Ishares MSCI Emerging Markets ETF

10-Year Study

IEM.AU · · AU · ETF

Executive Summary: Ishares MSCI Emerging Markets ETF has compounded at 9.3% annually over the last 10 years, with a maximum drawdown of 26.3% and an annualized volatility of 16.0%.

1Y CAGR
+27.8%
3Y CAGR
+17.1%
5Y CAGR
+6.5%
10Y CAGR
+9.3%

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 →
26.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +28.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.4%
% 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.
20265.42.6-9.99.8————————7.1%
20253.2-0.6-0.5-1.04.54.13.20.66.04.9-3.10.423.6%
2024-0.55.02.50.6-3.46.32.3-2.95.30.1-2.63.917.4%
20233.0-2.23.1-0.20.1-0.47.4-2.7-2.6-3.23.70.46.0%
20220.7-6.3-3.9-1.7-0.6-2.2-2.52.1-6.5-1.98.4-0.2-14.4%
20213.9-2.20.81.11.43.7-5.42.1-1.4-3.01.1-0.21.4%
2020-0.1-4.2-10.65.0-2.34.83.51.9-1.55.24.52.07.2%
20194.92.20.23.2-5.74.90.5-3.12.51.81.33.817.3%
20184.6-1.1-1.62.1-3.8-2.02.4-1.00.7-8.53.00.8-5.0%
20170.41.93.24.13.9-2.82.42.60.56.02.01.328.2%
2016———0.72.50.94.62.3-0.2-0.3-2.65.313.8%

