Macquarie Focused Emerging Markets Equity ETF

10-Year Study

EMEQ.US · · US · ETF

Executive Summary: Macquarie Focused Emerging Markets Equity ETF has compounded at 57.0% annually over the last 10 years, with a maximum drawdown of 13.5% and an annualized volatility of 94.4%.

1Y CAGR
+110.4%
3Y CAGR
+57.0%
5Y CAGR
+57.0%
10Y CAGR
+57.0%

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 →
13.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.71
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +69.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 30.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202617.910.1-13.516.3————————30.5%
20253.71.50.2-0.76.913.9-1.62.613.211.4-2.26.969.8%
2024—————————-3.3-4.2-0.7-8.0%

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 94.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 88.8% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-09-0110000
2024-10-019666.756029046657
2024-11-019261.90559447352
2024-12-019199.546194522476
2025-01-019537.21943126673
2025-02-019683.385202366937
2025-03-019703.39460484344
2025-04-019634.663278666869
2025-05-0110303.987504808083
2025-06-0111733.979850725973
2025-07-0111551.564035915906
2025-08-0111849.179614498464
2025-09-0113418.965805291029
2025-10-0114949.432548887049
2025-11-0114613.663119368712
2025-12-0115618.98989428042
2026-01-0118408.65027838324
2026-02-0120265.8336538723
2026-03-0117522.79712020017
2026-04-0120386.27860081825
Annual Return Matrix
YearAnnual Return
20250.6978000396998019
20260.3052238805970149
Total Factor Risk
0.9438824996516398
VTI.US Exposure
0.07768646987834922
VEA.US Exposure
0.04904494277492368
VWO.US Exposure
0.0013171710636696754
QQQ.US Exposure
-0.015302982369690951
VTV.US Exposure
-0.014074581519373972
IJR.US Exposure
0.01169814143378956
QUAL.US Exposure
-0.005387779274953913
SHV.US Exposure
0.887769443868301
TLT.US Exposure
0.010767131633064236
LQD.US Exposure
-0.0016816251135487986
HYG.US Exposure
-0.0002838801612683974
GLD.US Exposure
0.0033312748874382153
USO.US Exposure
0.0010276751131346607
VNQ.US Exposure
-0.005323043873960372
BTC-USD.CC Exposure
0.000013935119934053853
CPER.US Exposure
0.007414264879869149
VIX.INDX Exposure
-0.005670366321837112
UUP.US Exposure
-0.00246956511739079
TIP.US Exposure
-0.000865429298340512
Idiosyncratic Exposure
0.0009888023978912132
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
94.4%

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 →
+9.1%
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 →
+34.6%
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 →
0.4% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Macquarie Focused Emerging Markets Equity ETF a high-risk investment?

Macquarie Focused Emerging Markets Equity ETF (EMEQ.US) has an annualized volatility of 94.4% and experienced a maximum drawdown of 13.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, EMEQ.US has generated a Compound Annual Growth Rate (CAGR) of 57.0%. It has had a positive return in 100% 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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