iShares Emerging Markets Equity Factor ETF (EMGF) Total Returns
Growth of $10,000 chart
2021-06-03 to 2026-06-03 to
$
%
%
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Investment Performance
Final Value
$15,956
Total Return
59.56%
CAGR
9.80%
Dividends
$1,657.11
Yield on Cost
16.57%
Rolling Returns
1-Month (21 Trading Days)
| Average | +0.84% |
| Median | +0.74% |
| Best | +18.21% |
| Worst | -12.68% |
| % of Windows Positive | 56.6% |
1-Year (252 Trading Days)
| Average | +8.83% |
| Median | +10.29% |
| Best | +59.41% |
| Worst | -25.80% |
| % of Windows Positive | 70.5% |
3-Year (756 Trading Days)
| Average | +30.57% |
| Median | +24.01% |
| Best | +108.33% |
| Worst | -7.78% |
| % of Windows Positive | 81.2% |
Risk Metrics
| Maximum Drawdown | -29.06% |
| Average Drawdown | -10.57% |
| Drawdown Duration | 833 Trading Days |
| Sortino Ratio | 0.91 |
| Calmar Ratio | 0.34 |
| CVaR (5%) | -2.37% |
Yearly Returns
| Year | Percentage | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|
| 2026 partial | +30.01% (+86.34% ann.) | +$3000.86 | $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 Regimes
about| Regime | Period | Percentage | Annual | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|---|---|
| Secular stagnation / QE / low inflation / duration bull partial | December 18, 2015 – February 19, 2020 | +42.97% | +8.95% | +$4297.17 | $1216.27 | $243.25 | $1.95 |
| Pandemic shock / liquidity crash | February 20, 2020 – March 23, 2020 | -30.38% | -98.40% | $3038.43 | $0.00 | $0.00 | $0.00 |
| Policy bazooka / monetary euphoria | March 24, 2020 – November 6, 2020 | +42.51% | +76.83% | +$4251.47 | $124.81 | $24.96 | $0.20 |
| Reopening reflation / fiscal boom / supply bottlenecks | November 9, 2020 – November 29, 2021 | +9.69% | +9.17% | +$968.73 | $192.17 | $38.43 | $0.31 |
| Inflation shock / duration crash / aggressive tightening | November 30, 2021 – November 9, 2022 | -18.35% | -19.36% | $1834.76 | $275.26 | $55.05 | $0.44 |
| Disinflation rebound / AI-led narrow bull / higher-for-longer | November 10, 2022 – September 17, 2024 | +22.41% | +11.53% | +$2241.36 | $1023.26 | $204.65 | $1.63 |
| Disinflationary easing / resilient growth / AI capex under oil-shock test partial | September 18, 2024 – June 3, 2026 | +67.81% | +35.46% | +$6780.94 | $568.49 | $113.70 | $0.91 |
Dividend History
Annual Dividends Per Share
TTM Yield
—
Consecutive Years Paid
— current
Consecutive Years of Growth
— current
| Date | Per Share | Yield % |
|---|---|---|
| 2016-06-22 | $0.1260 | 0.36% |
| 2016-12-21 | $0.5990 | 1.68% |
| 2017-06-20 | $0.2660 | 0.62% |
| 2017-12-19 | $0.6590 | 1.35% |
| 2017-12-28 | $0.0380 | 0.08% |
| 2018-06-19 | $0.3230 | 0.67% |
| 2018-12-18 | $0.7330 | 1.86% |
| 2019-06-17 | $0.4490 | 1.11% |
| 2019-12-16 | $0.7510 | 1.68% |
| 2020-06-15 | $0.4090 | 1.04% |
| 2020-12-14 | $0.5470 | 1.15% |
| 2021-06-10 | $0.3400 | 0.62% |
| 2021-12-13 | $0.9010 | 1.75% |
| 2021-12-30 | $0.0290 | 0.06% |
| 2022-06-09 | $0.4520 | 0.97% |
| 2022-12-13 | $1.2060 | 2.87% |
| 2023-06-07 | $0.4350 | 1.04% |
| 2023-12-20 | $2.1100 | 4.81% |
| 2024-06-11 | $0.3860 | 0.83% |
| 2024-12-17 | $1.1600 | 2.43% |
| 2025-06-16 | $0.6270 | 1.23% |
| 2025-12-16 | $0.8310 | 1.45% |
| Total | 22 payments |
Portfolio Dividend Returns
Based on $10,000 initial investment, 20% tax rate, 0.2% transaction cost. Showing 2021-06-03 to 2026-06-03. Change
| Date | Total Yield | Tax | Trans. Cost | Shares Bought |
|---|---|---|---|---|
| 2021-06-10 | $62.25 | $12.45 | $0.10 | 0.9119 |
| 2021-12-13 | $165.78 | $33.15 | $0.26 | 2.6488 |
| 2021-12-30 | $5.41 | $1.08 | $0.01 | 0.0844 |
| 2022-06-09 | $84.40 | $16.88 | $0.13 | 1.4961 |
| 2022-12-13 | $227.00 | $45.40 | $0.36 | 4.4086 |
| 2023-06-07 | $83.80 | $16.76 | $0.13 | 1.6211 |
| 2023-12-20 | $409.88 | $81.97 | $0.65 | 7.9467 |
| 2024-06-11 | $78.05 | $15.61 | $0.12 | 1.3612 |
| 2024-12-17 | $236.13 | $47.23 | $0.38 | 4.0662 |
| 2025-06-16 | $130.18 | $26.03 | $0.21 | 2.0376 |
| 2025-12-16 | $174.23 | $34.85 | $0.28 | 2.4863 |
| Total | $1657.11 | $331.42 | $2.65 | 29.0687 |
All calculations use split-adjusted closing prices. Dividends are reinvested on the ex-dividend date at that day's closing price.
For each rolling window, returns are calculated at every possible starting point:
return = (value[i] ÷ value[i − windowSize] − 1) × 100
- Windows
- 1-month = 21 trading days, 1-year = 252 trading days, 3-year = 756 trading days.
- Statistics
- Average: arithmetic mean. Median: middle value when sorted. Best / Worst: max and min. % Positive: share of windows with return > 0.
The series is segmented by calendar year:
return = (endValue ÷ startValue − 1) × 100
startValue is the last value of the prior year (or the first value for the initial year). Partial first/last years are flagged. Dividends, taxes, and transaction costs are scaled proportionally to the initial investment.