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 16.0%. The dominant macroeconomic risk driver is VWO.US, accounting for 37.4% of variance. Idiosyncratic stock-specific factors contribute 7.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110069.499726178983
2016-05-0110322.88296833274
2016-06-0110420.583436369077
2016-07-0110903.327066501812
2016-08-0111151.544406994011
2016-09-0111131.05017417275
2016-10-0111099.179666107733
2016-11-0110805.428995669678
2016-12-0111375.851809194739
2017-01-0111417.771830874592
2017-02-0111634.429181980882
2017-03-0112004.84973718828
2017-04-0112494.086030611496
2017-05-0112980.979319455972
2017-06-0112622.302016113095
2017-07-0112925.396475895282
2017-08-0113266.091924820605
2017-09-0113327.207646663619
2017-10-0114123.716287551588
2017-11-0114400.981239025987
2017-12-0114588.139315616832
2018-01-0115264.420769747578
2018-02-0115095.357463457598
2018-03-0114861.05700558369
2018-04-0115170.220694093934
2018-05-0114597.79362364007
2018-06-0114310.874364142433
2018-07-0114655.578326925359
2018-08-0114504.01698254885
2018-09-0114604.229828988897
2018-10-0113357.469103391431
2018-11-0113755.94925560204
2018-12-0113861.073942966188
2019-01-0114542.041406254411
2019-02-0114868.707056678128
2019-03-0114905.828153317187
2019-04-0115376.066349373034
2019-05-0114497.496090287541
2019-06-0115210.249374728297
2019-07-0115289.85507246377
2019-08-0114819.052296991358
2019-09-0115185.23850657453
2019-10-0115464.225425269447
2019-11-0115658.525431479822
2019-12-0116253.817968304511
2020-01-0116236.090174624416
2020-02-0115561.897664334956
2020-03-0113917.023763147645
2020-04-0114611.45644552091
2020-05-0114269.321319083348
2020-06-0114948.566815151054
2020-07-0115471.903705334711
2020-08-0115764.892193560407
2020-09-0115530.507048774016
2020-10-0116340.678511542828
2020-11-0117082.02774343253
2020-12-0117430.796678014714
2021-01-0118111.594767477967
2021-02-0117710.828068630275
2021-03-0117854.711132941517
2021-04-0118047.373858843854
2021-05-0118291.441540624313
2021-06-0118964.504892080644
2021-07-0117949.16526933261
2021-08-0118324.158917814177
2021-09-0118073.288054064124
2021-10-0117522.399688352165
2021-11-0117711.22327422187
2021-12-0117673.311766399624
2022-01-0117791.13949063645
2022-02-0116665.114073271117
2022-03-0116013.081305081781
2022-04-0115748.604077392547
2022-05-0115656.944609113443
2022-06-0115319.128515212595
2022-07-0114942.299983627196
2022-08-0115251.548359049926
2022-09-0114257.690983102138
2022-10-0113982.797265177307
2022-11-0115159.042021645973
2022-12-0115126.719850047708
2023-01-0115587.049677342866
2023-02-0115249.854620800235
2023-03-0115723.56498026795
2023-04-0115691.44041146548
2023-05-0115702.139191409362
2023-06-0115645.935310490451
2023-07-0116805.44028725801
2023-08-0116344.235361867179
2023-09-0115912.699084816766
2023-10-0115408.360292000476
2023-11-0115974.74636269711
2023-12-0116031.373678178443
2024-01-0115958.288872704277
2024-02-0116763.97192911141
2024-03-0117190.031785821153
2024-04-0117291.091501386043
2024-05-0116703.90067918904
2024-06-0117755.40161356797
2024-07-0118163.59253174348
2024-08-0117635.59786137317
2024-09-0118578.840692626032
2024-10-0118598.064621760022
2024-11-0118114.07891691085
2024-12-0118813.22583741242
2025-01-0119420.910892430682
2025-02-0119309.914579134274
2025-03-0119215.573358626494
2025-04-0119026.890917610926
2025-05-0119875.96190218097
2025-06-0120688.98449100343
2025-07-0121356.853711827374
2025-08-0121494.18765490648
2025-09-0122788.8811729702
2025-10-0123907.00247850364
2025-11-0123167.17761103866
2025-12-0123255.026168255958
2026-01-0124514.03826719286
2026-02-0125157.6588020754
2026-03-0122667.86357502978
2026-04-0124895.129373373307
Annual Return Matrix
YearAnnual Return
20170.2823777559958809
2018-0.049839486511642384
20190.1726232783393038
20200.07241244561772198
20210.013913023762751386
2022-0.1440925136166883
20230.05980502297250401
20240.1735255016243913
20250.2360998783106334
20260.070526826899733
Total Factor Risk
0.16003657700778867
VTI.US Exposure
0.2299016912352091
VEA.US Exposure
0.16365269075389843
VWO.US Exposure
0.37376711809750207
QQQ.US Exposure
-0.0976787146895345
VTV.US Exposure
-0.035811368603625104
IJR.US Exposure
-0.01599482771378917
QUAL.US Exposure
0.043976583683243115
SHV.US Exposure
0.22072341955816865
TLT.US Exposure
0.03751307182318021
LQD.US Exposure
-0.00557106985922564
HYG.US Exposure
-0.0103995220489592
GLD.US Exposure
-0.0017084095004671674
USO.US Exposure
0.00019792283937053549
VNQ.US Exposure
-0.009009045487103183
BTC-USD.CC Exposure
-0.002411695638561192
CPER.US Exposure
0.006576911549800833
VIX.INDX Exposure
-0.030421691396168196
UUP.US Exposure
0.024081542952271107
TIP.US Exposure
0.032533410801254915
Idiosyncratic Exposure
0.07608198164353437
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.0%

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 →166.00%
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 →
+3.8%
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 →
1.9% 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 →
0.99
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ishares MSCI Emerging Markets ETF a high-risk investment?

Ishares MSCI Emerging Markets ETF (IEM.AU) has an annualized volatility of 16.0% and experienced a maximum drawdown of 26.3% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of IEM.AU?

Over the past 10 years, IEM.AU has generated a Compound Annual Growth Rate (CAGR) of 9.3%. 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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