- Issuer
- iShares
- Inception Date
- Oct 19, 2018
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- iShares MSCI EM IMI Screened UCITS ETF USD (Acc)
- Distribution Policy
- Accumulating
- Asset Class
- Equity
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
SAEM.L Performance Chart
iShares MSCI EM IMI Screened UCITS ETF USD (Acc) (SAEM.L) is up 17.3% since the beginning of the year. SAEM.L is currently trading at $10 per share. Investors who bought $1,000 worth of SAEM.L shares 5 years ago would now be looking at an investment worth $1,376.
Loading charts...
Returns By Period
iShares MSCI EM IMI Screened UCITS ETF USD (Acc) (SAEM.L) has returned 17.34% so far this year and 33.01% over the past 12 months.
iShares MSCI EM IMI Screened UCITS ETF USD (Acc)
- 1D
- -1.24%
- 1M
- -7.79%
- 6M
- 11.92%
- YTD
- 17.34%
- 1Y
- 33.01%
- 3Y*
- 19.20%
- 5Y*
- 6.59%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.38%
- 1M
- 0.24%
- 6M
- 9.32%
- YTD
- 10.62%
- 1Y
- 21.28%
- 3Y*
- 18.90%
- 5Y*
- 11.84%
- 10Y*
- 13.36%
SAEM.L Monthly Returns History
Based on dividend-adjusted daily data since Oct 19, 2018, SAEM.L's average daily return is +0.05%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.
Historically, 59% of months were positive and 41% were negative. The best month was Apr 2026 with a return of +14.4%, while the worst month was Mar 2020 at -14.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SAEM.L closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +7.0%, while the worst single day was Mar 12, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.31% | 5.44% | -12.34% | 14.42% | 8.87% | -0.09% | -5.82% | 17.34% | |||||
| 2025 | 2.61% | -0.60% | 0.75% | 0.75% | 4.45% | 7.24% | 1.32% | 1.96% | 5.90% | 3.51% | -0.82% | 2.12% | 33.03% |
| 2024 | -3.95% | 3.09% | 3.49% | 0.32% | 0.96% | 4.29% | 0.76% | 0.60% | 6.01% | -4.11% | -2.66% | -1.21% | 7.25% |
| 2023 | 8.12% | -6.33% | 2.99% | -0.91% | -2.38% | 5.07% | 5.50% | -5.54% | -2.93% | -4.80% | 9.33% | 3.58% | 10.56% |
| 2022 | -1.80% | -3.67% | -2.05% | -5.52% | -0.79% | -6.24% | 0.14% | -0.69% | -11.08% | -1.99% | 13.71% | -0.88% | -20.46% |
| 2021 | 2.80% | 0.78% | -0.67% | 2.08% | 1.73% | 0.49% | -5.34% | 1.56% | -3.11% | 0.36% | -4.12% | 2.33% | -1.52% |
Benchmark Metrics
iShares MSCI EM IMI Screened UCITS ETF USD (Acc) has an annualized alpha of 3.42%, beta of 0.54, and R2 of 0.27 versus S&P 500 Index. Calculated based on daily prices since October 19, 2018.
- This ETF participated in 82.71% of S&P 500 Index downside but only 72.08% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.54 may look defensive, but with R2 of 0.27 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 0.27 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
- 3.42%
- Beta
- 0.54
- R²
- 0.27
- Upside Capture
- 72.08%
- Downside Capture
- 82.71%
Expense Ratio
SAEM.L has an expense ratio of 0.18%, which is considered low.
Return for Risk
Risk / Return Rank
SAEM.L ranks 55 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 MSCI EM IMI Screened UCITS ETF USD (Acc) (SAEM.L) 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.
| SAEM.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.31 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 2.35 | +0.09 |
| Martin ratioReturn relative to average drawdown | 7.82 | 10.19 | -2.37 |
Dividends
Dividend History
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 MSCI EM IMI Screened UCITS ETF USD (Acc). 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 MSCI EM IMI Screened UCITS ETF USD (Acc) was 38.77%, occurring on Oct 24, 2022. Recovery took 707 trading sessions.
The current iShares MSCI EM IMI Screened UCITS ETF USD (Acc) drawdown is 9.43%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-38.77%Oct 2022 | 1y 8mo | 2y 9mo | 4y 5moFeb 2021 - Aug 2025 | Bear market2022 |
-33.35%Mar 2020 | 2mo 9d | 5mo 8d | 7mo 17dJan 2020 - Aug 2020 | COVID crash2020 |
-13.41%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 | — |
-11.59%Aug 2019 | 3mo 29d | 4mo 3d | 8mo 2dApr 2019 - Dec 2019 | — |
-9.43%Jul 2026 | 23d | — | 23dJun 2026 - now | — |
Drawdown Indicators
| SAEM.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.77% | -56.78% | +18.01% |
Max Drawdown (1Y)Largest decline over 1 year | -13.41% | -9.10% | -4.31% |
Max Drawdown (3Y)Largest decline over 3 years | -17.36% | -18.90% | +1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -34.85% | -25.43% | -9.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -9.43% | -0.49% | -8.94% |
Average DrawdownAverage peak-to-trough decline | -12.86% | -10.70% | -2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 2.09% | +2.10% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with SAEM.L
Add iShares MSCI EM IMI Screened UCITS ETF USD (Acc) 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 SAEM.L