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iShares ESG MSCI EM Leaders ETF (LDEM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

iShares

Inception Date

Feb 5, 2020

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

MSCI EM Extended ESG Leaders 5% Issuer Capped Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

LDEM has an expense ratio of 0.16%, which is considered low.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

iShares ESG MSCI EM Leaders ETF (LDEM) returned 12.96% year-to-date (YTD) and 13.75% over the past 12 months.


LDEM

YTD

12.96%

1M

9.59%

6M

9.81%

1Y

13.75%

5Y*

6.77%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.08%

1M

9.75%

6M

-1.63%

1Y

12.74%

5Y*

15.66%

10Y*

10.77%

*Annualized

Monthly Returns

The table below presents the monthly returns of LDEM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.53%2.88%1.80%1.13%4.02%12.96%
2024-4.84%3.37%1.34%-0.16%2.15%1.68%1.34%2.17%7.75%-4.33%-2.29%-1.79%5.87%
202311.19%-7.66%4.02%-1.54%-3.15%3.87%6.23%-7.66%-2.58%-4.32%6.63%3.23%6.49%
20220.96%-4.73%-2.69%-6.85%0.20%-4.88%-2.15%-0.88%-11.45%-2.41%16.60%-4.51%-22.46%
20214.75%-0.02%0.48%1.73%1.00%2.17%-5.79%2.62%-3.91%1.03%-4.68%-0.88%-2.03%
2020-9.62%-18.78%10.09%4.08%6.62%8.20%2.22%-1.64%2.10%9.62%5.87%15.59%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LDEM is 66, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of LDEM is 6666
Overall Rank
The Sharpe Ratio Rank of LDEM is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of LDEM is 7474
Sortino Ratio Rank
The Omega Ratio Rank of LDEM is 6868
Omega Ratio Rank
The Calmar Ratio Rank of LDEM is 5555
Calmar Ratio Rank
The Martin Ratio Rank of LDEM is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares ESG MSCI EM Leaders ETF (LDEM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

iShares ESG MSCI EM Leaders ETF Sharpe ratios as of May 14, 2025 (values are recalculated daily):

  • 1-Year: 0.74
  • 5-Year: 0.35
  • All Time: 0.10

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of iShares ESG MSCI EM Leaders ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

iShares ESG MSCI EM Leaders ETF provided a 2.34% dividend yield over the last twelve months, with an annual payout of $1.20 per share.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%$0.00$0.50$1.00$1.50$2.0020202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020
Dividend$1.20$1.20$1.41$2.10$1.05$1.13

Dividend yield

2.34%2.64%3.20%4.93%1.82%1.89%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.85$1.20
2023$0.00$0.00$0.00$0.00$0.00$0.34$0.00$0.00$0.00$0.00$0.00$1.07$1.41
2022$0.00$0.00$0.00$0.00$0.00$0.41$0.00$0.00$0.00$0.00$0.00$1.69$2.10
2021$0.00$0.00$0.00$0.00$0.00$0.25$0.00$0.00$0.00$0.00$0.00$0.80$1.05
2020$0.35$0.00$0.00$0.00$0.00$0.00$0.78$1.13

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 ESG MSCI EM Leaders 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 MSCI EM Leaders ETF was 40.82%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current iShares ESG MSCI EM Leaders ETF drawdown is 14.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.82%Feb 18, 2021425Oct 24, 2022
-32.59%Feb 13, 202027Mar 23, 202095Aug 6, 2020122
-6.26%Aug 31, 202019Sep 25, 202010Oct 9, 202029
-4.89%Jan 22, 20216Jan 29, 20215Feb 5, 202111
-3.01%Oct 26, 20205Oct 30, 20203Nov 4, 20208

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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