iShares MSCI Emerging Markets ETF
Provider: iShares
iShares MSCI Emerging Markets ETF is an exchange-traded fund incorporated in the USA. The ETF tracks the performance of the MSCI TR Emerging Markets Index. The ETF holds emerging market stocks that can predominantly be classified as large and mid-cap. It weights the holdings using a market capitalization methodology and rebalances quarterly.
| Annualised Return | 2.75% |
| Realised Volatility | 21.24% |
| Downside Volatility | 14.14% |
| Max Drawdown | -60.42% |
| Winning months | 50.7% |
| Sharpe Ratio | 0.13 |
| Sortino Ratio | 0.19 |
| Calmar Ratio | 0.05 |
| Viking Ratio | 0.07 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -4.53% | 4.17% | 2.73% | -0.22% | 1.95% | 2.62% | 0.85% | 0.98% | 5.74% | -3.07% | -2.34% | 8.7% | |
| 2023 | 9.13% | -7.57% | 3.22% | -0.84% | -2.4% | 4.4% | 6.04% | -6.63% | -3.11% | -3.29% | 7.79% | 3.57% | 8.95% |
| 2022 | -0.02% | -4.32% | -3.38% | -6.14% | 0.61% | -5.16% | -0.35% | -1.33% | -11.54% | -1.98% | 15.59% | -2.64% | -20.56% |
| 2021 | 3.17% | 0.79% | -0.73% | 1.2% | 1.65% | 0.95% | -6.44% | 1.57% | -3.87% | 1.07% | -4.08% | 1.51% | -3.63% |
| 2020 | -6.15% | -3.78% | -15.77% | 7.35% | 2.97% | 6.61% | 8.25% | 2.89% | -1.01% | 1.41% | 8.99% | 7.13% | 17.02% |
| 2019 | 10.34% | -1.53% | 1.13% | 2.35% | -7.33% | 6.21% | -2.66% | -3.78% | 1.69% | 4.18% | -0.09% | 7.72% | 18.21% |
| 2018 | 8.3% | -5.9% | 0.54% | -2.82% | -2.62% | -4.55% | 3.53% | -3.77% | -0.58% | -8.76% | 4.9% | -3.49% | -15.31% |
| 2017 | 6.66% | 1.74% | 3.69% | 1.7% | 2.85% | 0.93% | 5.82% | 2.35% | -0.04% | 3.28% | -0.39% | 3.76% | 37.26% |
| 2016 | -5% | -0.85% | 12.96% | 0.41% | -3.69% | 4.56% | 5.37% | 0.9% | 2.52% | -0.83% | -4.42% | -0.25% | 10.87% |
| 2015 | -0.69% | 4.41% | -1.5% | 6.85% | -4.1% | -2.93% | -6.31% | -8.84% | -3.46% | 6.73% | -2.52% | -3.82% | -16.17% |
| 2014 | -8.67% | 3.41% | 3.9% | 0.76% | 2.98% | 2.4% | 1.36% | 2.83% | -7.77% | 1.42% | -1.54% | -3.96% | -3.89% |
| 2013 | -0.29% | -2.25% | -1.01% | 1.22% | -4.84% | -5.29% | 1.3% | -2.54% | 7.19% | 4.17% | -0.2% | -0.47% | -3.62% |
| 2012 | 10.99% | 5.27% | -3.12% | -1.7% | -10.7% | 5.05% | -0.04% | 0.41% | 5.21% | -0.42% | 1.54% | 6.77% | 19% |
| 2011 | -3.85% | -0.04% | 6.29% | 2.73% | -2.94% | -0.94% | -1.03% | -9.25% | -17.91% | 16.3% | -1.97% | -4.26% | -18.8% |
| 2010 | -7.76% | 1.78% | 8.12% | -0.17% | -9.39% | -1.4% | 10.93% | -3.24% | 11.76% | 3.02% | -2.91% | 7.28% | 16.53% |
| 2009 | -9.29% | -6.27% | 16.86% | 15.56% | 15.94% | -2.25% | 11.01% | -1.31% | 10.2% | -3.44% | 7.85% | 3.28% | 68.96% |
| 2008 | -8.92% | 1.99% | -3.75% | 9.14% | 3.16% | -9.27% | -5.5% | -6.32% | -14.68% | -25.58% | -9.75% | 10.34% | -48.88% |
| 2007 | 0.65% | -3.98% | 6.15% | 3.73% | 4.93% | 3.82% | 0.7% | 1.04% | 11.57% | 11.87% | -7.65% | -1.41% | 34.05% |