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 |
| Leveraged | 1x |
| 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 features an expense ratio of 0.45%, falling within the medium range.
Share Price Chart
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Compare to other instruments
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Popular comparisons: EMGF vs. AVES, EMGF vs. SPEM, EMGF vs. XCEM, EMGF vs. FDEM, EMGF vs. SPY, EMGF vs. EEM, EMGF vs. DEM, EMGF vs. VXUS, EMGF vs. VWO, EMGF vs. VOO
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 11.10% year-to-date (YTD) and 20.77% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 11.10% | 25.45% |
| 1 month | -5.94% | 2.91% |
| 6 months | 1.49% | 14.05% |
| 1 year | 20.77% | 35.64% |
| 5 years (annualized) | 5.39% | 14.13% |
| 10 years (annualized) | N/A | 11.39% |
Monthly Returns
The table below presents the monthly returns of EMGF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.71% | 4.51% | 2.20% | 0.61% | 2.68% | 2.29% | 0.51% | 0.58% | 5.53% | -3.49% | 11.10% | ||
| 2023 | 5.87% | -7.00% | 2.75% | -1.25% | -1.73% | 4.25% | 5.95% | -5.45% | -1.78% | -3.03% | 7.87% | 5.25% | 10.86% |
| 2022 | -0.59% | -1.81% | -3.05% | -4.67% | 1.08% | -7.05% | 0.58% | -0.23% | -10.77% | -1.01% | 13.85% | -2.44% | -16.55% |
| 2021 | 3.22% | 0.89% | 1.70% | 2.59% | 1.84% | 0.30% | -3.94% | 2.61% | -3.39% | -0.31% | -1.90% | 3.18% | 6.65% |
| 2020 | -6.61% | -4.18% | -15.73% | 8.65% | 2.09% | 4.47% | 10.36% | 1.86% | -0.90% | -0.27% | 5.83% | 7.32% | 10.27% |
| 2019 | 11.44% | -1.34% | 0.40% | 1.10% | -7.24% | 6.29% | -1.35% | -3.13% | 1.51% | 4.50% | -0.33% | 8.80% | 20.96% |
| 2018 | 6.45% | -3.11% | 0.50% | -3.49% | 0.35% | -6.39% | 0.69% | -3.88% | -3.30% | -8.44% | 4.93% | -4.98% | -19.71% |
| 2017 | 7.41% | 3.41% | 2.59% | 1.63% | 2.58% | 1.61% | 6.65% | 2.05% | 0.91% | 1.86% | 1.58% | 3.80% | 42.37% |
| 2016 | -6.75% | 0.03% | 12.45% | 1.02% | -3.55% | 3.82% | 4.35% | 1.40% | 3.09% | -1.55% | -4.18% | -1.00% | 8.11% |
| 2015 | 0.00% | 0.00% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EMGF is 38, 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.
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 provided a 5.29% dividend yield over the last twelve months, with an annual payout of $2.50 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.50 | $2.55 | $1.66 | $1.27 | $0.96 | $1.20 | $1.06 | $0.96 | $0.73 |
Dividend yield | 5.29% | 5.94% | 4.04% | 2.48% | 1.95% | 2.63% | 2.73% | 1.95% | 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.11 | $2.55 |
| 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 | $1.66 |
| 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 | $1.27 |
| 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 | $0.96 |
| 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 | $1.20 |
| 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 | $1.06 |
| 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 | $0.96 |
| 2016 | $0.13 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.60 | $0.73 |
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.
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 8.29%.
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 | 424 | Jul 11, 2024 | 779 |
| -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 |
| -9.39% | Jul 15, 2024 | 16 | Aug 5, 2024 | 35 | Sep 24, 2024 | 51 |
Volatility
Volatility Chart
The current iShares Edge MSCI Multifactor Emerging Markets ETF volatility is 5.14%, 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.