Find A Portfolio/Ticker
Comparison Box
EEMV: iShares MSCI Emerging Markets Min Vol Factor ETF (ETF)
Basic Info 56 0.01(0.02%) May 01
Asset Class: | DIVERSIFIED EMERGING MKTS |
MyPlanIQ Rating: | (38%) |
Start Date: | 10/20/2011 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 0.85% |
Expenses | 0.25% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/26/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 10/20/2011 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.7 | 0.7 | 3.7 | -2.2 | 1.1 | 2.1 | 3.6 | 7.7 | -13.9 | 5.0 | 6.9 | 7.8 | -5.8 | 27.3 | 3.3 | -12.0 | -0.2 | -1.3 | 23.0 | 4.5 |
Sharpe Ratio | NA | -0.17 | 0.08 | -0.38 | -0.03 | 0.08 | 0.19 | 0.37 | -1.03 | 0.46 | 0.26 | 0.62 | -0.49 | 3.1 | 0.19 | -0.74 | -0.02 | -0.09 | 1.56 | 0.84 |
Draw Down(%) | NA | 3.8 | 10.3 | 22.0 | 28.5 | 31.6 | 31.6 | 10.3 | 21.9 | 6.2 | 28.5 | 7.0 | 17.5 | 2.9 | 11.0 | 24.8 | 13.4 | 15.1 | 10.8 | 9.1 |
Standard Deviation(%) | NA | 9.2 | 9.5 | 11.7 | 15.3 | 14.5 | 14.9 | 9.6 | 14.9 | 11.0 | 25.3 | 10.3 | 14.5 | 8.6 | 16.3 | 16.3 | 11.8 | 14.5 | 14.8 | 30.6 |
Treynor Ratio | NA | -0.02 | 0.01 | -0.06 | -0.01 | 0.01 | 0.04 | 0.05 | -0.23 | 0.08 | 0.08 | 0.08 | -0.09 | 0.32 | 0.04 | -0.14 | 0.0 | -0.01 | 0.29 | 0.37 |
Alpha | NA | -0.02 | -0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.02 | -0.02 | -0.03 | 0.03 | 0.0 | -0.02 | 0.01 | 0.0 | 0.01 | 0.03 | 0.08 |
Beta | NA | 0.72 | 0.73 | 0.68 | 0.75 | 0.78 | 0.79 | 0.69 | 0.68 | 0.63 | 0.84 | 0.76 | 0.81 | 0.85 | 0.86 | 0.85 | 0.81 | 0.92 | 0.8 | 0.68 |
RSquared | NA | 0.76 | 0.81 | 0.82 | 0.84 | 0.84 | 0.8 | 0.78 | 0.84 | 0.84 | 0.87 | 0.85 | 0.86 | 0.74 | 0.85 | 0.88 | 0.79 | 0.79 | 0.77 | 0.47 |
Yield(%) | N/A | 0.0 | 2.8 | 2.1 | 2.3 | 2.4 | N/A | 2.9 | 1.6 | 2.2 | 2.5 | 2.8 | 2.2 | 2.9 | 2.9 | 2.2 | 2.7 | 2.4 | 1.9 | 1.5 |
Dividend Growth(%) | N/A | -100.0 | 48.5 | -11.4 | 0.0 | N/A | N/A | 48.5 | -23.1 | -10.1 | -3.2 | 12.4 | -4.2 | 5.1 | 9.7 | -19.0 | 4.8 | 47.5 | 39.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/20/2011
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See DIVERSIFIED EMERGING MKTS Asset Class Trend Rankings |
Top Rated Funds in DIVERSIFIED EMERGING MKTS
Best Mutual Funds
- VEIEX (VANGUARD EMERGING MARKETS STOCK INDEX FUND INVESTOR SHARES) 0.07% (99%)
- GEMMX (GMO EMERGING MARKETS FUND CLASS VI) 0.0% (97%)
- EMGYX (WELLS FARGO EMERGING MARKETS EQUITY FUND ADMINISTRATOR CLASS) 0.16% (96%)
- DFEVX (EMERGING MARKETS VALUE PORTFOLIO EMERGING MARKETS VALUE PORTFOLIO - INSTITUTIONAL CLASS) 0.07% (96%)
- HIEMX (VIRTUS EMERGING MARKETS OPPORTUNITIES FUND CLASS I) 0.14% (95%)
- AOTIX (ALLIANZGI EMERGING MARKETS OPPORTUNITIES FUND INSTITUTIONAL) 0.0% (95%)
- DEMSX (EMERGING MARKETS SMALL CAP PORTFOLIO EMERGING MARKETS SMALL CAP PORTFOLIO - INSTITUTIONAL CLASS) 0.04% (95%)
- RNWFX (NEW WORLD FUND INC CLASS R-5) 0.0% (94%)
- DFCEX (EMERGING MARKETS CORE EQUITY PORTFOLIO EMERGING MARKETS CORE EQUITY PORTFOLIO - INSTITUTIONAL CLASS) 0.09% (94%)
- IJEMX (VY(R) JPMORGAN EMERGING MARKETS EQUITY PORTFOLIO CLASS I) 0.24% (93%)
Best ETFs
- EEM (iShares MSCI Emerging Markets ETF) 0.10% (100%)
- BKF (iShares MSCI BIC ETF) 0.34% (99%)
- DEM (WisdomTree Emerging Markets High Dividend Fund) 0.07% (99%)
- DGS (WisdomTree Emerging Markets SmallCap Dividend Fund) 0.18% (98%)
- EWX (SPDR® S&P Emerging Markets Small Cap ETF) 0.32% (98%)
- PIE (Invesco DWA Emerging Markets Momentum ETF) 1.15% (98%)
- PXH (Invesco FTSE RAFI Emerging Markets ETF) 0.0% (97%)
- VWO (Vanguard FTSE Emerging Markets Index Fund ETF Shares) 0.12% (97%)
- SCHE (Schwab Emerging Markets Equity ETF) 0.16% (44%)
- EMIF (iShares Emerging Markets Infrastructure ETF) 0.18% (43%)
Best Closed End Funds
- EMF (Templeton Emerging Markets Closed Fund) 0.17% (100%)
- IHD (Voya Emerging Markets High Dividend Equity Fund) 1.16% (36%)