Data Source: from January 2010 to February 2023 (~13 years)
Consolidated Returns as of 28 February 2023
Consolidated Returns as of 28 February 2023
ETF: iShares Emerging Markets Infrastructure ETF (EMIF)
In the last 10 Years, the iShares Emerging Markets Infrastructure ETF (EMIF) ETF obtained a -2.57% compound annual return, with a 18.53% standard deviation.
In 2022, the ETF granted a 2.63% dividend yield. If you are interested in getting periodic income, please refer to the iShares Emerging Markets Infrastructure ETF (EMIF) ETF: Dividend Yield page.
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Multi Cap
- Style: Blend
- Region: Emerging Markets
- Country: Broad Emerging Markets
- Sector: Utilities
- Industry: Infrastructure
Historical Returns as of Feb 28, 2023
Historical returns and Metrics of iShares Emerging Markets Infrastructure ETF (EMIF) ETF.
Returns and metrics are calculated based on monthly returns, assuming:
- No fees or capital gain taxes
- the reinvestment of dividends
ISHARES EMERGING MARKETS INFRASTRUCTURE ETF (EMIF) ETF
Portfolio Metrics
Data Source: 1 January 2010 - 28 February 2023 (~13 years)
Swipe left to see all data
| Metrics as of Feb 28, 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~13Y) |
|
| Portfolio Return (%) |
-5.09 | -1.66 | 0.18 | -9.09 | -3.81 | -5.75 | -2.57 | 0.19 |
| US Inflation (%) | 0.56 | 1.05 | 1.58 | 6.04 | 5.16 | 3.86 | 2.63 | 2.55 |
| Infl. Adjusted Return (%) |
-5.61 | -2.68 | -1.37 | -14.26 | -8.53 | -9.24 | -5.06 | -2.30 |
| Returns / Inflation rates over 1 year are annualized. | ||||||||
| RISK INDICATORS | ||||||||
| Standard Deviation (%) | 21.95 | 24.18 | 21.51 | 18.53 | 19.14 | |||
| Sharpe Ratio | -0.51 | -0.19 | -0.32 | -0.17 | -0.20 | |||
| Sortino Ratio | -0.77 | -0.25 | -0.45 | -0.24 | -0.28 | |||
| MAXIMUM DRAWDOWN | ||||||||
| Drawdown Depth (%) | -19.44 | -24.13 | -37.28 | -39.25 | -39.25 | |||
| Start (yyyy mm) | 2022 03 | 2020 03 | 2020 01 | 2018 02 | 2018 02 | |||
| Bottom (yyyy mm) | 2022 09 | 2020 03 | 2020 03 | 2020 03 | 2020 03 | |||
| Start to Bottom (# months) | 7 | 1 | 3 | 26 | 26 | |||
| Start to Recovery (# months) in progress |
> 12
|
19
|
> 38
|
> 61
|
> 61
|
|||
| ROLLING PERIOD RETURNS - Annualized | ||||||||
| Best Return (%) | 32.47 | 13.39 | 7.64 | 3.37 | ||||
| Worst Return (%) | -32.39 | -14.08 | -8.26 | -2.59 | ||||
| % Positive Periods | 55% | 51% | 44% | 28% | ||||
| MONTHS | ||||||||
| Positive | 0 | 1 | 3 | 5 | 16 | 24 | 57 | 77 |
| Negative | 1 | 2 | 3 | 7 | 20 | 36 | 63 | 81 |
| % Positive | 0% | 33% | 50% | 42% | 44% | 40% | 48% | 49% |
| WITHDRAWAL RATES (WR) | ||||||||
| Safe WR (%) | 29.44 | 15.68 | 8.22 | 8.06 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 0.00 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Correlations as of Feb 28, 2023
Monthly correlations of iShares Emerging Markets Infrastructure ETF (EMIF) ETF vs the main Asset Classes, over different timeframes.
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Columns are sortable (click on table header to sort).
