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iShares Edge MSCI Multifactor Emerging Markets ETF (EMGF)

ETF · Currency in USD
ISIN
US46434G8895
CUSIP
46434G889
Issuer
iShares
Inception Date
Dec 8, 2015
Region
Broad Asia (Pacific ex-Japan)
Category
Emerging Markets Equities
Expense Ratio
0.45%
Index Tracked
MSCI Emerging Markets Diversified Multiple-Factor Index
ETF Home Page
www.ishares.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

EMGFPrice Chart


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EMGFPerformance

The chart shows the growth of $10,000 invested in iShares Edge MSCI Multifactor Emerging Markets ETF on Dec 11, 2015 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,699 for a total return of roughly 76.99%. All prices are adjusted for splits and dividends.


EMGF (iShares Edge MSCI Multifactor Emerging Markets ETF)
Benchmark (S&P 500)

EMGFReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD0.68%-3.97%
1M2.77%-0.94%
6M0.35%7.48%
1Y3.83%21.47%
5Y9.25%15.52%
10Y10.18%15.29%

EMGFMonthly Returns Heatmap


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EMGFSharpe 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 Edge MSCI Multifactor Emerging Markets ETF Sharpe ratio is 0.09. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


EMGF (iShares Edge MSCI Multifactor Emerging Markets ETF)
Benchmark (S&P 500)

EMGFDividends

iShares Edge MSCI Multifactor Emerging Markets ETF granted a 2.47% dividend yield in the last twelve months, as of Jan 19, 2022. The annual payout for that period amounted to $1.27 per share.


PeriodTTM2021202020192018201720162015
Dividend$1.27$1.27$0.96$1.20$1.06$0.96$0.72$0.00

Dividend yield

2.47%2.48%1.99%2.76%2.94%2.15%2.30%0.00%

EMGFDrawdowns Chart

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


EMGF (iShares Edge MSCI Multifactor Emerging Markets ETF)
Benchmark (S&P 500)

EMGFWorst Drawdowns

The table below shows the maximum drawdowns of the iShares Edge MSCI Multifactor Emerging Markets 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 Edge MSCI Multifactor Emerging Markets ETF is 40.23%, recorded on Mar 23, 2020. It took 194 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.23%Jan 29, 2018538Mar 23, 2020194Jan 5, 2021732
-13.92%Dec 28, 20155Jan 15, 201617Mar 21, 201622
-10.21%Sep 12, 201646Nov 14, 201654Feb 2, 2017100
-9.03%Jun 7, 2021122Nov 26, 2021
-8.69%Apr 21, 201621May 19, 201636Jul 12, 201657
-8.02%Feb 18, 202113Mar 8, 202159Jun 1, 202172
-5.12%Nov 24, 20179Dec 6, 201715Dec 28, 201724
-4.75%Jan 22, 20216Jan 29, 20217Feb 9, 202113
-3.99%Feb 24, 201710Mar 9, 20175Mar 16, 201715
-3.92%Sep 20, 20174Sep 25, 20178Oct 5, 201712

EMGFVolatility Chart

Current iShares Edge MSCI Multifactor Emerging Markets ETF volatility is 16.42%. 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.


EMGF (iShares Edge MSCI Multifactor Emerging Markets ETF)
Benchmark (S&P 500)

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