iShares Emerging Markets Equity Factor ETF (EMGF) Total Returns
Growth of $10,000 chart
2021-03-18 to 2026-03-18 to
$
%
%
Loading chart…
| Final Value | Total Return | CAGR | Dividends | Yield on Cost | |
|---|---|---|---|---|---|
| Nominal | $13,659.84 | 36.60% | 6.44% | $1,745.97 | 17.46% |
| Real * | $11,052.72 | 10.53% | 2.02% | $1,513.30 | 15.13% |
* Adjusted to Mar 2021 purchasing power (US CPI-U) Taxes: $349.19 · Transaction costs: $2.79 Reinvested dividends with 20% tax, 0.2% cost per reinvestment.
Rolling 1-Year Returns (252 Trading Days)
| Metric | Value |
|---|---|
| Average Rolling Return | +5.92% |
| Median Rolling Return | +8.25% |
| Best Rolling Return | +46.42% |
| Worst Rolling Return | -25.80% |
| % of Windows Positive | 65.2% |
Risk Metrics
| Metric | Value |
|---|---|
| Maximum Drawdown | -29.06% |
| Drawdown Duration | 833 Trading Days |
| Sortino Ratio | 0.66 |
| Calmar Ratio | 0.26 |
| CVaR (5%) | -2.29% |
Yearly Returns
| Year | Return | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|
| 2026 partial | +5.64% (+29.70% ann.) | +$563.53 | $0.00 | $0.00 | $0.00 |
| 2025 | +30.70% | +$3069.73 | $324.17 | $64.83 | $0.52 |
| 2024 | +8.36% | +$835.50 | $362.53 | $72.51 | $0.58 |
| 2023 | +9.62% | +$962.18 | $624.46 | $124.89 | $1.00 |
| 2022 | -17.20% | $1719.59 | $326.16 | $65.23 | $0.52 |
| 2021 | +6.14% | +$614.28 | $259.52 | $51.90 | $0.42 |
| 2020 | +9.78% | +$978.32 | $210.90 | $42.18 | $0.33 |
| 2019 | +20.26% | +$2026.39 | $311.57 | $62.31 | $0.50 |
| 2018 | -20.12% | $2012.23 | $214.22 | $42.84 | $0.34 |
| 2017 | +41.79% | +$4179.38 | $272.53 | $54.50 | $0.44 |
| 2016 | +7.67% | +$766.80 | $216.93 | $43.39 | $0.35 |
| 2015 partial | -0.09% (-2.48% ann.) | $8.95 | $0.00 | $0.00 | $0.00 |
Market Regime Returns
| Regime | Period | Return | Ann. Return | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|---|---|
| Secular stagnation / QE / low inflation / duration bull partial | 2015-12-18 – 2020-02-19 | +42.97% | +8.95% | +$4297.17 | $1216.27 | $243.25 | $1.95 |
| Pandemic shock / liquidity crash | 2020-02-20 – 2020-03-23 | -30.38% | -98.40% | $3038.43 | $0.00 | $0.00 | $0.00 |
| Policy bazooka / monetary euphoria | 2020-03-24 – 2020-11-06 | +42.51% | +76.83% | +$4251.47 | $124.81 | $24.96 | $0.20 |
| Reopening reflation / fiscal boom / supply bottlenecks | 2020-11-09 – 2021-11-29 | +9.69% | +9.17% | +$968.73 | $192.17 | $38.43 | $0.31 |
| Inflation shock / duration crash / aggressive tightening | 2021-11-30 – 2022-11-09 | -18.35% | -19.36% | $1834.76 | $275.26 | $55.05 | $0.44 |
| Disinflation rebound / AI-led narrow bull / higher-for-longer | 2022-11-10 – 2024-09-17 | +22.41% | +11.53% | +$2241.36 | $1023.26 | $204.65 | $1.63 |
| Disinflationary easing / resilient growth / AI capex under oil-shock test partial | 2024-09-18 – 2026-03-18 | +36.35% | +23.05% | +$3634.93 | $568.49 | $113.70 | $0.91 |
Dividend History
| Date | Per Share | Yield % | Total Yield | Tax | Trans. Cost | Shares Bought |
|---|---|---|---|---|---|---|
| 2021-06-10 | $0.3400 | 0.62% | $65.58 | $13.11 | $0.11 | 0.9608 |
| 2021-12-13 | $0.9010 | 1.75% | $174.67 | $34.93 | $0.28 | 2.7908 |
| 2021-12-30 | $0.0290 | 0.06% | $5.70 | $1.14 | $0.01 | 0.0889 |
| 2022-06-09 | $0.4520 | 0.97% | $88.93 | $17.79 | $0.14 | 1.5764 |
| 2022-12-13 | $1.2060 | 2.87% | $239.17 | $47.83 | $0.38 | 4.6450 |
| 2023-06-07 | $0.4350 | 1.04% | $88.29 | $17.66 | $0.14 | 1.7080 |
| 2023-12-20 | $2.1100 | 4.81% | $431.86 | $86.37 | $0.69 | 8.3728 |
| 2024-06-11 | $0.3860 | 0.83% | $82.23 | $16.45 | $0.13 | 1.4342 |
| 2024-12-17 | $1.1600 | 2.43% | $248.79 | $49.76 | $0.40 | 4.2842 |
| 2025-06-16 | $0.6270 | 1.23% | $137.16 | $27.43 | $0.22 | 2.1469 |
| 2025-12-16 | $0.8310 | 1.45% | $183.58 | $36.72 | $0.29 | 2.6196 |
| Total | 11 payments | $1745.97 | $349.19 | $2.79 | 30.6276 |
AVEE
Avantis Emerging Markets Small Cap Equity ETF
CAGR 13.00% Total 33.35% Final $13,334.76
2023-11-09 — 2026-03-18
EMXC
iShares MSCI Emerging Markets ex China ETF
CAGR 7.36% Total 84.72% Final $18,471.67
2017-07-26 — 2026-03-18
PIE
Invesco Dorsey Wright Emerging Markets Momentum ETF
CAGR 1.38% Total 28.35% Final $12,835.35
2008-01-07 — 2026-03-18