Last Update: 31 Mar 2020

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

In the last 10 years, the iShares MSCI Emerging Markets (EEM) ETF obtained a -0.03% compound annual return, with a 18.73% standard deviation.

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%

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

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
Mar 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-15.77%
-15.77%
Mar 2020 - Mar 2020
0 - 1
3M
-23.94%
-23.94%
Jan 2020 - Mar 2020
0 - 3
6M
-14.72%
-23.94%
Jan 2020 - Mar 2020
2 - 4
YTD
-23.94%
-23.94%
Jan 2020 - Mar 2020
0 - 3
1Y
-18.18%
21.78%
-23.94%
Jan 2020 - Mar 2020
5 - 7
3Y
-2.42%
annualized
17.94%
-29.72%
Feb 2018 - Mar 2020
18 - 18
5Y
-1.00%
annualized
17.74%
-29.72%
Feb 2018 - Mar 2020
29 - 31
10Y
-0.03%
annualized
18.73%
-32.70%
May 2011 - Feb 2016
56 - 64
MAX
01 Jan 1995
+4.87%
annualized
23.02%
-60.44%
Nov 2007 - Feb 2009
168 - 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
+9.15% +86.53%
Mar 2009 - Feb 2010
-54.34%
Dec 2007 - Nov 2008
37.33%
2 Years
+7.28% +49.17%
Mar 2003 - Feb 2005
-25.91%
Sep 1996 - Aug 1998
43.21%
3 Years
+6.85% +45.77%
Apr 2003 - Mar 2006
-15.31%
Sep 1995 - Aug 1998
35.07%
5 Years
+7.04% +38.98%
Nov 2002 - Oct 2007
-8.82%
Aug 1997 - Jul 2002
24.59%
7 Years
+7.53% +23.59%
Dec 2000 - Nov 2007
-4.75%
Apr 1996 - Mar 2003
13.64%
10 Years
+8.65% +17.56%
Sep 1998 - Aug 2008
-0.03%
Apr 2010 - Mar 2020
0.54%
15 Years
+8.62% +12.28%
Apr 2003 - Mar 2018
+4.79%
Apr 2005 - Mar 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
-23.94% -6.2 -3.8 -15.8
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.

Share this page