Product name | iShares ESG Advanced MSCI EM ETF | First Trust Dorsey Wright International Focus 5 ETF | John Hancock Multifactor Emerging Markets ETF | PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF | SPDR MSCI Emerging Markets Quality Mix ETF | FlexShares Morningstar Emerging Markets Factor Tilt Index Fund |
Issuer | iShares | First Trust | John Hancock | PIMCO | SPDR | FlexShares |
Price | $31.99 | $16.05 | $21.63 | $16.49 | $51.13 | $42.5 |
Expense Ratio | 0.16% | 1.06% | 0.49% | 0.49% | 0.3% | 0.59% |
Average Spread | 0.188% | 0.935% | 0.185% | 0.182% | 0.332% | 0.212% |
AUM | $15,933,700 | $182,769,000 | $511,333,000 | $71,537,900 | $61,497,300 | $232,806,000 |
Shares | 498,084 | 11,387,479 | 23,640,000 | 4,338,261 | 1,202,764 | 5,477,791 |
Average Daily Volume | 10,910 | 31,689 | 66,790 | 39,279 | 3,333 | 35,560 |
Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
Inception Date | 2020-10-06 | 2014-07-22 | 2018-09-27 | 2017-08-31 | 2014-06-04 | 2012-09-28 |
Index Tracked | MSCI Emerging Markets Choice ESG Screened 5% Issuer Capped Index | Dorsey Wright International Focus Five Index | John Hancock Dimensional Emerging Markets Index | RAFI Dynamic Multi-Factor Emerging Market Index | MSCI Emerging Markets Factor Mix A-Series Index | Morningstar Emerging Markets Factor Tilt Index |
Category | Emerging Markets Equities | Global Equities | Emerging Markets Equities | Emerging Markets Equities | Emerging Markets 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/Small Caps |
Value or Growth | | Blend | Blend | Blend | Blend | Blend |
Region | Asia-Pacific | Europe | Asia-Pacific | Asia-Pacific | Asia-Pacific | Asia-Pacific |
Countries | Broad | Broad | Broad | Broad | Pacific ex-Japan | Broad |
Annual Dividend Rate | $0.835 | $0.627 | $0.727 | $6.687 | $1.821 | $2.366 |
Annual Dividend Yield | 0.026% | 0.039% | 0.034% | 0.406% | 0.036% | 0.056% |
Number of Holdings | 387 | 284 | 697 | 699 | 905 | 2350 |
YTD Return | -25.27% | -29.03% | -24.96% | -26.30% | -23.64% | -25.88% |
Beta | 0.85 | 0.69 | 0.78 | 0.31 | 0.62 | 0.51 |
Upside Beta | -0.42 | 0.25 | 0.55 | 0.01 | 0.31 | 0.22 |
Downside Beta | -1.01 | -0.31 | 0.12 | -0.26 | -0.22 | -0.25 |
Volatility 1Y | 31.23% | 23.00% | 20.20% | 18.43% | 16.91% | 18.83% |
Sharpe Ratio 3Y | 0.00 | -0.32 | -0.29 | -0.15 | -0.28 | -0.27 |
Treynor Ratio 3Y | 0.00 | -0.01 | -0.01 | -0.01 | -0.01 | -0.01 |