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iShares MSCI Emerging Markets Min Vol Factor ETF

EEMV
ETF · Currency in USD
ISIN
US4642865335
CUSIP
464286533
Issuer
Blackrock Financial Management
Inception Date
Oct 18, 2011
Region
Emerging Markets (Broad)
Category
Asia Pacific Equities
Expense Ratio
0.25%
Index Tracked
MSCI Emerging Markets Minimum Volatility Index
ETF Home Page
www.ishares.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

EEMVPrice Chart


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S&P 500

EEMVPerformance

The chart shows the growth of $10,000 invested in iShares MSCI Emerging Markets Min Vol Factor ETF on Oct 21, 2011 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $16,619 for a total return of roughly 66.19%. All prices are adjusted for splits and dividends.


EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF)
Benchmark (S&P 500)

EEMVReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M2.11%
6M1.75%
YTD4.40%
1Y15.20%
5Y6.24%
10Y5.27%

EEMVMonthly Returns Heatmap


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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 1.34. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF)
Benchmark (S&P 500)

EEMVDividends

iShares MSCI Emerging Markets Min Vol Factor ETF granted a 2.32% dividend yield in the last twelve months, as of Sep 18, 2021. The annual payout for that period amounted to $1.47 per share.


PeriodTTM2020201920182017201620152014201320122011
Dividend$1.47$1.49$1.54$1.37$1.42$1.37$1.24$1.53$1.46$1.00$0.71

Dividend yield

2.32%2.45%2.63%2.46%2.34%2.79%2.55%2.71%2.51%1.64%1.42%

EEMVDrawdowns Chart

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


EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF)
Benchmark (S&P 500)

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
-13.44%Sep 8, 201471Dec 16, 201487Apr 23, 2015158
-10.78%May 2, 201222Jun 1, 201272Sep 13, 201294
-9.1%Oct 31, 201118Nov 23, 201136Jan 18, 201254
-6.22%Jun 2, 202139Jul 27, 2021
-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 5.80%. 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.


EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF)
Benchmark (S&P 500)

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