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Issuer
VanEck
Inception Date
Apr 10, 2018
Region
Global (Emerging Markets)
Leveraged
1x (No leverage)
Index Tracked
MSCI Emerging Markets Multi-Factor Select Index
Domicile
Australia
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap

Share Price Chart


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Performance

EMKT.AX Performance Chart

VanEck MSCI Multifactor Emerging Markets Equity ETF (EMKT.AX) is up 26.6% since the beginning of the year. EMKT.AX is currently trading at A$35 per share. Investors who bought A$1,000 worth of EMKT.AX shares 5 years ago would now be looking at an investment worth A$2,022.


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S&P 500 Index

Returns By Period

VanEck MSCI Multifactor Emerging Markets Equity ETF (EMKT.AX) has returned 26.61% so far this year and 37.00% over the past 12 months.


VanEck MSCI Multifactor Emerging Markets Equity ETF

1D
-3.02%
1M
-5.25%
6M
18.61%
YTD
26.61%
1Y
37.00%
3Y*
25.77%
5Y*
15.12%
10Y*

Benchmark (S&P 500 Index)

1D
0.12%
1M
1.38%
6M
4.49%
YTD
5.58%
1Y
12.98%
3Y*
18.01%
5Y*
13.12%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMKT.AX Monthly Returns History

Based on dividend-adjusted daily data since Apr 10, 2018, EMKT.AX's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was May 2026 with a return of +16.9%, while the worst month was Mar 2026 at -12.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, EMKT.AX closed higher 48% of trading days. The best single day was Mar 26, 2020 with a return of +6.0%, while the worst single day was Mar 13, 2020 at -7.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.98%4.65%-12.45%13.21%16.94%2.53%-5.71%26.61%
20250.92%-1.02%0.54%-0.49%5.51%5.65%1.95%-0.28%1.39%8.24%-2.00%-0.16%21.60%
20243.46%6.09%1.83%0.92%1.41%4.08%1.33%-3.77%1.57%1.42%-0.52%5.44%25.43%
20231.21%1.66%3.31%3.55%0.52%4.74%3.58%-2.12%-0.52%-3.45%2.84%1.95%18.32%
20220.77%-4.25%-3.55%-1.60%0.69%-3.27%-0.42%1.48%-5.57%1.10%5.83%-1.75%-10.53%
20216.09%-2.97%3.98%1.63%2.53%2.37%-2.36%2.55%-1.51%-2.80%1.35%1.60%12.71%

Benchmark Metrics

VanEck MSCI Multifactor Emerging Markets Equity ETF has an annualized alpha of 10.74%, beta of 0.07, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since April 10, 2018.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (49.38%) than losses (39.89%) - typical of diversified or defensive assets.
  • Beta of 0.07 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
10.74%
Beta
0.07
0.01
Upside Capture
49.38%
Downside Capture
39.89%

Expense Ratio

EMKT.AX has an expense ratio of 0.69%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EMKT.AX ranks 56 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


EMKT.AX Risk / Return Rank: 5656
Overall Rank
EMKT.AX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
EMKT.AX Sortino Ratio Rank: 4949
Sortino Ratio Rank
EMKT.AX Omega Ratio Rank: 5454
Omega Ratio Rank
EMKT.AX Calmar Ratio Rank: 6464
Calmar Ratio Rank
EMKT.AX Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for VanEck MSCI Multifactor Emerging Markets Equity ETF (EMKT.AX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMKT.AXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.28

1.24

+0.04

Calmar ratioReturn relative to maximum drawdown

2.57

1.11

+1.46

Martin ratioReturn relative to average drawdown

8.39

3.10

+5.29

Dividends

Dividend History

VanEck MSCI Multifactor Emerging Markets Equity ETF provided a 13.38% dividend yield over the last twelve months, with an annual payout of A$4.64 per share.


1.00%2.00%3.00%4.00%5.00%A$0.00A$0.20A$0.40A$0.60A$0.80A$1.00A$1.2020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
DividendA$4.64A$0.90A$0.65A$1.13A$0.80A$0.37A$0.48A$0.29A$0.09

Dividend yield

13.38%2.92%2.48%5.28%4.20%1.67%2.40%1.41%0.52%

Monthly Dividends

The table displays the monthly dividend distributions for VanEck MSCI Multifactor Emerging Markets Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00A$4.64A$4.64
2025A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00A$0.90A$0.00A$0.00A$0.00A$0.00A$0.00A$0.90
2024A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00A$0.65A$0.00A$0.00A$0.00A$0.00A$0.00A$0.65
2023A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00A$1.13A$0.00A$0.00A$0.00A$0.00A$0.00A$1.13
2022A$0.00A$0.00A$0.00A$0.00A$0.00A$0.80A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00A$0.80
2021A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00A$0.37A$0.00A$0.00A$0.00A$0.00A$0.00A$0.37

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the VanEck MSCI Multifactor Emerging Markets Equity 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 VanEck MSCI Multifactor Emerging Markets Equity ETF was 23.26%, occurring on Mar 16, 2020. Recovery took 212 trading sessions.

The current VanEck MSCI Multifactor Emerging Markets Equity ETF drawdown is 7.87%.


Drawdown

Fall

Recovery

Underwater

Related event

-23.26%Mar 2020
1mo 22d10mo 4d
11mo 26dJan 2020 - Jan 2021
COVID crash2020
-18.18%Oct 2018
5mo 19d1y 1mo
1y 7moMay 2018 - Dec 2019
Rate-hike selloffLate 2018
-18.03%Sep 2022
1y 28d9mo 27d
1y 10moSep 2021 - Jul 2023
Bear market2022
-13.55%Mar 2026
23d1mo 13d
2mo 6dFeb 2026 - May 2026
-8.43%Jul 2026
20d
23dJun 2026 - now

Drawdown Indicators


EMKT.AXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-23.26%

-41.07%

+17.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.55%

-11.69%

-1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-13.55%

-17.74%

+4.19%

Max Drawdown (5Y)

Largest decline over 5 years

-18.03%

-22.01%

+3.98%

Max Drawdown (10Y)

Largest decline over 10 years

-24.71%

Current Drawdown

Current decline from peak

-7.87%

-0.60%

-7.27%

Average Drawdown

Average peak-to-trough decline

-5.78%

-11.02%

+5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

4.20%

+0.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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