iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L)
EMVL.L is a passive ETF by iShares tracking the investment results of the MSCI EM NR USD. EMVL.L launched on Dec 6, 2018 and has a 0.40% expense ratio.
ETF Info
ISIN | IE00BG0SKF03 |
---|---|
WKN | A2JJAQ |
Issuer | iShares |
Inception Date | Dec 6, 2018 |
Category | Emerging Markets Equities |
Index Tracked | MSCI EM NR USD |
Domicile | Ireland |
Distribution Policy | Accumulating |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
EMVL.L has a high expense ratio of 0.40%, 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 EM Value Factor UCITS ETF USD(Acc), 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 EM Value Factor UCITS ETF USD(Acc) had a return of 12.73% year-to-date (YTD) and 23.79% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 12.73% | 10.00% |
1 month | 8.39% | 2.41% |
6 months | 19.59% | 16.70% |
1 year | 23.79% | 26.85% |
5 years (annualized) | 7.29% | 12.81% |
10 years (annualized) | N/A | 10.84% |
Monthly Returns
The table below presents the monthly returns of EMVL.L, 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 | -2.08% | 4.35% | 2.68% | 2.31% | 12.73% | ||||||||
2023 | 7.70% | -4.40% | 2.36% | 1.35% | -3.50% | 5.47% | 5.84% | -5.22% | -0.09% | -5.19% | 8.97% | 5.15% | 18.38% |
2022 | 0.36% | -0.90% | -2.01% | -5.69% | 1.23% | -10.67% | 0.36% | -1.54% | -10.83% | -1.05% | 16.24% | -0.39% | -16.09% |
2021 | 3.36% | 3.77% | 2.57% | 3.47% | 1.10% | -1.76% | -4.96% | 1.16% | -3.14% | -1.23% | -3.72% | 4.91% | 5.04% |
2020 | -8.57% | -5.77% | -12.21% | 7.10% | -1.09% | 5.57% | 7.27% | 3.68% | -2.76% | -0.04% | 11.48% | 5.67% | 7.72% |
2019 | 9.51% | -1.20% | -0.58% | 1.10% | -6.36% | 6.36% | -1.51% | -6.57% | 3.81% | 2.45% | 0.77% | 8.53% | 15.91% |
2018 | -1.12% | -1.12% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EMVL.L is 65, 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.
EMVL.L (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc))
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.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 iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc). 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 EM Value Factor UCITS ETF USD(Acc) was 34.95%, occurring on Sep 29, 2022. Recovery took 411 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-34.95% | May 10, 2021 | 351 | Sep 29, 2022 | 411 | May 13, 2024 | 762 |
-34.23% | Jan 20, 2020 | 46 | Mar 23, 2020 | 170 | Nov 23, 2020 | 216 |
-13.68% | Apr 18, 2019 | 81 | Aug 14, 2019 | 87 | Dec 16, 2019 | 168 |
-5.69% | Jan 22, 2021 | 6 | Jan 29, 2021 | 8 | Feb 10, 2021 | 14 |
-5.61% | Feb 16, 2021 | 28 | Mar 25, 2021 | 13 | Apr 15, 2021 | 41 |
Volatility
Volatility Chart
The current iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) volatility is 3.50%, 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.