EEMV

iShares MSCI Emerging Markets Min Vol Factor ETF
*Unless otherwise stated, data provided by FactSet.

EEMV Fund Description

EEMV tracks an index of emerging markets firms selected and weighted to create a low volatility portfolio.

EEMV Factset Analytics Insight

EEMV provides exposure to a low-volatility portfolio of large-and midcap stocks from 26 emerging market countries, including South Korea and Taiwan. The Underlying Index uses the Barra optimizer, a multi-factor model to select stocks from the MSCI Emerging Markets Index —parent index, and optimize them for the lowest absolute volatility with a certain set of constraints. These constraints may include index turnover limits, along with minimum and maximum constituent, sector, and country weights relative to the parent index. The underlying index is rebalanced semi-annually starting each May.

EEMV MSCI ESG Analytics Insight

iShares MSCI Emerging Markets Min Vol Factor ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.85 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. iShares MSCI Emerging Markets Min Vol Factor ETF ranks in the 26th percentile within its peer group and in the 24th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

EEMV MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 09/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
EEMV 1.79% -1.83% 3.51% 15.85% 4.58% 5.51% --
EEMV (NAV) 2.71% -1.12% 3.53% 17.01% 4.83% 5.69% --
MSCI Emerging Markets Minimum Volatility Index 3.23% -0.55% 4.33% 18.24% 5.32% 6.13% 5.78%
MSCI Emerging Markets Investable Market Index 3.88% -4.77% 1.41% 21.54% 9.22% 9.04% 6.26%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

EEMV Summary Data

Blackrock
iShares
10/18/11
Open-Ended Fund
0.25%
$3.78B
$12.62M
0.09%

EEMV Portfolio Data

$58.51B
17.50
2.04
2.34%
12/13/21
307

EEMV Index Data

Multi-Factor
Multi-Factor
MSCI Emerging Markets Investable Market Index

EEMV Portfolio Management

0.25%
-0.59%
4.13%
-2.00%

EEMV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

EEMV Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Daily

EEMV Factset Analytics Block Liquidity

As of 09/23/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of EEMV. EEMV is rated a 4 out of 5.

EEMV Tradability

201,806
$12.62M
140,373
$8.93M
0.09%
$0.06
-0.18%
1.05% / -1.37%
None
6.00%
100,000
1.40
0.10%
0.71%
309
$63.10
4

EEMV Sector/Industry Breakdown


EEMV
Segment Benchmark
22.24%
32.87%
20.83%
19.97%
12.51%
2.44%
10.05%
5.68%
8.94%
4.61%
8.55%
8.81%
6.09%
9.32%
4.08%
6.36%
3.86%
2.25%
2.22%
5.28%

EEMV Top 10 Holdings[View All]

1.68%
1.63%
1.61%
1.52%
1.50%
1.45%
1.40%
1.30%
1.28%
1.26%
14.61%

EEMV Countries


EEMV
Segment Benchmark
19.96%
26.03%
17.70%
15.53%
14.19%
11.72%
8.64%
13.86%
8.58%
3.01%
8.03%
5.15%
4.97%
1.79%
3.92%
1.48%
2.24%
0.74%
2.02%
0.69%

EEMV Regions


EEMV
Segment Benchmark
79.24%
77.46%
14.67%
9.04%
3.58%
4.60%
1.70%
0.78%
0.81%
8.12%

EEMV Economic Development


EEMV
Segment Benchmark
51.18%
43.08%
48.82%
56.92%

EEMV Performance Statistics

0.81
0.62
0.58
0.60
0.44%
MSCI Emerging Markets Investable Market Index

EEMV MSCI ESG Ratings

4.85 / 10
24.45
25.64
2.03%
5.55%
197.84

EEMV Benchmark Comparison Holdings

307
3160
296
28.95%

EEMV Benchmark Comparison Summary


EEMV
Segment Benchmark
307
3160
$58.51B
$128.86B
17.50
18.76
2.04
1.95
2.51%
1.97%
Low
Low

EEMV Benchmark Comparison Market Cap Size


EEMV
Segment Benchmark
60.74%
65.56%
37.81%
23.48%
1.41%
9.94%
0.00%
1.02%