ISHARES EMERGING MARKETS INFRASTRUCTURE ETF (EMIF) ETF
Monthly correlations as of 28 February 2023
Swipe left to see all data
| Correlation vs EMIF | |||||
|---|---|---|---|---|---|
|
|
|||||
| Asset Class | 1 Year | 5 Years | 10 Years | Since Jan 2010 |
|
|
US Total Stock Market VTI |
0.56
|
0.64
|
0.62
|
0.67
|
|
|
US Large Cap SPY |
0.56
|
0.63
|
0.62
|
0.66
|
|
|
US Small Cap IJR |
0.57
|
0.69
|
0.59
|
0.64
|
|
|
US REITs VNQ |
0.52
|
0.59
|
0.51
|
0.57
|
|
|
US Technology QQQ |
0.47
|
0.46
|
0.49
|
0.53
|
|
|
Preferred Stocks PFF |
0.58
|
0.65
|
0.59
|
0.63
|
|
|
EAFE Stocks EFA |
0.77
|
0.79
|
0.77
|
0.79
|
|
|
World All Countries VT |
0.69
|
0.73
|
0.74
|
0.78
|
|
|
Emerging Markets EEM |
0.88
|
0.79
|
0.83
|
0.87
|
|
|
Europe VGK |
0.75
|
0.78
|
0.74
|
0.77
|
|
|
Pacific VPL |
0.80
|
0.79
|
0.77
|
0.77
|
|
|
Latin America FLLA |
0.51
|
0.75
|
0.77
|
0.80
|
|
|
US Total Bond Market BND |
0.70
|
0.31
|
0.31
|
0.20
|
|
|
Long Term Treasuries TLT |
0.62
|
-0.10
|
-0.03
|
-0.21
|
|
|
US Cash BIL |
0.21
|
-0.12
|
-0.09
|
-0.11
|
|
|
TIPS TIP |
0.54
|
0.27
|
0.34
|
0.27
|
|
|
Invest. Grade Bonds LQD |
0.71
|
0.51
|
0.50
|
0.44
|
|
|
High Yield Bonds HYG |
0.54
|
0.66
|
0.65
|
0.70
|
|
|
International Bonds BNDX |
0.51
|
0.27
|
0.26
|
0.18
|
|
|
Emerg. Market Bonds EMB |
0.77
|
0.71
|
0.70
|
0.68
|
|
|
Gold GLD |
0.58
|
0.23
|
0.22
|
0.23
|
|
|
Commodities DBC |
0.46
|
0.57
|
0.50
|
0.56
|
|
Capital Growth as of Feb 28, 2023
Capital growth, returns, stats are calculated assuming a reinvestment of dividends.
If you are interested in getting periodic income, please refer to the iShares Emerging Markets Infrastructure ETF (EMIF) ETF: Dividend Yield page.
An investment of 1000$, since March 2013,
now would be worth 771.06$, with a total return of -22.89% (-2.57% annualized).
The Inflation Adjusted Capital now would be 595.05$, with a net total return of -40.50% (-5.06% annualized).
The Inflation Adjusted Capital now would be 595.05$, with a net total return of -40.50% (-5.06% annualized).
An investment of 1000$, since January 2010,
now would be worth 1025.33$, with a total return of 2.53% (0.19% annualized).
The Inflation Adjusted Capital now would be 736.00$, with a net total return of -26.40% (-2.30% annualized).
The Inflation Adjusted Capital now would be 736.00$, with a net total return of -26.40% (-2.30% annualized).
Readings that may interest you
Drawdowns
Worst drawdowns since March 2013.
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Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -39.25% | Feb 2018 | Mar 2020 | 26 | in progress | 35 | 61 |
| -28.18% | Sep 2014 | Jan 2016 | 17 | Jan 2018 | 24 | 41 |
| -11.99% | Mar 2013 | Aug 2013 | 6 | Jun 2014 | 10 | 16 |
Worst drawdowns since January 2010.
