iShares MSCI Emerging Markets UCITS Dist

10-Year Study

IEEM.LSE · · GB · ETF

Executive Summary: iShares MSCI Emerging Markets UCITS Dist has compounded at 10.8% annually over the last 10 years, with a maximum drawdown of 22.5% and an annualized volatility of 15.1%.

1Y CAGR
+45.5%
3Y CAGR
+19.2%
5Y CAGR
+7.4%
10Y CAGR
+10.8%

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 →
22.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +26.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -9.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.37.4-10.610.5————————12.7%
20253.7-1.4-1.5-2.73.35.55.00.17.86.3-2.30.926.7%
2024-3.44.23.10.8-0.95.2-1.0-1.54.7-0.4-0.90.19.9%
20236.3-5.51.3-2.7-1.52.74.7-5.21.1-3.93.93.43.9%
2022-0.6-3.2-0.9-1.3-0.6-2.0-0.34.0-7.1-5.710.4-1.9-9.9%
20212.8-1.0-0.21.3-1.03.8-6.82.6-1.0-1.4-1.00.7-1.4%
2020-6.0-2.2-10.76.32.48.21.73.30.71.56.25.316.0%
20195.2-1.82.91.8-3.95.52.3-4.71.5-1.70.35.212.6%
20182.9-2.2-2.60.9-0.6-3.23.2-2.90.2-7.14.6-1.9-9.1%
20173.73.52.5-1.63.20.54.04.7-3.64.1-1.23.225.0%
2016———-2.2-2.814.45.52.73.55.9-6.91.822.5%

