Last Update: 31 Aug 2020

Category: Stocks
ETF: iShares MSCI Emerging Markets (EEM)

In the last 10 years, the iShares MSCI Emerging Markets (EEM) ETF obtained a 3.18% compound annual return, with a 18.59% standard deviation.

In 2019, the portfolio granted a 3.19% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Emerging Markets (EEM): 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 present in the following Lazy Portfolios:

Portfolio Name Author ETF 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 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%
Permanent Portfolio Paul Boyer 12.5%

Capital Growth and Historical Returns

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): Dividend Yield page.

Capital Growth:

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

Swipe left to see all data
Period Returns
Aug 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+2.89%
0.00%
1 - 0
3M
+18.74%
0.00%
3 - 0
6M
+10.56%
-15.77%
Mar 2020 - Mar 2020
5 - 1
YTD
-0.15%
-23.94%
Jan 2020 - Mar 2020
5 - 3
1Y
+13.83%
23.29%
-23.94%
Jan 2020 - Mar 2020
8 - 4
3Y
+2.17%
annualized
19.09%
-29.72%
Feb 2018 - Mar 2020
18 - 18
5Y
+8.00%
annualized
17.50%
-29.72%
Feb 2018 - Mar 2020
33 - 27
10Y
+3.18%
annualized
18.59%
-32.70%
May 2011 - Feb 2016
60 - 60
MAX
01 Jan 1995
+5.91%
annualized
22.96%
-60.44%
Nov 2007 - Feb 2009
173 - 135

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

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

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+8.99% +86.53%
Mar 2009 - Feb 2010
-54.34%
Dec 2007 - Nov 2008
37.71%
2 Years
+7.11% +49.17%
Mar 2003 - Feb 2005
-25.91%
Sep 1996 - Aug 1998
43.51%
3 Years
+6.74% +45.77%
Apr 2003 - Mar 2006
-15.31%
Sep 1995 - Aug 1998
35.16%
5 Years
+6.96% +38.98%
Nov 2002 - Oct 2007
-8.82%
Aug 1997 - Jul 2002
24.50%
7 Years
+7.41% +23.59%
Dec 2000 - Nov 2007
-4.75%
Apr 1996 - Mar 2003
13.78%
10 Years
+8.48% +17.56%
Sep 1998 - Aug 2008
-0.03%
Apr 2010 - Mar 2020
0.53%
15 Years
+8.49% +12.28%
Apr 2003 - Mar 2018
+4.79%
Apr 2005 - Mar 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

iShares MSCI Emerging Markets (EEM) ETF Seasonality

Swipe left to see all data
Months
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average 0.2 0.5 1.2 2.9 -0.8 0.4 0.8 -2.1 0.2 1.0 1.2 2.9
Best 14.2
2006
11.9
1998
16.9
2009
15.6
2009
15.9
2009
7.9
1999
11.0
2009
6.4
2003
11.8
2010
16.3
2011
10.0
2004
14.3
1999
Worst -10.7
1995
-8.7
2001
-15.8
2020
-9.8
2004
-12.5
1998
-9.3
1998
-8.5
2002
-26.1
1998
-17.9
2011
-25.6
2008
-9.8
2000
-4.3
2011
Gain
Frequency
46 54 58 69 50 58 58 50 56 60 52 64

Detail of Monthly Returns

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
-0.15% -6.2 -3.8 -15.8 7.4 3.0 6.6 8.3 2.9
2019
+18.20% 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% 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% 6.7 1.7 3.7 1.7 2.9 0.9 5.8 2.4 0.0 3.3 -0.4 3.8
2016
+10.87% -5.0 -0.8 13.0 0.4 -3.7 4.6 5.4 0.9 2.5 -0.8 -4.4 -0.3
2015
-16.18% -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% -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% -0.3 -2.3 -1.0 1.2 -4.8 -5.4 1.3 -2.5 7.2 4.2 -0.3 -0.4
2012
+19.10% 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% -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% -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% -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% -8.9 2.0 -3.8 9.1 3.2 -9.3 -5.5 -6.3 -14.7 -25.6 -9.8 10.4
2007
+33.31% 0.1 -3.2 5.3 3.7 5.1 3.7 0.7 1.0 11.6 11.9 -7.7 -1.4
2006
+31.19% 14.2 -3.9 2.2 6.5 -11.1 0.2 2.3 1.6 -0.9 7.1 6.0 5.4
2005
+32.62% -0.5 9.7 -7.9 -1.3 3.2 4.0 7.7 1.3 8.7 -6.3 5.8 6.1
2004
+24.63% 2.4 4.0 0.6 -9.8 1.2 0.9 -3.6 3.5 7.0 2.9 10.0 4.7
2003
+57.65% 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% 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% 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% -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% -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% -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% 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% 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% -10.7 0.4 -1.0 5.2 7.7 -0.6 2.9 -2.4 0.2 -4.3 0.4 4.1

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

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