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
||||
|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months |
| -39.25% | Feb 2018 | Mar 2020 | 26 | in progress | 35 | 61 |
| -28.65% | May 2011 | Sep 2011 | 5 | Jan 2013 | 16 | 21 |
| -28.18% | Sep 2014 | Jan 2016 | 17 | Jan 2018 | 24 | 41 |
| -11.99% | Mar 2013 | Aug 2013 | 6 | Jun 2014 | 10 | 16 |
| -9.18% | Apr 2010 | May 2010 | 2 | Jul 2010 | 2 | 4 |
| -2.51% | Aug 2010 | Aug 2010 | 1 | Sep 2010 | 1 | 2 |
| -2.51% | Jan 2011 | Feb 2011 | 2 | Mar 2011 | 1 | 3 |
| -1.34% | Jan 2010 | Jan 2010 | 1 | Feb 2010 | 1 | 2 |
| -1.12% | Nov 2010 | Nov 2010 | 1 | Dec 2010 | 1 | 2 |
Rolling Returns ( more details)
iShares Emerging Markets Infrastructure ETF (EMIF) ETF: annualized rolling and average returns
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| Rolling Period |
Return (*) | Negative Periods |
||
|---|---|---|---|---|
| Average (%) | Best (%) | Worst (%) | ||
| 1 Year |
0.91 |
32.47 Jun 2010 - May 2011 |
-32.39 Nov 2019 - Oct 2020 |
44.90% |
| 2 Years |
0.12 |
18.13 Feb 2016 - Jan 2018 |
-19.93 Apr 2018 - Mar 2020 |
49.63% |
| 3 Years |
-0.47 |
13.39 Oct 2011 - Sep 2014 |
-14.08 Nov 2017 - Oct 2020 |
48.78% |
| 5 Years |
-0.56 |
7.64 Jun 2010 - May 2015 |
-8.26 Oct 2017 - Sep 2022 |
55.56% |
| 7 Years |
-0.27 |
4.62 Jul 2010 - Jun 2017 |
-5.63 Apr 2013 - Mar 2020 |
50.67% |
| 10 Years |
-0.61 |
3.37 Jan 2010 - Dec 2019 |
-2.59 Oct 2012 - Sep 2022 |
71.79% |
(*) Annualized rolling and average returns over full calendar month periods
If you need a deeper detail about rolling returns, please refer to the iShares Emerging Markets Infrastructure ETF (EMIF) ETF: Rolling Returns page.
Seasonality
iShares Emerging Markets Infrastructure ETF (EMIF) ETF: in which months is it better to invest?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.46
40% |
-3.54
20% |
-5.49
20% |
-0.17
20% |
1.17
60% |
-0.96
40% |
-1.35
20% |
-0.27
40% |
-2.00
40% |
-0.22
40% |
4.42
60% |
4.43
80% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.46
|
96.90
|
91.58
|
91.42
|
92.50
|
91.61
|
90.38
|
90.13
|
88.33
|
88.14
|
92.03
|
96.11
|
| Best |
8.2 2019 |
1.9 2021 |
4.3 2021 |
9.3 2020 |
6.7 2022 |
7.0 2019 |
4.3 2018 |
3.3 2021 |
2.3 2021 |
7.8 2019 |
15.9 2020 |
9.8 2021 |
| Worst |
-6.4 2020 |
-11.7 2020 |
-24.1 2020 |
-3.8 2022 |
-3.5 2018 |
-6.3 2018 |
-4.6 2022 |
-4.2 2018 |
-11.2 2022 |
-4.2 2020 |
-6.4 2021 |
-3.0 2022 |
Monthly Seasonality over the period Mar 2018 - Feb 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
-0.30
50% |
-1.18
50% |
-0.82
40% |
1.26
50% |
-0.25
40% |
-0.67
50% |
-0.09
50% |
-0.55
50% |
-1.78
40% |
1.01
60% |
0.86
40% |
1.67
50% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
99.70
|
98.52
|
97.71
|
98.95
|
98.69
|
98.03
|
97.94
|
97.40
|
95.67
|
96.64
|
97.47
|
99.10
|
| Best |
8.2 2019 |
4.1 2017 |
12.8 2016 |
11.1 2015 |
6.7 2022 |
7.0 2019 |
5.1 2017 |
4.9 2014 |
6.4 2013 |
7.8 2019 |
15.9 2020 |
9.8 2021 |
| Worst |
-7.4 2014 |
-11.7 2020 |
-24.1 2020 |
-3.8 2022 |
-4.6 2013 |
-7.3 2013 |
-5.0 2015 |
-9.0 2015 |
-11.2 2022 |
-4.2 2020 |
-6.4 2021 |
-4.9 2014 |
Monthly Seasonality over the period Mar 2013 - Feb 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.74
50% |
-0.27
57% |
0.03
46% |
1.21
54% |
-1.66
31% |
-0.09
54% |
0.54
54% |
-1.44
38% |
-1.85
46% |
2.39
69% |
0.38
31% |
2.07
54% |
| Capital Growth on monthly avg returns | ||||||||||||
|
100
|
100.74
|
100.47
|
100.50
|
101.72
|
100.03
|
99.93
|
100.47
|
99.03
|
97.19
|
99.52
|
99.89
|
101.96
|
| Best |
10.6 2012 |
7.5 2012 |
12.8 2016 |
11.1 2015 |
6.7 2022 |
7.0 2019 |
8.8 2010 |
4.9 2014 |
8.0 2010 |
17.0 2011 |
15.9 2020 |
9.8 2021 |
| Worst |
-7.4 2014 |
-11.7 2020 |
-24.1 2020 |
-3.8 2022 |
-9.1 2012 |
-7.3 2013 |
-5.0 2015 |
-9.0 2015 |
-16.0 2011 |
-4.2 2020 |
-6.4 2021 |
-4.9 2014 |
Monthly Seasonality over the period Jan 2010 - Feb 2023
Monthly/Yearly Returns
iShares Emerging Markets Infrastructure ETF (EMIF) ETF data source starts from January 2010: let's focus on monthly and yearly returns.
We are providing two different views:
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 2010 - Feb 2023
77 Positive Months (49%) - 81 Negative Months (51%)
MONTHLY RETURNS TABLE
Jan 2010 - Feb 2023
(Scroll down to see all data)
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Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2023 |
+1.40 | +0.03 | 6.8 | -5.1 | ||||||||||
| 2022 |
-12.57 | -17.87 | -1.2 | -1.3 | -3.7 | -3.8 | 6.7 | -6.2 | -4.6 | 2.7 | -11.2 | 3.1 | 11.3 | -3.0 |
| 2021 |
+3.72 | -3.10 | -5.1 | 1.9 | 4.3 | -2.6 | 3.1 | 1.7 | -4.0 | 3.3 | 2.3 | -3.6 | -6.4 | 9.8 |
| 2020 |
-19.97 | -21.05 | -6.4 | -11.7 | -24.1 | 9.3 | 2.5 | -1.0 | -2.1 | -0.1 | -1.8 | -4.2 | 15.9 | 7.9 |
| 2019 |
+16.32 | +13.72 | 8.2 | -1.6 | -2.8 | -1.1 | -3.0 | 7.0 | -0.3 | -3.1 | -0.5 | 7.8 | -1.6 | 7.3 |
| 2018 |
-13.69 | -15.31 | 3.6 | -4.2 | -1.1 | -2.6 | -3.5 | -6.3 | 4.3 | -4.2 | 1.2 | -4.2 | 2.9 | 0.2 |
| 2017 |
+20.71 | +18.22 | 2.6 | 4.1 | 6.2 | -0.7 | -0.1 | 2.5 | 5.1 | 0.2 | 0.1 | 0.6 | -4.4 | 3.2 |
| 2016 |
+5.89 | +3.74 | -5.1 | 1.2 | 12.8 | 0.9 | -2.2 | 4.1 | 3.4 | 1.5 | -1.8 | -1.8 | -5.6 | -0.5 |
| 2015 |
-14.37 | -14.99 | 0.9 | 2.0 | -1.6 | 11.1 | -3.8 | -4.4 | -5.0 | -9.0 | -4.9 | 6.6 | -3.0 | -2.7 |
| 2014 |
-2.17 | -2.90 | -7.4 | 2.7 | 3.3 | 1.0 | 2.4 | 3.1 | 0.8 | 4.9 | -7.6 | 1.5 | -1.0 | -4.9 |
| 2013 |
+2.83 | +1.31 | 5.4 | 0.1 | -1.4 | 1.1 | -4.6 | -7.3 | 1.6 | -1.8 | 6.4 | 4.3 | 0.5 | -0.6 |
| 2012 |
+22.56 | +20.46 | 10.6 | 7.5 | -3.1 | 1.1 | -9.1 | 5.6 | 2.9 | -1.8 | 1.7 | 1.7 | -1.8 | 6.8 |
| 2011 |
-13.32 | -15.81 | -1.2 | -1.3 | 7.5 | 2.5 | -1.3 | -1.8 | -3.8 | -8.9 | -16.0 | 17.0 | -0.8 | -2.6 |
| 2010 |
+18.66 | +16.91 | -1.3 | 1.7 | 4.2 | -0.5 | -8.7 | 1.7 | 8.8 | -2.5 | 8.0 | 2.4 | -1.1 | 5.9 |
