iShares Emerging Markets Dividend ETF
Provider: iShares
| Annualised Return | 2.15% |
| Realised Volatility | 17.12% |
| Downside Volatility | 11.45% |
| Max Drawdown | -42.31% |
| Winning months | 51.5% |
| Sharpe Ratio | 0.13 |
| Sortino Ratio | 0.19 |
| Calmar Ratio | 0.05 |
| Viking Ratio | 0.12 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.4% | -0.38% | 4.23% | -1.1% | 4.78% | 3.77% | -0.45% | 4.31% | 1.63% | 2.32% | 2.5% | 0.51% | 27.2% |
| 2024 | -2.38% | 1.16% | 0.4% | 3.44% | 5.28% | -2.13% | -0.7% | 1.82% | 7.44% | -2.82% | -2.87% | 0.5% | 8.89% |
| 2023 | 8.17% | -6.36% | 0.83% | 2.36% | -4.74% | 6.07% | 6.04% | -5.62% | -0.07% | -1.39% | 8.51% | 6.92% | 20.89% |
| 2022 | 0.36% | -7.97% | -7.34% | -6.82% | -0.13% | -10.69% | -2.71% | -0.89% | -8.7% | 1.41% | 10.09% | -1.84% | -31.38% |
| 2021 | -1.77% | 4.68% | 3.16% | 0.94% | 2.91% | -1.45% | -1.7% | 3.74% | -0.11% | -0.05% | -4.3% | 4.92% | 11.02% |
| 2020 | -5.29% | -7.98% | -19.44% | 8.38% | 4.42% | 0.49% | 1.31% | -0.54% | -3.05% | -1.36% | 16.46% | 8.79% | -2.51% |
| 2019 | 12.05% | -2.72% | -0.86% | 1.32% | -3.41% | 6.15% | -1.59% | -5.73% | 0.92% | 2.08% | 1.05% | 6.46% | 15.41% |
| 2018 | 7.89% | -3.41% | -0.15% | -4.33% | -1.16% | -2.77% | 4.34% | -2.58% | -0.14% | -3.26% | 2.95% | -2.35% | -5.56% |
| 2017 | 7.66% | 4.46% | 2.78% | 0.45% | 1.77% | -0.09% | 3.41% | 3.25% | -1.22% | 0.55% | -1.39% | 2.89% | 27.04% |
| 2016 | -5.08% | 3.88% | 10.73% | 3.36% | -6.58% | 7.9% | 6.97% | -0.42% | 2.7% | 0.56% | -4.27% | 0.39% | 20.26% |
| 2015 | 0.24% | 3.2% | -4.24% | 10.61% | -4.96% | -2.58% | -10.72% | -9.98% | -5% | 6.22% | -4% | -3.75% | -23.98% |
| 2014 | -8.94% | 3.42% | 4.32% | 2.2% | 0.7% | 0.88% | 0.45% | 2.25% | -8.27% | -1.24% | -0.24% | -5.78% | -10.79% |
| 2013 | -2.29% | -2.06% | -2.38% | 2.34% | -5% | -5.85% | 1.11% | -3.13% | 7.98% | 4.17% | -3.16% | -1.75% | -10.38% |
| 2012 | 0.84% | -1.02% | -2.19% | -8.88% | 4.98% | -0.06% | 2.83% | 3.76% | -0.98% | 2.08% | 7.04% | 7.73% |