Data Source: from March 1987 to August 2022
Consolidated Returns as of 31 Aug 2022
Live Update: Sep 23 2022
Category: Stocks
ETF: iShares MSCI Emerging Markets (EEM)
ETF • LIVE PERFORMANCE (USD currency)
2.47%
1 Day
Sep 23 2022
8.75%
Current Month
September 2022

In the last 30 Years, the iShares MSCI Emerging Markets (EEM) ETF obtained a 6.05% compound annual return, with a 22.93% standard deviation.

In 2021, the ETF granted a 1.89% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Emerging Markets (EEM) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Emerging Markets
  • Country: Broad Emerging Markets

The iShares MSCI Emerging Markets (EEM) ETF is part of the following Lazy Portfolios:

Portfolio Name Author EEM Weight
Robo Advisor 90 Betterment 14.0%
Robo Advisor 80 Betterment 12.8%
Edge Select Aggressive Merrill Lynch 9.0%
Edge Select Moderately Aggressive Merrill Lynch 7.0%
Edge Select Moderate Merrill Lynch 5.0%
Edge Select Moderately Conservative Merrill Lynch 3.0%
Edge Select Conservative Merrill Lynch 1.0%
Ultimate Buy&Hold FundAdvice 6.0%
Emerging Markets Stocks 100.0%
Lazy Portfolio David Swensen 5.0%
Yale Endowment David Swensen 5.0%
Dimensional 2030 Retirement Income DFA 5.2%
Larry Portfolio Larry Swedroe 7.5%
Coward's Portfolio Bill Bernstein 5.0%
Pinwheel 10.0%
Ultimate Buy and Hold Strategy Paul Merriman 10.0%
Sandwich Portfolio Bob Clyatt 6.0%
7Twelve Portfolio Craig Israelsen 8.3%
Family Taxable Portfolio Ted Aronson 10.0%
Robo Advisor 10 Betterment 1.9%
Robo Advisor 20 Betterment 3.7%
Robo Advisor 50 Betterment 9.0%
Robo Advisor 100 Betterment 15.0%
Big Rocks Portfolio Larry Swedroe 3.0%
Late Sixties and Beyond Burton Malkiel 10.0%
Late Thirties to Early Forties Burton Malkiel 16.3%
Mid-Fifties Burton Malkiel 14.0%
Mid-Twenties Burton Malkiel 17.5%
Gone Fishin' Portfolio Alexander Green 10.0%
Paul Boyer Portfolio Paul Boyer 12.5%
GAA Global Asset Allocation Mebane Faber 4.5%
Marc Faber Portfolio Marc Faber 4.0%
Perfect Portfolio Ben Stein 12.0%
Global Market Portfolio Credit Suisse 5.0%

Historical Returns as of Aug 31, 2022

Historical returns and stats of iShares MSCI Emerging Markets (EEM) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES MSCI EMERGING MARKETS (EEM) ETF
Consolidated returns as of 31 Aug 2022
Data Source: from March 1987 to August 2022
Swipe left to see all data
Period Return (%)
as of Aug 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Aug 2022
-1.33
-1.29
-1.33
Aug 2022 - Aug 2022
0 - 1
3M
-6.72
-7.94
-6.72
Jun 2022 - Aug 2022
0 - 3
6M
-14.89
-18.47
-14.89
Mar 2022 - Aug 2022
1 - 5
YTD
-18.58
-23.36
-18.58
Jan 2022 - Aug 2022
1 - 7
1Y
-22.97
-28.85
8.82
-22.97
Sep 2021 - Aug 2022
3 - 9
25% pos
3Y(*)
1.55
-3.20
17.20
-26.79
Jul 2021 - Aug 2022
20 - 16
56% pos
5Y(*)
-0.38
-4.05
16.88
-29.69
Feb 2018 - Mar 2020
30 - 30
50% pos
10Y(*)
2.12
-0.42
15.86
-30.19
Sep 2014 - Feb 2016
62 - 58
52% pos
15Y(*)
1.22
-1.14
21.77
-60.44
Nov 2007 - Feb 2009
88 - 92
49% pos
20Y(*)
8.09
5.45
21.14
-60.44
Nov 2007 - Feb 2009
134 - 106
56% pos
25Y(*)
5.22
2.68
22.91
-60.44
Nov 2007 - Feb 2009
164 - 136
55% pos
30Y(*)
6.05
3.45
22.93
-60.44
Nov 2007 - Feb 2009
201 - 159
56% pos
MAX(*)
01 Mar 1987
7.80
4.88
26.04
-60.44
Nov 2007 - Feb 2009
240 - 186
56% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Aug 2022. Current inflation (annualized) is 1Y: 8.26% , 5Y: 3.82% , 10Y: 2.54% , 30Y: 2.51%

