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iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV)

ETF · Currency in USD · Last updated Aug 6, 2022

EEMV is a passive ETF by iShares tracking the investment results of the MSCI Emerging Markets Minimum Volatility Index. EEMV launched on Oct 18, 2011 and has a 0.25% expense ratio.

ETF Info

ISINUS4642865335
CUSIP464286533
IssueriShares
Inception DateOct 18, 2011
RegionEmerging Markets (Broad)
CategoryAsia Pacific Equities
Expense Ratio0.25%
Index TrackedMSCI Emerging Markets Minimum Volatility Index
ETF Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Trading Data

Previous Close$56.11
Year Range$53.96 - $63.91
EMA (50)$55.80
EMA (200)$58.72
Average Volume$766.02K

EEMVShare Price Chart


Chart placeholderClick Calculate to get results

EEMVPerformance

The chart shows the growth of $10,000 invested in iShares MSCI Emerging Markets Min Vol Factor ETF in Oct 2011 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $15,008 for a total return of roughly 50.08%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-9.66%
-7.55%
EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF)
Benchmark (^GSPC)

EEMVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M2.06%8.19%
6M-9.52%-7.42%
YTD-10.26%-13.03%
1Y-8.93%-5.85%
5Y1.92%10.86%
10Y2.41%11.53%

EEMVMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-0.59%-0.11%-2.16%-3.65%-1.00%-4.32%0.94%0.29%
20210.98%0.99%1.40%0.36%2.22%-0.18%-3.60%3.28%-1.89%0.48%-1.56%2.67%
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%
20196.28%-1.06%0.89%1.09%-4.70%4.21%-1.78%-1.76%0.53%2.22%-2.26%4.48%
20186.11%-5.06%1.85%-1.92%-0.41%-4.19%3.53%-1.19%0.22%-7.28%4.33%-1.08%
20173.72%1.93%3.46%1.44%1.90%0.95%3.07%1.82%-0.07%1.88%0.02%4.35%
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%
20151.18%2.53%0.44%5.46%-3.47%-3.00%-3.80%-8.31%-2.08%5.06%-3.90%-1.97%
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%
20130.51%0.26%-0.31%2.84%-4.73%-3.11%0.56%-4.07%6.59%2.61%-1.44%-0.45%
20126.71%5.84%0.04%0.57%-9.33%6.50%1.68%0.58%2.82%0.66%0.89%5.02%
20118.84%-1.55%-2.44%

EEMVSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares MSCI Emerging Markets Min Vol Factor ETF Sharpe ratio is -0.69. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.69
-0.31
EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF)
Benchmark (^GSPC)

EEMVDividend History

iShares MSCI Emerging Markets Min Vol Factor ETF granted a 1.94% dividend yield in the last twelve months. The annual payout for that period amounted to $1.09 per share.


PeriodTTM20212020201920182017201620152014201320122011
Dividend$1.09$1.34$1.49$1.54$1.37$1.42$1.37$1.24$1.53$1.46$1.00$0.71

Dividend yield

1.94%2.15%2.51%2.77%2.66%2.60%3.17%2.97%3.24%3.07%2.07%1.82%

EEMVDrawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-12.28%
-13.58%
EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF)
Benchmark (^GSPC)

EEMVWorst Drawdowns

The table below shows the maximum drawdowns of the iShares MSCI Emerging Markets Min Vol Factor ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares MSCI Emerging Markets Min Vol Factor ETF is 31.56%, recorded on Mar 23, 2020. It took 195 trading sessions for the portfolio to recover.


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
-15.89%May 9, 2013186Feb 3, 2014117Jul 22, 2014303
-15.64%Jun 2, 2021282Jul 14, 2022
-13.44%Sep 8, 201471Dec 16, 201487Apr 23, 2015158
-10.78%May 2, 201222Jun 1, 201272Sep 13, 201294
-9.1%Oct 31, 201115Nov 23, 201136Jan 18, 201251
-5.23%Feb 18, 202126Mar 25, 202146Jun 1, 202172
-4.12%Apr 3, 20125Apr 10, 201215May 1, 201220
-3.68%Mar 11, 201325Apr 15, 201310Apr 29, 201335

EEMVVolatility Chart

Current iShares MSCI Emerging Markets Min Vol Factor ETF volatility is 11.72%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
11.72%
19.67%
EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF)
Benchmark (^GSPC)

EEMVAlternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. Yield
EEMApr 11, 20030.68%-17.30%2.05%2.73%Compare EEMV and EEM