EMEM

Virtus Glovista Emerging Markets ETF
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61
*Unless otherwise stated, data provided by FactSet.

EMEM Fund Description

EMEM tracks a multi-factor-selected, market-cap-weighted index of stocks from 15 “large liquid” emerging-market countries.

EMEM Factset Analytics Insight

EMEM is a complex take on emerging markets. The fund uses a mix of macroeconomic trends, company-specific dynamics, and momentum factors to allocate its portfolio across what it considers the 15 most attractive emerging-market economies. The macroeconomic factors examined are risk-adjusted interest rates, yield curves, fundamental currency values, monetary liquidity, and leading economic indicators (10% weight each, 50% total). Company-level factors are bottom-up valuation, balance sheet leverage, and bond-anchored earnings yield (10% each, 30% total). The momentum analysis considers trends in a stock price index for each country (20% weighting). For each individual factor, countries are ranked, and the top 10 countries are allocated a percentage of that factor’s given total weight. When all of the country weights are determined, individual companies are weighted on a market-cap basis, with each country capped at 50 securities maximum.

EMEM MSCI ESG Analytics Insight

Virtus Glovista Emerging Markets ETF has an MSCI ESG Fund Rating of BB based on a score of 3.90 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. Virtus Glovista Emerging Markets ETF ranks in the 19th percentile within its peer group and in the 51st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

EMEM CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 08/19/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
EMEM -8.64% -1.85% 1.16% -0.70% -- -- --
EMEM (NAV) -8.33% -0.09% 1.21% 0.11% -- -- --
MSCI Emerging Markets Investable Market Index -7.35% -0.67% 2.70% -2.72% 4.36% 0.12% 4.21%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

EMEM Summary Data

Virtus
11/07/17
Open-Ended Fund
0.67%
$6.33M
$185.91K
0.59%

EMEM Portfolio Data

$54.33B
13.21
1.61
5.29%
N/A
532

EMEM Index Data

Solactive Most Favored Nations Emerging Markets Index
Tiered
Multi-Factor
MSCI Emerging Markets Investable Market Index

EMEM Portfolio Management

0.67%
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--
--

EMEM Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

EMEM Fund Structure

Open-Ended Fund
No
No
No Policy
N/A
N/A
High
Daily
Cboe Book Viewer
TOP OF BOOK
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

EMEM Factset Analytics Block Liquidity

As of 08/20/19
5
4
3
2
1

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

EMEM Tradability

8,217
$185.91K
100
$2.15K
0.59%
$0.13
-0.02%
3.40% / -2.00%
None
32.00%
50,000
0.00
0.71%
5.96%
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$21.14
1

EMEM Sector/Industry Breakdown


EMEM
Segment Benchmark
33.10%
27.59%
14.21%
26.20%
12.11%
7.46%
9.05%
6.87%
7.81%
7.73%
6.44%
7.44%
6.20%
6.48%
5.04%
4.13%
4.00%
3.05%
2.03%
3.05%

EMEM TOP 10 HOLDINGS[View All]

2.81%
1.97%
1.90%
1.61%
1.28%
1.22%
1.20%
1.19%
20.7%

EMEM Countries


EMEM
Segment Benchmark
9.09%
3.20%
8.82%
3.63%
8.63%
5.90%
7.89%
9.63%
7.79%
2.24%
6.88%
0.99%
6.51%
2.53%
6.49%
12.59%
6.14%
7.67%
5.83%
1.10%

EMEM Regions


EMEM
Segment Benchmark
53.87%
71.84%
19.53%
11.95%
17.88%
6.25%
8.63%
9.16%
0.09%
0.81%

EMEM Economic Development


EMEM
Segment Benchmark
82.82%
53.49%
17.18%
46.51%

EMEM Performance Statistics

0.80
0.78
0.80
0.71
0.38%
MSCI Emerging Markets Investable Market Index

EMEM MSCI ESG Ratings

BB
3.90 / 10
51.10
18.58
2.47%
3.65%
374.46

EMEM BENCHMARK COMPARISON HOLDINGS

532
2768
586
51.53%

EMEM BENCHMARK COMPARISON SUMMARY


EMEM
Segment Benchmark
532
2768
$54.33B
$83.25B
13.21
14.21
1.61
1.58
2.90%
2.68%
Low
Low

EMEM BENCHMARK COMPARISON MARKET CAP SIZE


EMEM
Segment Benchmark
58.91%
59.63%
37.28%
27.28%
3.80%
10.76%
0.00%
2.30%