ETF Returns, up to December 2003, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Aug 31, 2022

Monthly correlations of iShares MSCI Emerging Markets (EEM) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

ISHARES MSCI EMERGING MARKETS (EEM) ETF
Monthly correlations as of 31 Aug 2022
Swipe left to see all data
Correlation vs EEM
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.64
0.74
0.67
0.73
0.72
US Large Cap
SPY
0.66
0.72
0.66
0.70
0.70
US Small Cap
IJR
0.58
0.75
0.62
0.69
0.68
US REITs
VNQ
0.46
0.53
0.45
0.50
0.50
US Technology
QQQ
0.52
0.64
0.59
0.60
0.59
Preferred Stocks
PFF
0.68
0.58
0.51
0.38
0.38
EAFE Stocks
EFA
0.76
0.81
0.79
0.78
0.77
World All Countries
VT
0.72
0.82
0.80
0.82
0.81
Europe
VGK
0.78
0.80
0.75
0.76
0.75
Pacific
VPL
0.61
0.82
0.82
0.72
0.71
Latin America
FLLA
0.54
0.70
0.75
0.84
0.83
US Total Bond Market
BND
0.53
0.24
0.24
0.09
0.09
Long Term Treasuries
TLT
0.37
-0.17
-0.09
-0.16
-0.15
US Cash
BIL
0.05
-0.20
-0.12
-0.04
-0.04
TIPS
TIP
0.32
0.27
0.34
0.16
0.16
Investment Grade Bonds
LQD
0.59
0.49
0.46
0.25
0.25
High Yield Bonds
HYG
0.57
0.68
0.65
0.59
0.58
International Bond Market
BNDX
0.32
0.22
0.21
0.12
0.12
Emerging Market Bonds
EMB
0.79
0.70
0.69
0.64
0.64
Gold
GLD
0.03
0.22
0.21
0.24
0.24
Commodities
DBC
0.28
0.54
0.47
0.38
0.38

Capital Growth as of Aug 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares MSCI Emerging Markets (EEM) ETF: Dividend Yield page.

An investment of 1000$, since September 1992, now would be worth 5819.55$, with a total return of 481.95% (6.05% annualized).

The Inflation Adjusted Capital now would be 2768.58$, with a net total return of 176.86% (3.45% annualized).
An investment of 1000$, since March 1987, now would be worth 14395.57$, with a total return of 1339.56% (7.80% annualized).

The Inflation Adjusted Capital now would be 5424.39$, with a net total return of 442.44% (4.88% annualized).

Drawdowns

Worst drawdowns since September 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-60.44% Nov 2007 Feb 2009 16 Oct 2017 104 120
-54.22% Feb 1994 Aug 1998 55 Jan 2004 65 120
-29.69% Feb 2018 Mar 2020 26 Nov 2020 8 34
-26.79% Jul 2021 Aug 2022 14 in progress 14
-11.25% Apr 2004 Jul 2004 4 Oct 2004 3 7
-11.14% May 2006 May 2006 1 Nov 2006 6 7
-9.40% Sep 1992 Dec 1992 4 Jan 1993 1 5
-9.06% Mar 2005 Apr 2005 2 Jul 2005 3 5
-6.34% Oct 2005 Oct 2005 1 Dec 2005 2 3
-5.91% May 1993 May 1993 1 Jun 1993 1 2
-3.85% Feb 2006 Feb 2006 1 Apr 2006 2 3
-3.24% Feb 2007 Feb 2007 1 Mar 2007 1 2
-2.61% Nov 1993 Nov 1993 1 Dec 1993 1 2
-1.11% Sep 1993 Sep 1993 1 Oct 1993 1 2
-0.73% Mar 2021 Mar 2021 1 Apr 2021 1 2
-0.53% Jan 2005 Jan 2005 1 Feb 2005 1 2
-0.39% Nov 2017 Nov 2017 1 Dec 2017 1 2

