iShares MSCI Emerging Markets (EEM): Historical Returns

Last Update: 31 Oct 2020

Category: Stocks

ETF: iShares MSCI Emerging Markets (EEM)

In the last 10 years, the iShares MSCI Emerging Markets (EEM) ETF obtained a 1.78% compound annual return, with a 18.22% 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%
Paul Boyer 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.

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Period	Returns Oct 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+1.41%		0.00%	1 - 0
3M	+3.28%		-1.01% Sep 2020 - Sep 2020	2 - 1
6M	+22.74%		-1.01% Sep 2020 - Sep 2020	5 - 1
YTD	+0.23%		-23.94% Jan 2020 - Mar 2020	6 - 4
1Y	+7.85%	23.18%	-23.94% Jan 2020 - Mar 2020	7 - 5
3Y	+1.22% annualized	19.04%	-29.72% Feb 2018 - Mar 2020	18 - 18
5Y	+7.44% annualized	17.25%	-29.72% Feb 2018 - Mar 2020	33 - 27
10Y	+1.78% annualized	18.22%	-32.70% May 2011 - Feb 2016	59 - 61
MAX 01 Jan 1995	+5.89% annualized	22.89%	-60.44% Nov 2007 - Feb 2009	174 - 136

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

	Drawdown period	Recovery period	Total
-32.70%	May 2011	Feb 2016	58	Aug 2017	18	76
-29.72%	Feb 2018	Mar 2020	26	in progress	7	33
-3.88%	Jan 2011	Feb 2011	2	Mar 2011	1	3
-2.91%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-0.39%	Nov 2017	Nov 2017	1	Dec 2017	1	2
-0.04%	Sep 2017	Sep 2017	1	Oct 2017	1	2

Worst drawdowns since December 1994.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-60.44%	Nov 2007	Feb 2009	16	Oct 2017	104	120
-54.00%	Aug 1997	Aug 1998	13	Jan 2004	65	78
-29.72%	Feb 2018	Mar 2020	26	in progress	7	33
-11.26%	Apr 2004	Jul 2004	4	Oct 2004	3	7
-11.23%	Jan 1995	Mar 1995	3	May 1995	2	5
-11.14%	May 2006	May 2006	1	Nov 2006	6	7
-9.06%	Mar 2005	Apr 2005	2	Jul 2005	3	5
-6.73%	Jul 1996	Jul 1996	1	Nov 1996	4	5
-6.44%	Aug 1995	Oct 1995	3	Jan 1996	3	6
-6.34%	Oct 2005	Oct 2005	1	Dec 2005	2	3
-4.74%	Mar 1997	Apr 1997	2	Jun 1997	2	4
-3.85%	Feb 2006	Feb 2006	1	Apr 2006	2	3
-3.24%	Feb 2007	Feb 2007	1	Mar 2007	1	2
-1.60%	Feb 1996	Feb 1996	1	Apr 1996	2	3
-0.55%	Jun 1995	Jun 1995	1	Jul 1995	1	2
-0.53%	Jan 2005	Jan 2005	1	Feb 2005	1	2
-0.39%	Nov 2017	Nov 2017	1	Dec 2017	1	2

Rolling Returns

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

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+8.99%	+86.53% Mar 2009 - Feb 2010	-54.34% Dec 2007 - Nov 2008	37.46%
2 Years	+7.10%	+49.17% Mar 2003 - Feb 2005	-25.91% Sep 1996 - Aug 1998	43.21%
3 Years	+6.70%	+45.77% Apr 2003 - Mar 2006	-15.31% Sep 1995 - Aug 1998	34.91%
5 Years	+6.97%	+38.98% Nov 2002 - Oct 2007	-8.82% Aug 1997 - Jul 2002	24.30%
7 Years	+7.38%	+23.59% Dec 2000 - Nov 2007	-4.75% Apr 1996 - Mar 2003	13.66%
10 Years	+8.41%	+17.56% Sep 1998 - Aug 2008	-0.03% Apr 2010 - Mar 2020	0.52%
15 Years	+8.45%	+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

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	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	54	62	52	64

Detail of Monthly Returns

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2020	+0.23%	-6.2	-3.8	-15.8	7.4	3.0	6.6	8.3	2.9	-1.0	1.4
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.