iShares FactorSelect MSCI Emerging ETF

iShares FactorSelect MSCI Emerging ETF (EMGF)

Description

The investment seeks to track the performance of the MSCI Emerging Markets Diversified Multiple-Factor Index. The EMGF ETF contains 220 constituents. It is focused on blend holdings in the Asia-Pacific region.

Price $39.55 as of 2022-10-21

Cost/Risk/Yield

Dividend yield	3.49%
Expense ratio	0.45%
Average spread	0.177%
1Y roundtrip cost	0.627%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022	-0.6%	-1.8%	-3.0%	-4.7%	1.1%	-7.1%	0.6%	-0.2%	-10.8%	2.9%			-23.6%
2021	3.2%	0.9%	1.7%	2.6%	1.8%	0.3%	-3.9%	2.6%	-3.4%	-0.3%	-1.9%	3.2%	6.8%
2020	-6.6%	-4.2%	-15.7%	8.6%	2.1%	4.5%	10.4%	1.9%	-0.9%	-0.3%	5.8%	7.3%	12.9%
2019	11.4%	-1.3%	0.4%	1.1%	-7.2%	6.3%	-1.4%	-3.1%	1.5%	4.5%	-0.3%	8.8%	20.7%
2018	6.4%	-3.1%	0.5%	-3.5%	0.4%	-6.4%	0.7%	-3.9%	-3.3%	-8.4%	4.9%	-5.0%	-20.7%
2017	7.4%	3.4%	2.6%	1.6%	2.6%	1.6%	6.6%	2.0%	0.9%	1.9%	1.6%	3.8%	36.1%
2016	-6.7%	0.0%	12.4%	1.0%	-3.5%	3.8%	7.3%	-1.3%	3.1%	-1.6%	-4.2%	-1.0%	9.3%
	14.6%	-6.1%	-1.1%	6.8%	-2.8%	3.1%	20.2%	-2.1%	-12.8%	-1.3%	5.9%	17.1%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022						0.45							0.45
2021						0.34						0.90	1.24
2020						0.41						0.55	0.96
2019						0.45						0.75	1.20
2018						0.32						0.73	1.06
2017						0.27						0.66	0.93
2016						0.13						0.60	0.72
	0.00	0.00	0.00	0.00	0.00	2.36	0.00	0.00	0.00	0.00	0.00	4.19

Sectors and Top Holdings

Security	% Assets
Top 0 Weights	0.00%

Compare with similar ETFs

	EMGF	FRDM	LDEM	QEMM	RESE	VSGX
Product name	iShares FactorSelect MSCI Emerging ETF	Freedom 100 Emerging Markets ETF	iShares ESG MSCI EM Leaders ETF	SPDR MSCI Emerging Markets Quality Mix ETF	WisdomTree Emerging Markets Dividend Fund	Vanguard ESG International Stock ETF
Issuer	iShares	Alpha Architect	iShares	SPDR	WisdomTree	Vanguard
Price	$39.55	$25.485	$40.3425	$51.13	$24.618	$43.89
Expense Ratio	0.45%	0.49%	0.16%	0.3%	0.32%	0.17%
Average Spread	0.177%	0.471%	0.273%	0.332%	0.406%	0.114%
AUM	$637,470,000	$79,732,200	$563,920,000	$61,497,300	$22,071,800	$1,955,300,000
Shares	16,118,078	3,128,593	13,978,321	1,202,764	896,571	44,550,000
Average Daily Volume	141,780	63,589	30,820	3,333	3,410	287,247
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2015-12-08	2019-05-23	2020-02-05	2014-06-04	2016-04-07	2018-09-18
Index Tracked	MSCI Emerging Markets Diversified Multiple-Factor Index	Life + Liberty Freedom 100 Emerging Markets Index	MSCI EM Extended ESG Leaders 5% Issuer Capped Index	MSCI Emerging Markets Factor Mix A-Series Index	No Underlying Index	FTSE Global All Cap ex US Choice Index
Category	Emerging Markets Equities	Foreign Large Cap Equities	Emerging Markets Equities	Emerging Markets Equities	Asia Pacific Equities	Foreign Large Cap Equities
Asset Class	Equity	Equity	Equity	Equity	Equity	Equity
Asset Class Size	Large/Mid Caps	Large/Mid Caps	Large/Mid Caps	Large/Mid Caps	Large/Mid Caps	Large/Mid Caps
Value or Growth	Blend	Blend	Blend	Blend	Blend	Blend
Region	Asia-Pacific	Asia-Pacific	Asia-Pacific	Asia-Pacific	Asia-Pacific	Asia-Pacific
Countries	Pacific ex-Japan	Broad	Broad	Pacific ex-Japan	Pacific ex-Japan	Broad
Annual Dividend Rate	$1.382	$0.5	$1.205	$1.821	$1.051	$1.551
Annual Dividend Yield	0.035%	0.020%	0.030%	0.036%	0.043%	0.035%
Number of Holdings	220	100	476	905	298	5007
YTD Return	-21.89%	-23.05%	-29.36%	-23.64%	-28.18%	-27.96%
Beta	0.79	0.94	0.64	0.62	0.71	0.74
Upside Beta	0.51	0.65	0.37	0.31	0.42	0.41
Downside Beta	-0.28	0.12	-0.60	-0.22	-0.50	0.17
Volatility 1Y	18.96%	22.62%	22.37%	16.91%	21.06%	20.08%
Sharpe Ratio 3Y	-0.11	-0.09	0.00	-0.28	0.00	-0.31
Treynor Ratio 3Y	0.00	0.00	0.00	-0.01	0.00	-0.01

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