Performance analysis of EMGF (ISHARES EMERGING MARKETS EQUITY FACTOR ETF)
Annual Return
Over the past 3 years, EMGF has had an average annual return of +27.48%, outperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, EMGF has had an average annual return of +10.88%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, EMGF has had an average annual return of +11.63%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Dec 10, 2015, EMGF has had an average annual return of +11.29%, underperforming the benchmark SPY, which returned +15.16% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +31.58% | +31.40% | +9.07% | +10.94% | -16.55% | +6.67% | +10.28% | +20.94% | -19.72% | +42.38% | +8.11% | +0% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +8.14% | +6.33% | -9.15% | +13.19% | +7.45% | +3.57% | +31.58% | ||||||
| 2025 | +1.37% | +0.04% | +1.99% | -0.11% | +5.58% | +6.83% | +0.71% | +2.04% | +5.74% | +3.84% | -2.08% | +2.05% | +31.40% |
| 2024 | -2.70% | +4.51% | +2.20% | +0.61% | +2.67% | +2.29% | +0.51% | +0.58% | +5.53% | -3.49% | -1.71% | -1.85% | +9.07% |
| 2023 | +5.87% | -6.99% | +2.75% | -1.25% | -1.73% | +4.26% | +5.95% | -5.45% | -1.78% | -3.03% | +7.87% | +5.32% | +10.94% |
| 2022 | -0.59% | -1.81% | -3.05% | -4.67% | +1.08% | -7.03% | +0.58% | -0.23% | -10.77% | -1.02% | +13.85% | -2.46% | -16.55% |
| 2021 | +3.22% | +0.89% | +1.70% | +2.60% | +1.84% | +0.30% | -3.94% | +2.61% | -3.39% | -0.31% | -1.89% | +3.21% | +6.67% |
| 2020 | -6.60% | -4.18% | -15.73% | +8.65% | +2.09% | +4.48% | +10.36% | +1.87% | -0.91% | -0.27% | +5.83% | +7.33% | +10.28% |
| 2019 | +11.44% | -1.34% | +0.40% | +1.10% | -7.24% | +6.29% | -1.35% | -3.12% | +1.52% | +4.50% | -0.33% | +8.79% | +20.94% |
| 2018 | +6.45% | -3.11% | +0.50% | -3.48% | +0.35% | -6.39% | +0.70% | -3.89% | -3.30% | -8.44% | +4.93% | -5.00% | -19.72% |
| 2017 | +7.42% | +3.41% | +2.59% | +1.63% | +2.58% | +1.61% | +6.65% | +2.05% | +0.91% | +1.86% | +1.58% | +3.80% | +42.38% |
Drawdown analysis of EMGF (ISHARES EMERGING MARKETS EQUITY FACTOR ETF)
The maximum drawdown for the EMGF was -40.25%, occurring on Mar 23, 2020. Recovery took 199 trading sessions.
Since Dec 10, 2015 EMGF has experienced the following drawdowns:
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 6 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.25% | Jan 26, 2018 | 541 | Mar 23, 2020 | 199 | Jan 5, 2021 | 740 |
| -28.57% | Jun 4, 2021 | 355 | Oct 31, 2022 | 424 | Jul 11, 2024 | 779 |
| -17.64% | Oct 7, 2024 | 125 | Apr 8, 2025 | 39 | Jun 4, 2025 | 164 |
| -13.92% | Dec 23, 2015 | 15 | Jan 15, 2016 | 44 | Mar 21, 2016 | 59 |
| -13.54% | Feb 25, 2026 | 23 | Mar 30, 2026 | 13 | Apr 17, 2026 | 36 |
| -10.21% | Sep 6, 2016 | 49 | Nov 14, 2016 | 54 | Feb 2, 2017 | 103 |
| -9.39% | Jul 12, 2024 | 16 | Aug 5, 2024 | 35 | Sep 24, 2024 | 51 |
| -8.69% | Apr 20, 2016 | 21 | May 19, 2016 | 36 | Jul 12, 2016 | 57 |
| -8.02% | Feb 17, 2021 | 13 | Mar 8, 2021 | 59 | Jun 1, 2021 | 72 |
| -5.62% | May 11, 2026 | 6 | May 19, 2026 | 4 | May 26, 2026 | 10 |
| -5.12% | Nov 22, 2017 | 9 | Dec 6, 2017 | 15 | Dec 28, 2017 | 24 |
| -5.04% | Oct 29, 2025 | 17 | Nov 21, 2025 | 27 | Jan 2, 2026 | 44 |
| -4.75% | Jan 21, 2021 | 6 | Jan 29, 2021 | 7 | Feb 9, 2021 | 13 |
| -4.38% | Oct 8, 2025 | 2 | Oct 10, 2025 | 6 | Oct 20, 2025 | 8 |
| -3.99% | Feb 23, 2017 | 10 | Mar 9, 2017 | 5 | Mar 16, 2017 | 15 |
| -3.92% | Sep 19, 2017 | 4 | Sep 25, 2017 | 8 | Oct 5, 2017 | 12 |
| -3.88% | Aug 15, 2016 | 12 | Aug 31, 2016 | 3 | Sep 6, 2016 | 15 |
| -3.83% | May 16, 2017 | 2 | May 18, 2017 | 10 | Jun 2, 2017 | 12 |
| -3.74% | Jul 23, 2025 | 7 | Aug 1, 2025 | 8 | Aug 13, 2025 | 15 |
| -3.39% | Jan 28, 2026 | 6 | Feb 5, 2026 | 2 | Feb 9, 2026 | 8 |
| -3.23% | Mar 21, 2016 | 3 | Mar 24, 2016 | 3 | Mar 30, 2016 | 6 |
| -3.20% | Oct 16, 2017 | 10 | Oct 30, 2017 | 13 | Nov 16, 2017 | 23 |
| -3.19% | Dec 10, 2015 | 1 | Dec 11, 2015 | 5 | Dec 18, 2015 | 6 |
| -3.16% | Mar 24, 2017 | 17 | Apr 19, 2017 | 4 | Apr 25, 2017 | 21 |
| -3.07% | Aug 8, 2017 | 3 | Aug 11, 2017 | 8 | Aug 23, 2017 | 11 |