Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF) | 10.50% | 13.43% | 7.95% | 5.46% | 3.68% | NA | NA | 4.84% |
Data as of 07/03/2025, AR inception is 10/20/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF) | 10/20/2011 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.91 | 13.43 | 7.95 | 5.46 | 3.68 | NA | NA | 4.84 | 10.50 | 7.98 | 7.75 | -13.94 | 5.04 | 6.90 | 7.82 | -5.81 | 27.29 | 3.31 | -12.04 | -0.18 | -1.32 | 23.03 | 4.54 |
| Sharpe Ratio | NA | 0.92 | 0.35 | 0.37 | 0.14 | NA | NA | 0.24 | 1.30 | 0.46 | 0.43 | -1.04 | 0.46 | 0.26 | 0.62 | -0.50 | 3.09 | 0.19 | -0.74 | -0.02 | -0.09 | 1.56 | 0.84 |
| Standard Deviation(%) | NA | 11.52 | 11.01 | 11.69 | 14.47 | NA | NA | 14.59 | 12.98 | 9.39 | 9.61 | 14.90 | 11.00 | 25.27 | 10.31 | 14.50 | 8.65 | 16.29 | 16.33 | 11.79 | 14.47 | 14.82 | 30.57 |
| Draw Down(%) | NA | 12.47 | 12.53 | 21.98 | 31.57 | NA | NA | 31.57 | 8.72 | 6.68 | 10.34 | 21.90 | 6.23 | 28.52 | 6.99 | 17.53 | 2.93 | 11.01 | 24.85 | 13.44 | 15.06 | 10.78 | 9.10 |
| Yield(%) | 0.00 | 3.67 | 3.05 | 2.75 | 2.54 | 2.71 | 2.03 | 3.13 | 1.25 | 3.67 | 2.87 | 1.63 | 2.18 | 2.52 | 2.76 | 2.23 | 2.90 | 2.88 | 2.21 | 2.70 | 2.39 | 1.95 | 1.47 |
Data as of 07/03/2025, AR inception is 10/20/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF) |
-5.99%
Feb 2013 - Feb 2016 |
-2.05%
Mar 2015 - Mar 2020 |
0.89%
Oct 2013 - Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EEMV (iShares MSCI Emerging Markets Min Vol Factor ETF) |
10.87%
Jan 2016 - Jan 2019 |
8.54%
Feb 2016 - Feb 2021 |
4.80%
Dec 2011 - Dec 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart