Consolidated Returns as of 28 February 2023
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.
- No fees or capital gain taxes
- the reinvestment of dividends
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.
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).
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.
The Inflation Adjusted Capital now would be 595.05$, with a net total return of -40.50% (-5.06% annualized).
The Inflation Adjusted Capital now would be 736.00$, with a net total return of -26.40% (-2.30% annualized).
Drawdowns
Worst drawdowns since March 2013.
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.
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
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% |
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?
For further information about the seasonality, check the Asset Class Seasonality page.
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 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 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/Yearly Returns
iShares Emerging Markets Infrastructure ETF (EMIF) ETF data source starts from January 2010: let's focus on monthly and yearly returns.
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
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 |