iShares Edge MSCI Multifactor EmMkts ETF (EMGF)

43.73 -1.38  -3.06% BATS Jan 27, 16:24 Delayed 2m USD
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Key Stats

Net Asset Value 45.22
Discount or Premium to NAV -0.24%
Turnover Ratio 53.00%
1 Year Fund Level Flows 138.25M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 0.11% 0.74% 1.32% 65
3M 7.36% 7.48% 7.54% 54
6M 7.58% 8.29% 6.26% 21
YTD -0.97% -0.33% 0.53% 78
1Y 11.99% 12.47% 13.70% 55
3Y 8.43% 8.68% 8.82% 52
5Y -- -- 4.37% --
10Y -- -- 4.10% --
15Y -- -- 7.23% --
20Y -- -- 6.58% --
As of Jan. 24, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.69% 1.08% 0.38%
Stock 99.31% 99.31% 0.00%
Bond 0.00% 0.00% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of Jan. 23, 2020

Region Exposure

Americas 13.71%
North America 0.45%
Latin America 13.26%
Greater Europe 14.64%
United Kingdom 0.00%
Europe Developed 0.49%
Europe Emerging 2.05%
Africa/Middle East 12.10%
Greater Asia 71.65%
Japan 0.00%
Australasia 0.00%
Asia Developed 27.92%
Asia Emerging 43.74%
Market Classification
% Developed Markets 32.15%
% Emerging Markets 67.85%
As of Jan. 23, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

Stock Sector Exposure

Basic Materials 7.54%
Communication Services 9.70%
Consumer Cyclical 14.52%
Consumer Defensive 3.35%
Energy 2.37%
Financial Services 18.69%
Healthcare 7.66%
Industrials 6.96%
Real Estate 4.80%
Technology 21.38%
Utilities 3.04%
As of Jan. 23, 2020

Stock Market Capitalization

Giant 24.72%
Large 45.48%
Medium 27.03%
Small 2.78%
Micro 0.00%
As of Jan. 23, 2020

Stock Style Exposure

Large Cap Value 26.15%
Large Cap Blend 25.44%
Large Cap Growth 19.58%
Mid Cap Value 16.08%
Mid Cap Blend 7.23%
Mid Cap Growth 2.77%
Small Cap Value 1.25%
Small Cap Blend 0.78%
Small Cap Growth 0.72%
As of Jan. 23, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
BABA Alibaba Group Holding Ltd ADR 3.70% 205.50 -3.86%
000660 SK Hynix Inc 2.92% -- --
00941 China Mobile Ltd 2.61% -- --
00700 Tencent Holdings Ltd 2.30% -- --
2330 Taiwan Semiconductor Manufacturing Co Ltd 2.27% -- --
INFY Infosys Ltd 2.26% -- --
YUMC Yum China Holdings Inc 2.20% 41.90 -5.31%
ITSA4 Itausa Investimentos ITAU SA Participating Preferred 2.08% -- --
005930 Samsung Electronics Co Ltd 1.83% -- --
01177 Sino Biopharmaceutical Ltd 1.64% -- --
As of Jan. 23, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the MSCI Emerging Markets Diversified Multiple-Factor Index. The fund generally will invest at least 90% of its assets in the component securities of the underlying index and in investments that have economic characteristics that are substantially identical to the component securities of the underlying index. The underlying index is designed to select equity securities from the MSCI Emerging Markets Index (the "parent index") that have high exposure to four investment style factors: value, quality, momentum and low size, while maintaining a level of risk similar to that of the parent index.
General
Security Type Exchange-Traded Fund
Equity Style Large Cap/Value
Fixed Income Style --
Broad Asset Class International Equity
Broad Category Equity
Category Name Diversified Emerging Mkts
Prospectus Objective Diversified Emerging Markets
Fund Owner Firm Name iShares
Benchmark Index
MSCI EM Diversified Multi-Factor NR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
Alan Mason 3.63 yrs
Amy Whitelaw 0.93 yrs
Greg Savage 3.98 yrs
Jennifer Hsui 3.98 yrs
Rachel Aguirre 0.93 yrs

Net Fund Flows

1M 8.938M
3M -3.932M
6M 38.15M
YTD 138.25M
1Y 138.25M
3Y 432.31M
5Y --
10Y --
As of Dec. 31, 2019

Risk Info

Beta (5Y) 1.174
Max Drawdown (All) 28.46%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) 0.9796
30-Day Rolling Volatility 14.59%
Daily Value at Risk (VaR) 1% (All) 3.21%
Monthly Value at Risk (VaR) 1% (All) 10.33%

Fundamentals

Dividend Yield TTM (1-27-20) 2.74%
30-Day SEC Yield (4-30-18) 1.68%
7-Day SEC Yield --
Weighted Average PE Ratio 12.29
Weighted Average Price to Sales Ratio 1.082
Weighted Average Price to Book Ratio 1.448
Weighted Median ROE 18.54%
Weighted Median ROA 9.54%
Forecasted Dividend Yield 4.00%
Forecasted PE Ratio 11.34
Forecasted Price to Sales Ratio 0.9780
Forecasted Price to Book Ratio 1.385
Number of Holdings 270
As of Jan. 23, 2020

Growth Estimates

Forecasted 5 Yr Earnings Growth 9.91%
Forecasted Book Value Growth 7.65%
Forecasted Cash Flow Growth 13.88%
Forecasted Earnings Growth 10.23%
Forecasted Revenue Growth 8.16%
As of Jan. 23, 2020

Comparables

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Attributes

Key Dates
Inception Date 12/8/2015
Termination Date
Last Annual Report Date 8/31/2019
Last Prospectus Date 12/30/2019
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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