- Issuer
- Russell
- Inception Date
- May 29, 2025
- Region
- Emerging Markets (Broad)
- Category
- Emerging Markets Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $111M
Highlights
- Avg. Volume (1M)
- 30K
- Avg. Volume Value (1M)
- $1.04M
Share Price Chart
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Performance
REMG Performance Chart
Russell Investments Emerging Markets Equity ETF (REMG) is up 18.7% since the beginning of the year. REMG is currently trading at $35 per share.
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Returns By Period
Russell Investments Emerging Markets Equity ETF (REMG) has returned 18.73% so far this year and 38.10% over the past 12 months.
Russell Investments Emerging Markets Equity ETF
- 1D
- 0.52%
- 1M
- -2.39%
- 6M
- 9.08%
- YTD
- 18.73%
- 1Y
- 38.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 39.24%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
REMG Monthly Returns History
Based on dividend-adjusted daily data since May 30, 2025, REMG's average daily return is +0.14%, while the average monthly return is +2.78%. At this rate, an investment would double in approximately 2.1 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +13.0%, while the worst month was Mar 2026 at -9.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.
On a daily basis, REMG closed higher 56% of trading days. The best single day was Apr 8, 2026 with a return of +5.6%, while the worst single day was Jun 5, 2026 at -6.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.85% | 6.35% | -9.86% | 12.96% | 8.42% | -1.26% | -5.90% | 18.73% | |||||
| 2025 | -0.05% | 7.10% | 0.58% | 3.29% | 6.54% | 3.15% | -0.97% | 2.48% | 24.03% |
Benchmark Metrics
Russell Investments Emerging Markets Equity ETF has an annualized alpha of 5.47%, beta of 1.45, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since May 30, 2025.
- This ETF captured 174.49% of S&P 500 Index gains and 122.60% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This ETF generated an annualized alpha of 5.47% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 5.47%
- Beta
- 1.45
- R²
- 0.59
- Upside Capture
- 174.49%
- Downside Capture
- 122.60%
Expense Ratio
REMG has an expense ratio of 0.64%, placing it in the medium range.
Return for Risk
Risk / Return Rank
REMG ranks 65 for risk / return — above 65% of ETFs peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Russell Investments Emerging Markets Equity ETF (REMG) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| REMG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.25 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 2.00 | +0.61 |
| Martin ratioReturn relative to average drawdown | 8.17 | 8.49 | -0.32 |
Dividends
Dividend History
Russell Investments Emerging Markets Equity ETF provided a 1.16% dividend yield over the last twelve months, with an annual payout of $0.41 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.41 | $0.41 |
Dividend yield | 1.16% | 1.37% |
Monthly Dividends
The table displays the monthly dividend distributions for Russell Investments Emerging Markets Equity 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 | $0.00 | |||||
| 2025 | $0.41 | $0.41 |
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 Russell Investments Emerging Markets Equity 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 Russell Investments Emerging Markets Equity ETF was 14.13%, occurring on Mar 30, 2026. Recovery took 13 trading sessions.
The current Russell Investments Emerging Markets Equity ETF drawdown is 9.49%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-14.13%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 | — |
-12.99%Jul 2026 | 1mo 6d | — | 1mo 10dJun 2026 - now | — |
-8.79%Jun 2026 | 7d | 12d | 19dJun 2026 - Jun 2026 | — |
-5.69%May 2026 | 7d | 7d | 14dMay 2026 - May 2026 | — |
-5.07%Oct 2025 | 3d | 10d | 13dOct 2025 - Oct 2025 | — |
Drawdown Indicators
| REMG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.13% | -56.78% | +42.65% |
Max Drawdown (1Y)Largest decline over 1 year | -14.13% | -9.10% | -5.03% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -9.49% | -1.58% | -7.91% |
Average DrawdownAverage peak-to-trough decline | -2.58% | -10.70% | +8.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.51% | 2.14% | +2.37% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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