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ISIN
US46434G1031
CUSIP
46434G103
Issuer
iShares
Inception Date
Oct 18, 2012
Region
Emerging Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
MSCI Emerging Markets Investable Market Index (USD) (Net)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$154B

Share Price Chart


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Performance

IEMG Performance Chart

iShares Core MSCI Emerging Markets ETF (IEMG) is up 19.1% since the beginning of the year. IEMG is currently trading at $80 per share. Investors who bought $1,000 worth of IEMG shares 5 years ago would now be looking at an investment worth $1,364.


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S&P 500 Index

Returns By Period

iShares Core MSCI Emerging Markets ETF (IEMG) has returned 19.07% so far this year and 39.90% over the past 12 months. Over the last ten years, IEMG has returned 9.89% per year, falling short of the S&P 500 Index benchmark, which averaged 13.42% annually.


iShares Core MSCI Emerging Markets ETF

1D
0.09%
1M
-3.58%
YTD
19.07%
6M
21.03%
1Y
39.90%
3Y*
20.55%
5Y*
6.41%
10Y*
9.89%

Benchmark (S&P 500 Index)

1D
-0.26%
1M
-0.17%
YTD
7.91%
6M
7.98%
1Y
22.99%
3Y*
19.77%
5Y*
11.75%
10Y*
13.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEMG Monthly Returns History

Based on dividend-adjusted daily data since Oct 24, 2012, IEMG's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2022 with a return of +14.7%, while the worst month was Mar 2020 at -16.9%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IEMG closed higher 53% of trading days. The best single day was Mar 16, 2022 with a return of +7.5%, while the worst single day was Mar 16, 2020 at -12.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.94%5.79%-9.13%12.53%6.34%-4.11%19.07%
20251.47%0.85%0.99%0.37%4.65%7.19%0.50%2.92%6.17%3.56%-1.71%1.92%32.56%
2024-4.21%3.90%2.50%0.10%1.82%2.77%0.77%0.96%5.42%-3.12%-2.36%-1.77%6.50%
20238.93%-6.92%3.04%-0.43%-2.06%4.61%5.96%-6.07%-3.00%-3.47%8.08%3.88%11.52%
2022-0.47%-3.94%-2.94%-5.94%0.61%-5.60%0.00%-1.22%-11.31%-1.47%14.66%-2.49%-19.98%
20212.89%1.41%-0.57%1.72%1.80%1.22%-5.64%1.39%-3.64%1.08%-3.70%1.82%-0.64%

Benchmark Metrics

iShares Core MSCI Emerging Markets ETF has an annualized alpha of -3.73%, beta of 0.87, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since October 24, 2012.

  • This ETF participated in 91.83% of S&P 500 Index downside but only 67.71% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -3.73% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 0.87 and R2 of 0.57, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-3.73%
Beta
0.87
0.57
Upside Capture
67.71%
Downside Capture
91.83%

Expense Ratio

IEMG has an expense ratio of 0.09%, which is considered low.


Return for Risk

Risk / Return Rank

IEMG ranks 69 for risk / return — better than 69% 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.


IEMG Risk / Return Rank: 6969
Overall Rank
IEMG Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 6363
Sortino Ratio Rank
IEMG Omega Ratio Rank: 7373
Omega Ratio Rank
IEMG Calmar Ratio Rank: 7070
Calmar Ratio Rank
IEMG Martin Ratio Rank: 7171
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 iShares Core MSCI Emerging Markets ETF (IEMG) and compare them to S&P 500 Index.


IEMGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.03

Calmar ratioReturn relative to maximum drawdown

3.03

2.54

+0.50

Martin ratioReturn relative to average drawdown

11.34

11.58

-0.24

Dividends

Dividend History

iShares Core MSCI Emerging Markets ETF provided a 2.31% dividend yield over the last twelve months, with an annual payout of $1.85 per share. The fund has been increasing its distributions for 3 consecutive years.


1.80%2.00%2.20%2.40%2.60%2.80%3.00%3.20%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.85$1.85$1.67$1.46$1.26$1.83$1.16$1.69$1.30$1.33$0.97$0.99

Dividend yield

2.31%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
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$0.71$0.00$0.00$0.00$0.00$0.00$1.14$1.85
2024$0.00$0.00$0.00$0.00$0.00$0.51$0.00$0.00$0.00$0.00$0.00$1.16$1.67
2023$0.00$0.00$0.00$0.00$0.00$0.48$0.00$0.00$0.00$0.00$0.00$0.98$1.46
2022$0.00$0.00$0.00$0.00$0.00$0.60$0.00$0.00$0.00$0.00$0.00$0.66$1.26
2021$0.00$0.00$0.00$0.00$0.00$0.47$0.00$0.00$0.00$0.00$0.00$1.36$1.83

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 iShares Core MSCI 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 Core MSCI Emerging Markets ETF was 38.71%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current iShares Core MSCI Emerging Markets ETF drawdown is 6.92%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-38.71%Mar 2020
2y 1mo7mo 28d
2y 9moJan 2018 - Nov 2020
Bear market2022
-37.15%Oct 2022
1y 8mo2y 8mo
4y 5moFeb 2021 - Jul 2025
2016 bear market2016
-34.41%Jan 2016
1y 4mo1y 5mo
2y 10moSep 2014 - Jul 2017
2013 correction2013
-17.50%Jun 2013
5mo 22d11mo 21d
1y 5moJan 2013 - Jun 2014
2026 correction2026
-13.21%Mar 2026
1mo 2d18d
1mo 20dFeb 2026 - Apr 2026

Drawdown Indicators


IEMGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.71%

-56.78%

+18.07%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-9.10%

-4.11%

Max Drawdown (3Y)

Largest decline over 3 years

-17.21%

-18.90%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-35.75%

-25.43%

-10.32%

Max Drawdown (10Y)

Largest decline over 10 years

-38.71%

-33.92%

-4.79%

Current Drawdown

Current decline from peak

-6.92%

-2.93%

-3.99%

Average Drawdown

Average peak-to-trough decline

-12.96%

-10.72%

-2.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.53%

1.99%

+1.54%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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