD

24.05%

1M

0.89%

6M

11.19%

1Y

30.12%

5Y (annualized)

13.82%

10Y (annualized)

11.14%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.32%3.72%0.48%-1.06%0.39%2.91%2.53%2.49%4.29%-3.72%8.39%
20233.30%-3.69%3.39%2.11%-2.08%1.64%3.53%-4.55%-1.80%-3.06%5.45%3.91%7.75%
2022-0.59%-0.11%-2.16%-3.65%-1.00%-4.32%0.93%-2.12%-7.45%-0.97%9.34%-1.96%-13.94%
20210.98%0.99%1.40%0.36%2.22%-0.18%-3.60%3.28%-1.89%0.48%-1.56%2.67%5.05%
2020-5.47%-3.77%-12.07%7.80%1.09%2.78%4.85%2.13%-0.90%-0.40%7.53%4.99%6.90%
20196.28%-1.06%0.89%1.09%-4.70%4.21%-1.78%-1.76%0.53%2.22%-2.26%4.48%7.83%
20186.11%-5.06%1.85%-1.92%-0.41%-4.19%3.53%-1.19%0.22%-7.28%4.33%-1.08%-5.81%
20173.72%1.93%3.46%1.44%1.90%0.95%3.07%1.82%-0.07%1.88%0.02%4.35%27.28%
2016-3.41%0.06%9.23%0.18%-2.51%4.13%2.91%0.34%1.48%-2.28%-4.94%-1.16%3.30%
20151.18%2.53%0.44%5.46%-3.47%-3.00%-3.80%-8.31%-2.08%5.06%-3.90%-1.97%-12.04%
2014-8.14%3.59%3.17%1.82%2.34%1.99%0.97%3.23%-4.49%1.27%-2.13%-3.01%-0.15%
20130.51%0.26%-0.31%2.84%-4.73%-3.11%0.56%-4.07%6.59%2.61%-1.44%-0.45%-1.29%

Expense Ratio

EEMV has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for EEMV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EEMV is 45, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of EEMV is 4545
Combined Rank
The Sharpe Ratio Rank of EEMV is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of EEMV is 4747
Sortino Ratio Rank
The Omega Ratio Rank of EEMV is 4545
Omega Ratio Rank
The Calmar Ratio Rank of EEMV is 3939
Calmar Ratio Rank
The Martin Ratio Rank of EEMV is 4949
Martin 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 Min Vol Factor ETF (EEMV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for EEMV, currently valued at 1.38, compared to the broader market0.002.004.006.001.382.54
The chart of Sortino ratio for EEMV, currently valued at 1.99, compared to the broader market-2.000.002.004.006.008.0010.0012.001.993.40
The chart of Omega ratio for EEMV, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.47
The chart of Calmar ratio for EEMV, currently valued at 0.99, compared to the broader market0.005.0010.0015.0020.000.993.66
The chart of Martin ratio for EEMV, currently valued at 6.88, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.8816.28
EEMV
^GSPC

The current iShares MSCI Emerging Markets Min Vol Factor ETF Sharpe ratio is 1.38. 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 Min Vol Factor 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.38
2.54
EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Emerging Markets Min Vol Factor ETF provided a 2.83% dividend yield over the last twelve months, with an annual payout of $1.69 per share.


2.00%2.20%2.40%2.60%2.80%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.69$1.53$1.03$1.34$1.49$1.54$1.37$1.42$1.37$1.24$1.53$1.46

Dividend yield

2.83%2.75%1.93%2.14%2.45%2.63%2.46%2.34%2.79%2.55%2.71%2.51%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Emerging Markets Min Vol Factor 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$0.63$0.00$0.00$0.00$0.00$0.00$0.63
2023$0.00$0.00$0.00$0.00$0.00$0.47$0.00$0.00$0.00$0.00$0.00$1.06$1.53
2022$0.00$0.00$0.00$0.00$0.00$0.27$0.00$0.00$0.00$0.00$0.00$0.76$1.03
2021$0.00$0.00$0.00$0.00$0.00$0.52$0.00$0.00$0.00$0.00$0.00$0.82$1.34
2020$0.00$0.00$0.00$0.00$0.00$0.55$0.00$0.00$0.00$0.00$0.00$0.94$1.49
2019$0.00$0.00$0.00$0.00$0.00$0.62$0.00$0.00$0.00$0.00$0.00$0.92$1.54
2018$0.00$0.00$0.00$0.00$0.00$0.51$0.00$0.00$0.00$0.00$0.00$0.86$1.37
2017$0.00$0.00$0.00$0.00$0.00$0.43$0.00$0.00$0.00$0.00$0.00$1.00$1.42
2016$0.00$0.00$0.00$0.00$0.00$0.64$0.00$0.00$0.00$0.00$0.00$0.73$1.37
2015$0.00$0.00$0.00$0.00$0.00$0.60$0.00$0.00$0.00$0.00$0.00$0.64$1.24
2014$0.00$0.00$0.00$0.00$0.00$0.71$0.00$0.00$0.00$0.00$0.00$0.82$1.53
2013$0.63$0.00$0.00$0.00$0.00$0.00$0.83$1.46

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.86%
-1.41%
EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Emerging Markets Min Vol Factor 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 Min Vol Factor ETF was 31.56%, occurring on Mar 23, 2020. Recovery took 195 trading sessions.

The current iShares MSCI Emerging Markets Min Vol Factor ETF drawdown is 5.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.56%Jan 29, 2018541Mar 23, 2020195Dec 29, 2020736
-28.93%Apr 29, 2015185Jan 21, 2016464Nov 21, 2017649
-21.97%Jun 2, 2021347Oct 14, 2022484Sep 19, 2024831
-15.89%May 9, 2013186Feb 3, 2014117Jul 22, 2014303
-13.44%Sep 8, 201471Dec 16, 201487Apr 23, 2015158

Volatility

Volatility Chart

The current iShares MSCI Emerging Markets Min Vol Factor ETF volatility is 3.06%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.06%
4.07%
EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF)
Benchmark (^GSPC)