- Issuer
- iShares
- Inception Date
- Oct 6, 2020
- Region
- Emerging Markets (Broad)
- Category
- Emerging Markets Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI Emerging Markets Choice ESG Screened 5% Issuer Capped Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Assets Under Management
- $161M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
EMXF Performance Chart
iShares ESG Advanced MSCI EM ETF (EMXF) is up 24.8% since the beginning of the year. EMXF is currently trading at $58 per share. Investors who bought $1,000 worth of EMXF shares 5 years ago would now be looking at an investment worth $1,412.
Loading charts...
Returns By Period
iShares ESG Advanced MSCI EM ETF (EMXF) has returned 24.76% so far this year and 47.21% over the past 12 months.
iShares ESG Advanced MSCI EM ETF
- 1D
- -1.30%
- 1M
- 8.70%
- YTD
- 24.76%
- 6M
- 27.57%
- 1Y
- 47.21%
- 3Y*
- 21.67%
- 5Y*
- 7.15%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.74%
- 1M
- 4.90%
- YTD
- 10.35%
- 6M
- 10.28%
- 1Y
- 26.52%
- 3Y*
- 20.83%
- 5Y*
- 12.30%
- 10Y*
- 13.66%
EMXF Monthly Returns History
Based on dividend-adjusted daily data since Oct 13, 2020, EMXF'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, 57% of months were positive and 43% were negative. The best month was Nov 2022 with a return of +14.8%, while the worst month was Sep 2022 at -10.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.
On a daily basis, EMXF closed higher 52% of trading days. The best single day was Mar 16, 2022 with a return of +8.3%, while the worst single day was May 24, 2022 at -7.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.97% | 4.65% | -8.16% | 11.82% | 8.08% | 0.41% | 24.76% | ||||||
| 2025 | 2.11% | -0.37% | 0.86% | 1.02% | 5.20% | 6.85% | -0.34% | 1.64% | 4.25% | 3.78% | -1.11% | 2.48% | 29.40% |
| 2024 | -4.62% | 3.34% | 1.74% | -0.28% | 2.06% | 2.13% | 1.54% | 1.89% | 6.75% | -3.14% | -1.50% | -1.64% | 8.03% |
| 2023 | 8.57% | -7.51% | 2.50% | -0.95% | -1.93% | 4.95% | 6.61% | -7.30% | -3.45% | -2.33% | 5.28% | 3.59% | 6.63% |
| 2022 | -0.14% | -2.82% | -1.87% | -7.02% | 0.75% | -4.71% | -0.99% | -1.47% | -10.78% | -2.12% | 14.84% | -2.59% | -18.99% |
| 2021 | 3.83% | -0.02% | 0.42% | 1.29% | 3.03% | 2.24% | -5.39% | 3.15% | -4.38% | 1.44% | -2.05% | 1.30% | 4.45% |
Benchmark Metrics
iShares ESG Advanced MSCI EM ETF has an annualized alpha of 3.07%, beta of 0.66, and R2 of 0.26 versus S&P 500 Index. Calculated based on daily prices since October 14, 2020.
- This ETF participated in 68.72% of S&P 500 Index downside but only 64.89% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.66 may look defensive, but with R2 of 0.26 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 0.26 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
- 3.07%
- Beta
- 0.66
- R²
- 0.26
- Upside Capture
- 64.89%
- Downside Capture
- 68.72%
Expense Ratio
EMXF has an expense ratio of 0.16%, which is considered low.
Return for Risk
Risk / Return Rank
EMXF ranks 77 for risk / return — better than 77% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares ESG Advanced MSCI EM ETF (EMXF) and compare them to S&P 500 Index.
| EMXF | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.55 | 2.24 | +0.31 |
Sortino ratioReturn per unit of downside risk | 3.42 | 3.07 | +0.34 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.41 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.79 | 2.93 | +0.86 |
Martin ratioReturn relative to average drawdown | 14.56 | 13.52 | +1.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
iShares ESG Advanced MSCI EM ETF provided a 2.75% dividend yield over the last twelve months, with an annual payout of $1.60 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.60 | $1.60 | $1.09 | $0.80 | $0.82 | $0.80 | $0.17 |
Dividend yield | 2.75% | 3.43% | 2.92% | 2.25% | 2.42% | 1.87% | 0.41% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares ESG Advanced MSCI EM 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.53 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.07 | $1.60 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.78 | $1.09 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.56 | $0.80 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.61 | $0.82 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.62 | $0.80 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares ESG Advanced MSCI EM 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 ESG Advanced MSCI EM ETF was 33.13%, occurring on Oct 24, 2022. Recovery took 667 trading sessions.
The current iShares ESG Advanced MSCI EM ETF drawdown is 1.30%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -33.13%Oct 2022 | 1y 8mo | 2y 8mo | 4y 4moFeb 2021 - Jun 2025 |
2026 correction2026 | -12.53%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 |
2026 pullback2026 | -5.67%May 2026 | 7d | 7d | 14dMay 2026 - May 2026 |
2021 pullback2021 | -4.91%Jan 2021 | 7d | 11d | 18dJan 2021 - Feb 2021 |
2025 pullback2025 | -4.78%Nov 2025 | 8d | 1mo 10d | 1mo 18dNov 2025 - Dec 2025 |
Drawdown Indicators
| EMXF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.13% | -56.78% | +23.65% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -9.10% | -3.43% |
Max Drawdown (3Y)Largest decline over 3 years | -15.93% | -18.90% | +2.97% |
Max Drawdown (5Y)Largest decline over 5 years | -32.89% | -25.43% | -7.46% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.30% | -0.74% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -12.02% | -10.72% | -1.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 1.97% | +1.28% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with EMXF
Add iShares ESG Advanced MSCI EM ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with EMXF