EMEM

Virtus Glovista Emerging Markets ETF
*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 4.25 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 24th percentile within its peer group and in the 54th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

EMEM Charts And Performance

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PERFORMANCE [as of 12/12/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
EMEM 2.38% 2.62% 9.14% 8.25% -- -- --
EMEM (NAV) 1.14% 2.23% 8.79% 8.66% -- -- --
MSCI Emerging Markets Investable Market Index 1.43% 4.94% 12.73% 11.63% 9.14% 4.82% 3.36%
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%
$5.61M
$8.91K
0.54%

EMEM Portfolio Data

$54.87B
13.36
1.54
4.92%
N/A
518

EMEM Index Data

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

EMEM Portfolio Management

0.67%
--
--
--

EMEM Tax Exposures

20.00% / 39.60%
--
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 -

EMEM Factset Analytics Block Liquidity

As of 12/13/19
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

404
$8.91K
0
0
0.54%
$0.12
-0.30%
1.18% / -1.63%
None
30.00%
50,000
0
0.67%
1.68%
0
$22.72
1

EMEM Sector/Industry Breakdown


EMEM
Segment Benchmark
32.16%
27.08%
15.22%
26.64%
10.77%
7.63%
8.01%
7.05%
7.42%
7.43%
7.40%
7.50%
6.78%
6.27%
5.37%
3.12%
4.93%
4.08%
1.94%
3.21%

EMEM Top 10 Holdings[View All]

3.01%
2.05%
1.90%
1.42%
1.33%
1.16%
1.08%
1.07%
17.13%

EMEM Countries


EMEM
Segment Benchmark
9.80%
0.88%
8.00%
2.90%
7.97%
12.84%
7.24%
3.72%
7.14%
2.09%
7.04%
1.08%
6.96%
0.59%
6.91%
12.54%
6.11%
7.94%
6.04%
2.57%

EMEM Regions


EMEM
Segment Benchmark
52.79%
72.17%
21.96%
11.98%
19.19%
6.24%
5.96%
8.94%
0.10%
0.68%

EMEM Economic Development


EMEM
Segment Benchmark
79.41%
52.56%
20.59%
47.44%

EMEM Performance Statistics

0.78
0.82
0.94
0.75
0.32%
MSCI Emerging Markets Investable Market Index

EMEM MSCI ESG Ratings

4.25 / 10
53.67
23.55
2.61%
3.58%
382.62

EMEM Benchmark Comparison Holdings

518
2758
611
52.48%

EMEM Benchmark Comparison Summary


EMEM
Segment Benchmark
518
2758
$54.87B
$83.60B
13.36
15.07
1.54
1.58
2.99%
2.81%
Low
Low

EMEM Benchmark Comparison Market Cap Size


EMEM
Segment Benchmark
49.81%
59.73%
44.95%
27.24%
5.17%
10.82%
0.07%
2.21%