iShares Edge MSCI Multifactor Emerging Markets ETF (EMGF)
EMGF is a passive ETF by iShares tracking the investment results of the MSCI Emerging Markets Diversified Multiple-Factor Index. EMGF launched on Dec 8, 2015 and has a 0.45% expense ratio.
ETF Info
ISIN | US46434G8895 |
---|---|
CUSIP | 46434G889 |
Issuer | iShares |
Inception Date | Dec 8, 2015 |
Region | Broad Asia (Pacific ex-Japan) |
Category | Emerging Markets Equities |
Index Tracked | MSCI Emerging Markets Diversified Multiple-Factor Index |
Home Page | www.ishares.com |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
EMGF has a high expense ratio of 0.45%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares Edge MSCI Multifactor Emerging Markets ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
iShares Edge MSCI Multifactor Emerging Markets ETF had a return of 7.51% year-to-date (YTD) and 19.04% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 7.51% | 8.76% |
1 month | 2.08% | -0.28% |
6 months | 17.04% | 18.36% |
1 year | 19.04% | 25.94% |
5 years (annualized) | 5.84% | 12.51% |
10 years (annualized) | N/A | 10.71% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -2.71% | 4.51% | 2.20% | 0.61% | ||||||||
2023 | -3.03% | 7.87% | 5.25% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EMGF is 58, 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.
EMGF (iShares Edge MSCI Multifactor Emerging Markets ETF)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares Edge MSCI Multifactor Emerging Markets ETF (EMGF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares Edge MSCI Multifactor Emerging Markets ETF granted a 5.52% dividend yield in the last twelve months. The annual payout for that period amounted to $2.54 per share.
Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
---|---|---|---|---|---|---|---|---|---|
Dividend | $2.54 | $2.54 | $1.66 | $1.27 | $0.96 | $1.20 | $1.06 | $0.96 | $0.72 |
Dividend yield | 5.52% | 5.94% | 4.04% | 2.48% | 1.95% | 2.63% | 2.73% | 1.94% | 2.04% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares Edge MSCI Multifactor Emerging Markets ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||||
2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.11 |
2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.21 |
2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.93 |
2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 |
2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 |
2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.73 |
2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.70 |
2016 | $0.13 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.60 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Edge MSCI Multifactor Emerging Markets 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 Edge MSCI Multifactor Emerging Markets ETF was 40.23%, occurring on Mar 23, 2020. Recovery took 199 trading sessions.
The current iShares Edge MSCI Multifactor Emerging Markets ETF drawdown is 5.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-40.23% | Jan 29, 2018 | 541 | Mar 23, 2020 | 199 | Jan 5, 2021 | 740 |
-28.6% | Jun 7, 2021 | 355 | Oct 31, 2022 | — | — | — |
-13.92% | Dec 28, 2015 | 5 | Jan 15, 2016 | 17 | Mar 21, 2016 | 22 |
-10.21% | Sep 12, 2016 | 28 | Nov 14, 2016 | 48 | Feb 2, 2017 | 76 |
-8.69% | Apr 21, 2016 | 11 | May 19, 2016 | 21 | Jul 12, 2016 | 32 |
Volatility
Volatility Chart
The current iShares Edge MSCI Multifactor Emerging Markets ETF volatility is 4.33%, 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.