iShares Core MSCI Emerging Markets IMI UCITS ETF

ISINIE00BD45KH83
TickerEIMU
Backtest this ETF
Total annual cost
0.22%

TER 0.18% + transaction cost 0.04%

Category
ETF
Data available from
Apr 30, 2018
Underlying assets
3,064

Metrics at a glance

CAGR
+4.99%
Volatility
15.59%
Sharpe
0.19
Sortino
0.19
Calmar
0.12
Ulcer Index
11.21
Max Drawdown
24.73%
VaR 95%
6.43%
VaR 99%
10.77%
% Positive Months
55.56%

Performance over time

Rolling returns

Return computed over every rolling window of the selected length.

Fund composition

Estimated country, currency, and sector allocation from the underlying holdings.

iShares Core MSCI Emerging Markets IMI UCITS ETF

Click a row name to exclude it from the calculation (remaining slices are renormalized).

25.1%
22.6%
15.8%
15.3%
4.4%
4.1%
2.1%
1.5%
1.4%
1.2%

Top holdings

Top 10 Weight

27.5%

Total Assets

3,064

HHI

0.000

  1. Taiwan Semiconductor Manufacturing Co
    11.5%
  2. Samsung Electronics Co
    4.4%
  3. Tencent Holdings
    3.3%
  4. SK Hynix
    2.4%
  5. Alibaba Group Holding Ltd Ordinary Shares
    2.2%
  6. China Construction Bank Corp Class H
    0.9%
  7. HDFC Bank
    0.7%
  8. Reliance Industries
    0.7%
  9. Delta Electronics
    0.7%
  10. Hon Hai Precision Industry Co
    0.6%

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