iShares MSCI Emerging Markets ex China ETF
Ticker
EMXC
ISIN
IE00B0M6317
Price
USD 57.78
Change Today
-0.24 / -0.414 %
Price 1 year ago
51.20 / 12.861 %
Morningstar
4
52 Week Low
51.28
52 Week High
62.99
200 Day Moving Average 58.36
58.36
50-day Moving Average
60.02
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.96 |
| Sortino Ratio | 0.24 |
| Maximum Drawdown | -2.3% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | -16.30 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.46 |
| Volatility | 4.698% |
| Alpha | -8.49 |
| Beta | None |
| R Squared | +91.45 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 5.844% |
| Average Annual Volatility | 19.609% |
| Sharpe Ratio | 0.30 |
| Sortino Ratio | 0.20 |
| Maximum Drawdown | -44.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.12 |
Company information
Summary
The investment seeks to track the investment results of the MSCI Emerging Markets ex China Index (the "underlying index"). The fund generally will invest at least 80% of its assets in the component securities of the index and in investments that have economic characteristics that are substantially identical to the component securities of its index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents. The index is a free float-adjusted market capitalization-weighted index that captures large- and mid-capitalization stocks across 23 of the 24 Emerging Markets countries, excluding China.
Market
US
Category
Diversified Emerging Mkts
Expense Ratio
0.25%
Fund family
iShares
Morningstar
4
Yield
0.026700001
Exchange
NGM
| Sector | Weight |
|---|---|
| Technology | 26.52% |
| Financial services | 24.19% |
| Basic materials | 11.15% |
| Communication services | 7.12% |
| Energy | 6.36% |
| Consumer defensive | 5.78% |
| Consumer cyclical | 5.54% |
| Industrials | 5.38% |
| Healthcare | 2.97% |
| Utilities | 1.98% |
| Realestate | 1.08% |
| Country | Ratio |
|---|---|
| Taiwan | 21.39 |
| India | 19.90 |
| South Korea | 17.45 |
| Brazil | 7.31 |
| South Africa | 5.09 |
| Mexico | 3.92 |
| Thailand | 3.10 |
| Indonesia | 2.99 |
| Malaysia | 2.16 |
| Poland | 1.13 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| 2330.TW | Taiwan Semiconductor Manufacturing Co Ltd | 9.83% |
| 005930.KS | Samsung Electronics Co Ltd | 6.4% |
| NPN.JO | Naspers Ltd Class N | 1.7% |
| VALE3.SA | Vale SA | 1.6% |
| RELIANCE.B | Reliance Industries Ltd Shs Dematerialised | 1.56% |
| INFY.BO | Infosys Ltd | 1.39% |
| 000660.KS | SK Hynix Inc | 1.18% |
| HDFC.BO | Housing Development Finance Corp Ltd | 1.07% |
| 005935.KS | Samsung Electronics Co Ltd Participating Preferred | 1.03% |
| 2317.TW | Hon Hai Precision Industry Co Ltd | 0.97% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| AVEM | Avantis Emerging Markets Equity ETF | US025072802 | PCX | 0.33% | 4 | -3.84 | -- |
| DGS | WisdomTree Emerging Markets SmallCap Dividend Fund | IE00BQZJBM2 | PCX | 0.58% | 4 | +0.04 | |
| EBND | SPDR Bloomberg Emerging Markets Local Bond ETF | IE00B461338 | PCX | 0.30% | 4 | +5.63 | |
| EELV | Invesco S&P Emerging Markets Low Volatility ETF | US46138E289 | PCX | 0.29% | 4 | +1.27 | |
| EEMS | iShares MSCI Emerging Markets Small-Cap ETF | IE00B3F81G20 | PCX | 0.68% | 4 | -5.80 | |
| EEMV | iShares MSCI Emerging Markets Min Vol Factor ETF | IE00B8KGV557 | BTS | 0.25% | 4 | -8.24 | |
| EMXC | iShares MSCI Emerging Markets ex China ETF | IE00B0M6317 | NGM | 0.25% | 4 | -8.49 | |
| EWX | SPDR S&P Emerging Markets Small Cap ETF | US78463X756 | PCX | 0.65% | 4 | -2.49 | |
| FNDE | Schwab Fundamental Emerging Markets Large Company Index ETF | US808524730 | PCX | 0.39% | 4 | -7.31 | |
| FRDM | Freedom 100 Emerging Markets ETF | US02072L607 | BTS | 0.49% | 4 | +2.76 | -- |
| HYEM | VanEck Emerging Markets High Yield Bond ETF | US92189F353 | PCX | 0.40% | 4 | +2.81 | |
| MFEM | PIMCO RAFI Dynamic Multi-Factor Emerging Markets Equity ETF | US72202L389 | PCX | 0.51% | 4 | -8.82 | |
| NUEM | Nuveen ESG Emerging Markets Equity ETF | US67092P888 | BTS | 0.35% | 4 | -5.62 | |
| SPEM | SPDR Portfolio Emerging Markets ETF | US78463X509 | PCX | 0.11% | 4 | -7.55 | |
| VWO | Vanguard Emerging Markets Stock Index Fund | IE003178614 | PCX | 0.08% | 4 | -7.28 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.