- Issuer
- iShares
- Inception Date
- Feb 5, 2020
- Region
- Emerging Markets (Broad)
- Category
- Emerging Markets Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- MSCI EM Extended ESG Leaders 5% Issuer Capped Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $34M
Share Price Chart
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Performance
LDEM Performance Chart
iShares ESG MSCI EM Leaders ETF (LDEM) is up 8.7% since the beginning of the year. LDEM is currently trading at $63 per share. Investors who bought $1,000 worth of LDEM shares 5 years ago would now be looking at an investment worth $1,126.
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Returns By Period
iShares ESG MSCI EM Leaders ETF (LDEM) has returned 8.67% so far this year and 27.60% over the past 12 months.
iShares ESG MSCI EM Leaders ETF
- 1D
- 1.14%
- 1M
- 1.54%
- YTD
- 8.67%
- 6M
- 9.67%
- 1Y
- 27.60%
- 3Y*
- 15.69%
- 5Y*
- 2.41%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.13%
- 1M
- 5.25%
- YTD
- 11.16%
- 6M
- 11.43%
- 1Y
- 28.20%
- 3Y*
- 21.12%
- 5Y*
- 12.66%
- 10Y*
- 13.75%
LDEM Monthly Returns History
Based on dividend-adjusted daily data since Feb 12, 2020, LDEM's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +16.6%, while the worst month was Mar 2020 at -18.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, LDEM closed higher 51% of trading days. The best single day was Mar 16, 2022 with a return of +6.9%, while the worst single day was Mar 12, 2020 at -9.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.62% | 1.51% | -7.84% | 7.30% | -0.33% | 1.87% | 8.67% | ||||||
| 2025 | 2.53% | 2.88% | 1.80% | 1.13% | 2.94% | 7.62% | 0.93% | 2.87% | 5.23% | 1.50% | -1.74% | 1.07% | 32.49% |
| 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% |
| 2023 | 11.19% | -7.66% | 4.02% | -1.54% | -3.15% | 3.87% | 6.23% | -7.66% | -2.58% | -4.32% | 6.63% | 3.23% | 6.49% |
| 2022 | 0.96% | -4.73% | -2.69% | -6.85% | 0.20% | -4.88% | -2.15% | -0.88% | -11.45% | -2.40% | 16.60% | -4.51% | -22.46% |
| 2021 | 4.75% | -0.02% | 0.48% | 1.73% | 1.00% | 2.17% | -5.79% | 2.62% | -3.91% | 1.03% | -4.68% | -0.88% | -2.03% |
Benchmark Metrics
iShares ESG MSCI EM Leaders ETF has an annualized alpha of -2.05%, beta of 0.65, and R2 of 0.43 versus S&P 500 Index. Calculated based on daily prices since February 13, 2020.
- This ETF participated in 84.59% of S&P 500 Index downside but only 60.21% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.65 may look defensive, but with R2 of 0.43 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 0.43 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -2.05%
- Beta
- 0.65
- R²
- 0.43
- Upside Capture
- 60.21%
- Downside Capture
- 84.59%
Expense Ratio
LDEM has an expense ratio of 0.16%, which is considered low.
Return for Risk
Risk / Return Rank
LDEM ranks 43 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares ESG MSCI EM Leaders ETF (LDEM) and compare them to S&P 500 Index.
| LDEM | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 2.39 | -0.81 |
Sortino ratioReturn per unit of downside risk | 2.20 | 3.25 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.43 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 3.11 | -1.01 |
Martin ratioReturn relative to average drawdown | 6.91 | 14.38 | -7.47 |
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 MSCI EM Leaders ETF provided a 3.00% dividend yield over the last twelve months, with an annual payout of $1.89 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $1.89 | $1.89 | $1.20 | $1.41 | $2.10 | $1.05 | $1.13 |
Dividend yield | 3.00% | 3.26% | 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.
| 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 | $0.62 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.27 | $1.89 |
| 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 |
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. Recovery took 726 trading sessions.
The current iShares ESG MSCI EM Leaders ETF drawdown is 2.35%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -40.82%Oct 2022 | 1y 8mo | 2y 10mo | 4y 7moFeb 2021 - Sep 2025 |
COVID crash2020 | -32.59%Mar 2020 | 1mo 9d | 4mo 16d | 5mo 25dFeb 2020 - Aug 2020 |
2026 correction2026 | -13.21%Mar 2026 | 1mo 2d | — | 3mo 7dFeb 2026 - now |
2020 pullback2020 | -6.26%Sep 2020 | 25d | 14d | 1mo 9dAug 2020 - Oct 2020 |
2025 pullback2025 | -5.64%Nov 2025 | 21d | 1mo 16d | 2mo 7dOct 2025 - Jan 2026 |
Drawdown Indicators
| LDEM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.82% | -56.78% | +15.96% |
Max Drawdown (1Y)Largest decline over 1 year | -13.21% | -9.10% | -4.11% |
Max Drawdown (3Y)Largest decline over 3 years | -15.12% | -18.90% | +3.78% |
Max Drawdown (5Y)Largest decline over 5 years | -39.17% | -25.43% | -13.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -2.35% | 0.00% | -2.35% |
Average DrawdownAverage peak-to-trough decline | -17.37% | -10.72% | -6.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.00% | 1.97% | +2.03% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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