Worst drawdowns since March 1987.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-60.44% Nov 2007 Feb 2009 16 Oct 2017 104 120
-55.33% Mar 1987 Dec 1987 10 Sep 1989 21 31
-54.22% Feb 1994 Aug 1998 55 Jan 2004 65 120
-34.47% Aug 1990 Sep 1990 2 Feb 1991 5 7
-29.69% Feb 2018 Mar 2020 26 Nov 2020 8 34
-26.79% Jul 2021 Aug 2022 14 in progress 14
-23.01% Jun 1992 Dec 1992 7 Apr 1993 4 11
-11.25% Apr 2004 Jul 2004 4 Oct 2004 3 7
-11.14% May 2006 May 2006 1 Nov 2006 6 7
-10.62% Jan 1990 Apr 1990 4 Jun 1990 2 6
-9.06% Mar 2005 Apr 2005 2 Jul 2005 3 5
-7.61% Jun 1991 Jun 1991 1 Aug 1991 2 3
-7.45% Nov 1991 Nov 1991 1 Dec 1991 1 2
-6.34% Oct 2005 Oct 2005 1 Dec 2005 2 3
-6.02% Feb 1992 Mar 1992 2 May 1992 2 4
-5.91% May 1993 May 1993 1 Jun 1993 1 2
-4.49% Oct 1989 Oct 1989 1 Nov 1989 1 2
-3.85% Feb 2006 Feb 2006 1 Apr 2006 2 3
-3.24% Feb 2007 Feb 2007 1 Mar 2007 1 2
-2.61% Nov 1993 Nov 1993 1 Dec 1993 1 2

Rolling Returns ( more details)

iShares MSCI Emerging Markets (EEM) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
13.53 111.70
Jan 1991 - Dec 1991
-54.34
Dec 2007 - Nov 2008
35.18%
2 Years
12.00 64.67
Jan 1988 - Dec 1989
-25.90
Sep 1996 - Aug 1998
34.49%
3 Years
11.18 60.25
Jan 1989 - Dec 1991
-15.31
Sep 1995 - Aug 1998
26.09%
5 Years
10.33 49.02
Jan 1989 - Dec 1993
-10.37
Feb 1994 - Jan 1999
21.53%
7 Years
9.17 36.13
Nov 1987 - Oct 1994
-6.71
Oct 1994 - Sep 2001
13.12%
10 Years
8.45 22.76
Jan 1988 - Dec 1997
-0.12
Apr 1993 - Mar 2003
0.65%
15 Years
8.90 14.74
Oct 1990 - Sep 2005
1.22
Sep 2007 - Aug 2022
0.00%
20 Years
9.08 18.64
Jan 1988 - Dec 2007
4.57
Feb 1994 - Jan 2014
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares MSCI Emerging Markets (EEM) ETF: Rolling Returns page.

Seasonality

iShares MSCI Emerging Markets (EEM) 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.
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
Win %
1.90
54%
0.46
54%
-0.42
44%
2.64
72%
0.41
56%
0.25
53%
1.86
61%
-1.07
53%
-0.31
49%
1.04
66%
0.37
49%
3.91
66%
Best
Year
20.8
1988
13.7
1991
16.9
2009
15.6
2009
15.9
2009
16.1
1988
18.4
1987
16.9
1989
13.4
1989
21.3
1990
9.9
2004
32.8
1991
Worst
Year
-10.7
1995
-13.6
1994
-21.6
1987
-9.8
2004
-12.5
1998
-14.6
1992
-8.5
2002
-26.1
1998
-17.9
2011
-36.0
1987
-9.8
2000
-8.1
1994
Statistics calculated for the period Mar 1987 - Aug 2022