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 15.1%. The dominant macroeconomic risk driver is VWO.US, accounting for 64.1% of variance. Idiosyncratic stock-specific factors contribute 5.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019784.005003062282
2016-05-019512.62696689006
2016-06-0110880.620065830488
2016-07-0111481.08019747774
2016-08-0111794.387592734989
2016-09-0112203.207423237607
2016-10-0112929.065554346302
2016-11-0112042.03093946061
2016-12-0112254.21095269809
2017-01-0112701.54381580275
2017-02-0113146.617430689123
2017-03-0113479.586577022748
2017-04-0113258.79511032338
2017-05-0113676.59988519587
2017-06-0113747.6300772171
2017-07-0114299.989956354755
2017-08-0114972.823817761146
2017-09-0114438.78043607723
2017-10-0115032.438800683516
2017-11-0114846.057686214102
2017-12-0115322.08071384465
2018-01-0115762.092468798925
2018-02-0115417.685234903473
2018-03-0115012.019200521263
2018-04-0115140.835814311988
2018-05-0115044.367631276047
2018-06-0114565.849135297052
2018-07-0115026.074012285279
2018-08-0114589.06391167266
2018-09-0114619.30637991106
2018-10-0113580.406815677145
2018-11-0114199.864079051495
2018-12-0113931.028984038381
2019-01-0114657.721607083904
2019-02-0114386.981308066968
2019-03-0114802.686983961969
2019-04-0115071.934463270114
2019-05-0114478.998486132105
2019-06-0115278.561873544784
2019-07-0115633.614456260155
2019-08-0114894.367848621447
2019-09-0115125.220119411848
2019-10-0114864.887233199941
2019-11-0114913.097302331795
2019-12-0115692.56653571797
2020-01-0114754.90302620293
2020-02-0114431.070966017931
2020-03-0112880.042727817443
2020-04-0113685.424108363382
2020-05-0114010.849081532664
2020-06-0115154.871751344052
2020-07-0115419.293018888688
2020-08-0115923.155704184217
2020-09-0116033.614639287856
2020-10-0116280.058010630704
2020-11-0117286.780160620536
2020-12-0118197.186841314753
2021-01-0118701.39384747798
2021-02-0118516.02338911026
2021-03-0118487.946367391964
2021-04-0118734.84959584051
2021-05-0118552.463632967225
2021-06-0119266.690353501996
2021-07-0117954.27247288502
2021-08-0118425.04432130239
2021-09-0118249.933709653546
2021-10-0117998.066998663668
2021-11-0117822.58060826054
2021-12-0117945.79314254678
2022-01-0117836.64628729447
2022-02-0117262.989990901235
2022-03-0117109.703717041
2022-04-0116895.513830831613
2022-05-0116789.694076056705
2022-06-0116459.720864449
2022-07-0116407.65577430671
2022-08-0117064.578808640646
2022-09-0115849.370373259835
2022-10-0114939.777021924203
2022-11-0116486.21584045292
2022-12-0116169.68429780163
2023-01-0117180.617800862656
2023-02-0116239.178201034425
2023-03-0116453.635765260562
2023-04-0116012.766639906491
2023-05-0115775.223562620526
2023-06-0116206.086792194692
2023-07-0116973.921183237497
2023-08-0116098.00607331678
2023-09-0116267.612698736626
2023-10-0115634.953418305471
2023-11-0116248.787155481805
2023-12-0116794.15766418214
2024-01-0116215.491556360064
2024-02-0116900.84336878046
2024-03-0117426.90617061888
2024-04-0117571.938467001135
2024-05-0117417.41790006367
2024-06-0118316.094792793192
2024-07-0118126.057127979602
2024-08-0117846.46858340904
2024-09-0118681.78643275116
2024-10-0118612.528177686952
2024-11-0118439.38168208408
2024-12-0118452.664917684433
2025-01-0119132.748392044425
2025-02-0118862.940390393513
2025-03-0118582.734699284338
2025-04-0118074.23111777535
2025-05-0118679.126811430902
2025-06-0119712.497223126556
2025-07-0120696.04177424311
2025-08-0120710.848143515683
2025-09-0122318.057307346753
2025-10-0123714.316175324984
2025-11-0123160.79921792262
2025-12-0123371.779827738897
2026-01-0124838.8612656869
2026-02-0126664.848591475984
2026-03-0123846.50793436535
2026-04-0126341.690302025454
Annual Return Matrix
YearAnnual Return
20170.2503522889387739
2018-0.09078739081105014
20190.12644705238198028
20200.15960552404834472
2021-0.013814975960856235
2022-0.0989707632667548
20230.03862000982081093
20240.0987550127053698
20250.26658018947388706
20260.1270724992352401
Total Factor Risk
0.15118099864081197
VTI.US Exposure
0.0121130366015917
VEA.US Exposure
0.1510225751462121
VWO.US Exposure
0.6405570812894813
QQQ.US Exposure
-0.04972062896729157
VTV.US Exposure
-0.0444092280928176
IJR.US Exposure
0.0038962548192560988
QUAL.US Exposure
0.06485339632296082
SHV.US Exposure
0.042104427012802
TLT.US Exposure
0.05989632334172721
LQD.US Exposure
-0.015225052181214355
HYG.US Exposure
-0.022585972161345072
GLD.US Exposure
0.029336249343654135
USO.US Exposure
-0.0006910133821495312
VNQ.US Exposure
0.003010603619041189
BTC-USD.CC Exposure
-0.0024252778258732656
CPER.US Exposure
-0.013969768816119561
VIX.INDX Exposure
-0.0030456095678529763
UUP.US Exposure
0.08876326674135834
TIP.US Exposure
0.005294917626218178
Idiosyncratic Exposure
0.051224419130361055
Value Score
45.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.1%

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 →11.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.67%
Market Cap$76.0B
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
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.960.01%Solid

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 →
+4.6%
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 →
+13.9%
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 →
1.6% 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 iShares MSCI Emerging Markets UCITS Dist a high-risk investment?

iShares MSCI Emerging Markets UCITS Dist (IEEM.LSE) has an annualized volatility of 15.1% and experienced a maximum drawdown of 22.5% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of IEEM.LSE?

Over the past 10 years, IEEM.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.8%. It has had a positive return in 70% 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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