EMGF

iShares MSCI Emerging Markets Multifactor ETF
*Unless otherwise stated, data provided by FactSet.

EMGF Fund Description

EMGF tracks an index of large- and midcap emerging market firms, selected and weighted to increase exposure to quality, value, momentum and size.

EMGF Factset Analytics Insight

EMGF, which launched in December 2015, aims to provide factor-enhanced exposure to emerging market stocks, with guardrails to keep sector, geographic and risk exposure in line with its cap-weighted parent index. Like some of its peers, the fund uses an optimizer to boost exposure to four popular investment factors (quality, value, momentum and small size) that are historically associated with outperformance. By holding risk and other exposures constant, the fund takes a more nuanced approach unlike some multi-factor competitors. Exposure to the fund’s plain-vanilla parent index, MSCI Emerging Markets Index, can be had through EEM. The index is rebalanced semi-annually.

EMGF MSCI ESG Analytics Insight

iShares MSCI Emerging Markets Multifactor ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.48 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 Multifactor ETF ranks in the 16th percentile within its peer group and in the 12nd percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

EMGF 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 09/17/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
EMGF 1.09% -0.71% 8.22% 19.56% 10.44% 9.62% --
EMGF (NAV) 1.87% -1.46% 8.02% 20.22% 10.66% 9.78% --
MSCI Emerging Markets Diversified Multiple-Factor Index 2.13% -0.74% 9.32% 22.16% 11.71% 10.37% 6.03%
MSCI Emerging Markets Investable Market Index 2.34% -4.67% 2.65% 20.29% 10.81% 10.14% 5.31%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

EMGF Summary Data

Blackrock
iShares
12/08/15
Open-Ended Fund
0.45%
$750.37M
$3.17M
0.13%

EMGF Portfolio Data

$82.37B
12.25
1.55
1.68%
12/13/21
219

EMGF Index Data

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

EMGF Portfolio Management

0.45%
-1.27%
4.13%
-3.30%

EMGF Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

EMGF Fund Structure

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

EMGF Factset Analytics Block Liquidity

As of 09/20/21
5
4
3
2
1

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

EMGF Tradability

60,517
$3.17M
42,947
$2.25M
0.13%
$0.07
0.25%
1.93% / -1.41%
None
6.00%
100,000
0.43
0.17%
0.66%
0
$52.72
4

EMGF Sector/Industry Breakdown


EMGF
Segment Benchmark
34.07%
32.87%
16.76%
8.81%
14.44%
19.97%
12.31%
9.32%
6.61%
4.61%
5.45%
6.36%
3.33%
5.68%
2.81%
2.44%
2.49%
2.25%
1.06%
5.28%

EMGF Top 10 Holdings[View All]

4.25%
3.44%
3.30%
3.28%
2.60%
2.51%
2.23%
2.16%
2.14%
2.09%
28.01%

EMGF Countries


EMGF
Segment Benchmark
35.16%
26.03%
15.34%
15.53%
14.69%
11.72%
12.14%
13.86%
6.01%
3.72%
4.52%
3.01%
2.54%
5.15%
2.31%
0.78%
1.90%
5.56%
1.22%
0.18%

EMGF Regions


EMGF
Segment Benchmark
81.22%
77.46%
13.84%
9.04%
2.31%
0.78%
1.90%
8.12%
0.73%
4.60%

EMGF Economic Development


EMGF
Segment Benchmark
66.19%
56.92%
33.81%
43.08%

EMGF Performance Statistics

0.80
0.86
0.78
0.86
0.39%
MSCI Emerging Markets Investable Market Index

EMGF MSCI ESG Ratings

4.48 / 10
12.06
16.43
0.79%
4.86%
461.65

EMGF Benchmark Comparison Holdings

219
3160
218
21.20%

EMGF Benchmark Comparison Summary


EMGF
Segment Benchmark
219
3160
$82.37B
$128.86B
12.25
18.76
1.55
1.95
2.76%
1.97%
Low
Low

EMGF Benchmark Comparison Market Cap Size


EMGF
Segment Benchmark
49.10%
65.56%
47.90%
23.48%
2.98%
9.94%
0.02%
1.02%