Monthly/Yearly Returns

iShares MSCI Emerging Markets (EEM) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
240 Positive Months (56%) - 186 Negative Months (44%)
Mar 1987 - Aug 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-18.58 -23.36 0.0 -4.3 -3.4 -6.1 0.6 -5.1 -0.3 -1.3
2021
-3.61 -9.95 3.2 0.8 -0.7 1.2 1.6 0.9 -6.4 1.6 -3.9 1.1 -4.1 1.5
2020
+17.03 +15.46 -6.2 -3.8 -15.8 7.4 3.0 6.6 8.3 2.9 -1.0 1.4 9.0 7.1
2019
+18.20 +15.56 10.3 -1.5 1.1 2.4 -7.3 6.2 -2.7 -3.8 1.7 4.2 -0.1 7.7
2018
-15.31 -16.90 8.3 -5.9 0.5 -2.8 -2.6 -4.5 3.5 -3.8 -0.6 -8.8 4.9 -3.5
2017
+37.28 +34.45 6.7 1.7 3.7 1.7 2.8 0.9 5.8 2.4 0.0 3.3 -0.4 3.8
2016
+10.87 +8.62 -5.0 -0.8 13.0 0.4 -3.7 4.6 5.4 0.9 2.5 -0.8 -4.4 -0.2
2015
-16.18 -16.79 -0.7 4.4 -1.5 6.9 -4.1 -2.9 -6.3 -8.8 -3.1 6.4 -2.5 -3.8
2014
-3.93 -4.65 -8.6 3.4 3.9 0.8 3.0 2.4 1.4 2.8 -7.8 1.4 -1.5 -4.0
2013
-3.69 -5.11 -0.3 -2.3 -1.0 1.2 -4.8 -5.3 1.3 -2.5 7.2 4.2 -0.3 -0.4
2012
+19.10 +17.06 11.0 5.3 -3.1 -1.7 -10.7 5.1 0.0 0.4 5.2 -0.4 1.6 6.8
2011
-18.82 -21.15 -3.8 0.0 6.3 2.7 -2.9 -0.9 -1.0 -9.3 -17.9 16.3 -2.0 -4.3
2010
+16.51 +14.79 -7.8 1.8 8.1 -0.2 -9.4 -1.4 10.9 -3.2 11.8 3.0 -2.9 7.3
2009
+68.93 +64.46 -9.3 -6.3 16.9 15.6 15.9 -2.3 11.0 -1.3 10.2 -3.4 7.9 3.3
2008
-48.88 -48.93 -8.9 2.0 -3.8 9.1 3.2 -9.3 -5.5 -6.3 -14.7 -25.6 -9.8 10.3
2007
+33.31 +28.08 0.1 -3.2 5.3 3.7 5.1 3.7 0.7 1.0 11.6 11.9 -7.6 -1.4
2006
+31.19 +27.94 14.2 -3.8 2.2 6.5 -11.1 0.2 2.3 1.6 -0.9 7.1 6.0 5.4
2005
+32.62 +28.24 -0.5 9.7 -7.9 -1.2 3.2 4.0 7.7 1.3 8.7 -6.3 5.8 6.1
2004
+24.63 +20.70 2.4 4.0 0.6 -9.8 1.2 0.9 -3.6 3.5 7.0 2.8 9.9 4.7
2003
+57.65 +54.74 0.1 -3.8 -2.0 8.8 6.4 5.9 7.0 6.4 0.8 9.1 1.1 7.8
2002
-7.43 -9.58 2.9 2.7 4.5 0.3 -0.4 -8.2 -8.5 1.4 -10.7 6.6 7.1 -3.3
2001
-2.88 -4.36 11.8 -8.7 -10.4 9.3 1.5 -2.1 -6.7 -1.0 -15.6 6.6 9.3 7.7
2000
-27.56 -29.93 -4.9 3.5 -0.9 -7.5 -5.3 6.3 -5.2 1.5 -6.1 -7.6 -9.8 6.0
1999
+61.57 +57.35 -2.9 2.2 11.7 15.4 -4.2 7.9 -3.4 -1.0 -0.5 3.8 8.1 14.3
1998
-18.12 -19.42 -8.0 11.9 3.6 -1.0 -12.5 -9.3 1.8 -26.1 9.4 15.4 6.3 -3.1
1997
-16.82 -18.22 5.1 3.0 -3.2 -1.6 4.5 3.9 1.5 -15.1 5.2 -18.1 -1.4 1.3
1996
+15.83 +12.10 10.2 -1.6 1.5 2.7 1.5 0.0 -6.7 3.1 2.3 -1.5 3.5 0.6
1995
+0.56 -1.93 -10.7 0.4 -1.0 5.2 7.7 -0.5 2.9 -2.4 0.2 -4.3 0.4 4.1
1994
-20.17 -22.25 6.3 -13.6 -14.2 6.9 2.7 -2.6 4.8 10.2 -4.2 2.5 -9.1 -8.1
1993
+100.42 +95.06 14.7 0.7 10.5 3.4 -5.9 11.1 5.7 6.5 -1.1 12.9 -2.6 18.8
1992
-10.90 -13.41 2.3 -5.5 -0.6 4.1 15.7 -14.6 6.8 -6.9 -5.2 1.9 -0.8 -5.5
1991
+111.70 +105.41 6.8 13.7 -2.4 3.3 14.3 -7.6 2.2 14.7 3.2 10.2 -7.5 32.8
1990
-1.92 -7.56 -5.7 -1.7 -1.8 -1.8 9.2 5.0 16.0 -21.4 -16.6 21.3 1.0 2.7
1989
+98.20 +89.40 12.7 8.5 -6.5 8.3 10.3 -4.7 1.3 16.9 13.4 -4.5 4.9 13.4
1988
+36.81 +31.02 20.8 3.5 -6.7 1.9 -1.8 16.1 -3.1 -3.2 3.3 0.5 0.0 3.7
1987
- - -21.6 -11.5 -1.4 18.4 -4.4 -36.0 -7.3 -2.8

ETF Returns, up to December 2003, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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