Morgan Stanley Scientific Beta HFE EM Equity 6F EW UCITS ETF (EMHF.L)
EMHF.L is a passive ETF by FundLogic tracking the investment results of the MSCI EM NR USD. EMHF.L launched on Dec 6, 2017 and has a 0.30% expense ratio.
ETF Info
| ISIN | IE00BDBRDX40 |
|---|---|
| WKN | A2H8W5 |
| Issuer | FundLogic |
| Inception Date | Dec 6, 2017 |
| Category | Emerging Markets Equities |
| Index Tracked | MSCI EM NR USD |
| Domicile | Ireland |
| Distribution Policy | Accumulating |
| Asset Class | Equity |
Expense Ratio
EMHF.L has a high expense ratio of 0.30%, 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 Morgan Stanley Scientific Beta HFE EM Equity 6F EW UCITS 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
Morgan Stanley Scientific Beta HFE EM Equity 6F EW UCITS ETF had a return of 5.55% year-to-date (YTD) and 13.60% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 5.55% | 5.57% |
| 1 month | 0.48% | -4.16% |
| 6 months | 15.37% | 20.07% |
| 1 year | 13.60% | 20.82% |
| 5 years (annualized) | 2.41% | 11.56% |
| 10 years (annualized) | N/A | 10.37% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.98% | 4.70% | 2.36% | |||||||||
| 2023 | -6.12% | 4.67% | 4.44% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EMHF.L is 56, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Morgan Stanley Scientific Beta HFE EM Equity 6F EW UCITS ETF(EMHF.L)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Morgan Stanley Scientific Beta HFE EM Equity 6F EW UCITS ETF (EMHF.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
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 Morgan Stanley Scientific Beta HFE EM Equity 6F EW UCITS 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 Morgan Stanley Scientific Beta HFE EM Equity 6F EW UCITS ETF was 36.20%, occurring on Mar 23, 2020. Recovery took 261 trading sessions.
The current Morgan Stanley Scientific Beta HFE EM Equity 6F EW UCITS ETF drawdown is 0.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.2% | Jan 20, 2020 | 46 | Mar 23, 2020 | 261 | Apr 23, 2021 | 307 |
| -17.45% | Apr 5, 2022 | 138 | Oct 24, 2022 | 328 | Feb 12, 2024 | 466 |
| -15.68% | Jan 10, 2018 | 203 | Oct 26, 2018 | 308 | Jan 17, 2020 | 511 |
| -10.7% | Feb 18, 2022 | 18 | Mar 15, 2022 | 14 | Apr 4, 2022 | 32 |
| -8.99% | Jul 1, 2021 | 37 | Aug 20, 2021 | 104 | Jan 20, 2022 | 141 |
Volatility
Volatility Chart
The current Morgan Stanley Scientific Beta HFE EM Equity 6F EW UCITS ETF volatility is 4.06%, 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.