iShares MSCI Emerging Markets Min Vol Factor ETF

10-Year Study

EEMV.US · · US · ETF

Executive Summary: iShares MSCI Emerging Markets Min Vol Factor ETF has compounded at 6.0% annually over the last 10 years, with a maximum drawdown of 23.4% and an annualized volatility of 9.9%.

1Y CAGR
+18.6%
3Y CAGR
+11.9%
5Y CAGR
+4.1%
10Y CAGR
+6.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +27.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.33.0-6.07.1————————8.3%
20250.6-1.51.52.02.44.3-1.31.41.61.9-0.90.813.5%
2024-2.33.70.5-1.10.42.92.52.54.3-3.7-0.9-0.88.0%
20233.3-3.73.42.1-2.11.63.5-4.6-1.8-3.15.53.97.7%
2022-0.6-0.1-2.2-3.7-1.0-4.30.9-2.1-7.5-1.09.3-2.0-13.9%
20211.01.01.40.42.2-0.2-3.63.3-1.90.5-1.62.75.0%
2020-5.5-3.8-12.17.81.12.84.82.1-0.9-0.47.55.06.9%
20196.3-1.10.91.1-4.74.2-1.8-1.80.52.2-2.34.57.8%
20186.1-5.11.8-1.9-0.4-4.23.5-1.20.2-7.34.3-1.1-5.8%
20173.71.93.51.41.91.03.11.8-0.11.90.04.327.3%
2016———0.2-2.54.12.90.31.5-2.3-4.9-1.2-2.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 9.9%. The dominant macroeconomic risk driver is VWO.US, accounting for 58.0% of variance. Idiosyncratic stock-specific factors contribute 7.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110017.510266811116
2016-05-019766.39540449976
2016-06-0110169.78660149656
2016-07-0110465.47076163362
2016-08-0110500.96999319745
2016-09-0110656.697991988107
2016-10-0110414.224887254035
2016-11-019899.725378549292
2016-12-019785.341765135672
2017-01-0110149.454536292862
2017-02-0110345.51913532035
2017-03-0110703.6355848933
2017-04-0110857.700738202615
2017-05-0111063.767604746668
2017-06-0111169.232319669447
2017-07-0111511.980045854221
2017-08-0111721.64974427452
2017-09-0111713.587463152857
2017-10-0111933.360207603739
2017-11-0111935.375777884154
2017-12-0112454.334735834318
2018-01-0113214.809402635357
2018-02-0112546.572270791867
2018-03-0112778.211685268701
2018-04-0112532.236527172407
2018-05-0112480.990652792823
2018-06-0111958.076138167342
2018-07-0112379.834219344435
2018-08-0112233.050313673124
2018-09-0112259.932982288175
2018-10-0111366.78340177874
2018-11-0111858.83449648535
2018-12-0111730.367085737318
2019-01-0112467.3099695145
2019-02-0112335.038169862184
2019-03-0112444.206495175227
2019-04-0112579.652818019198
2019-05-0111988.612027915648
2019-06-0112493.336020760373
2019-07-0112270.46433700335
2019-08-0112053.966894258143
2019-09-0112117.658915119297
2019-10-0112387.21624549646
2019-11-0112107.0267818901
2019-12-0112649.11440880804
2020-01-0111956.942379884607
2020-02-0111506.260865183542
2020-03-0110117.558136605276
2020-04-0110906.805069159253
2020-05-0111025.396185533244
2020-06-0111331.81325741352
2020-07-0111880.980574941419
2020-08-0112133.75828273412
2020-09-0112024.816709077624
2020-10-0111976.871331032222
2020-11-0112879.040588546522
2020-12-0113521.45322617218
2021-01-0113654.279307651606
2021-02-0113789.322516439495
2021-03-0113981.910256733265
2021-04-0114032.828600942277
2021-05-0114344.964853493233
2021-06-0114318.863218361843
2021-07-0113803.330729888388
2021-08-0114256.355345040436
2021-09-0113986.319316721674
2021-10-0114053.286639288503
2021-11-0113834.572069234839
2021-12-0114204.051296263635
2022-01-0114120.379934997858
2022-02-0114104.55770829659
2022-03-0113799.299589327555
2022-04-0113295.079489052932
2022-05-0113161.699125746389
2022-06-0112592.40130004283
2022-07-0112709.40515482099
2022-08-0112440.2005492429
2022-09-0111513.315361164998
2022-10-0111402.005492429013
2022-11-0112467.461137285529
2022-12-0112223.299992441613
2023-01-0112626.514827038875
2023-02-0112161.094454662265
2023-03-0112573.530523292433
2023-04-0112838.50243128165
2023-05-0112571.212617469955
2023-06-0112776.926759214935
2023-07-0113227.75944168703
2023-08-0112625.85976669774
2023-09-0112398.125519639214
2023-10-0112019.32428006349
2023-11-0112674.661762112319
2023-12-0113170.517245723213
2024-01-0112864.881207326598
2024-02-0113343.478370411425
2024-03-0113407.447532186136
2024-04-0113265.299438159784
2024-05-0113317.401929908543
2024-06-0113704.819732433045
2024-07-0114052.178075634274
2024-08-0114401.929908543498
2024-09-0115019.979340404625
2024-10-0114461.817540500364
2024-11-0114332.468317754654
2024-12-0114221.435589932225
2025-01-0114302.360736690936
2025-02-0114089.012622508879
2025-03-0114307.27368924945
2025-04-0114594.215313295204
2025-05-0114939.986394900607
2025-06-0115582.751757325337
2025-07-0115376.81086392381
2025-08-0115585.246025547352
2025-09-0115838.326068882114
2025-10-0116138.570456778614
2025-11-0115999.622080572422
2025-12-0116134.640094731805
2026-01-0116835.050767176435
2026-02-0117341.462800131012
2026-03-0116308.483031417702
2026-04-0117467.435942657023
Annual Return Matrix
YearAnnual Return
20170.2727541903756534
2018-0.058129772922672296
20190.07832212891170331
20200.06896441831190159
20210.0504825967056719
2022-0.13944974307034919
20230.07749276004575845
20240.07979324764562867
20250.1345296325888501
20260.08260462211118047
Total Factor Risk
0.09879767082776326
VTI.US Exposure
-0.04937355017995873
VEA.US Exposure
0.20937161821627087
VWO.US Exposure
0.5797636469943034
QQQ.US Exposure
0.09906948522592594
VTV.US Exposure
0.026004030303635534
IJR.US Exposure
0.010420500103574737
QUAL.US Exposure
-0.10502489269358302
SHV.US Exposure
0.012718407691293883
TLT.US Exposure
0.034420816135284305
LQD.US Exposure
-0.09553146778117429
HYG.US Exposure
0.05102106573961615
GLD.US Exposure
0.029098385120451004
USO.US Exposure
0.00528398956522872
VNQ.US Exposure
0.01857654183261557
BTC-USD.CC Exposure
0.0013031930280857187
CPER.US Exposure
-0.032447511719430666
VIX.INDX Exposure
0.04538289292305455
UUP.US Exposure
0.04413158586010853
TIP.US Exposure
0.03705004637142811
Idiosyncratic Exposure
0.07876121726326964
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
9.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.64
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares MSCI Emerging Markets Min Vol Factor ETF a high-risk investment?

iShares MSCI Emerging Markets Min Vol Factor ETF (EEMV.US) has an annualized volatility of 9.9% and experienced a maximum drawdown of 23.4% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of EEMV.US?

Over the past 10 years, EEMV.US has generated a Compound Annual Growth Rate (CAGR) of 6.0%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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