ISHARES EMERGING MARKETS EQUITY FACTOR ETF

Symbol: EMGF

Exchange: BATS

Sector: Technology

Category: Diversified Emerging Mkts

Inception Date: 08/12/2015

Latest Date: 02/04/2026

Current Price: $60.35

Expense Ratio: 0.26%

Assets Under Management
$1.7B
1.89% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

-7.83%

Volatility

35.45%

Sharpe Ratio

-1.769

VaR 95%

-3.44%

CVaR 95%: -4.18%
Max Drawdown: -7.45%
Sortino Ratio: -2.617
Calmar Ratio: -7.93
Return

1.77%

Volatility

25.60%

Sharpe Ratio

0.147

VaR 95%

-3.25%

CVaR 95%: -3.75%
Max Drawdown: -13.54%
Sortino Ratio: 0.199
Calmar Ratio: 0.55
Return

7.25%

Volatility

21.15%

Sharpe Ratio

0.545

VaR 95%

-1.99%

CVaR 95%: -3.31%
Max Drawdown: -13.54%
Sortino Ratio: 0.712
Calmar Ratio: 1.12
Return

31.67%

Volatility

20.01%

Sharpe Ratio

1.408

VaR 95%

-1.60%

CVaR 95%: -3.09%
Max Drawdown: -13.54%
Sortino Ratio: 1.768
Calmar Ratio: 2.35
Return

43.04%

Volatility

17.98%

Sharpe Ratio

0.893

VaR 95%

-1.74%

CVaR 95%: -2.61%
Max Drawdown: -17.65%
Sortino Ratio: 1.203
Calmar Ratio: 1.12
Return

63.84%

Volatility

16.63%

Sharpe Ratio

0.862

VaR 95%

-1.54%

CVaR 95%: -2.34%
Max Drawdown: -17.65%
Sortino Ratio: 1.216
Calmar Ratio: 1.02

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.118%

Best Day

6.696%

09/04/2025
Worst Day

-5.284%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
02/04/2026 $59.23 $60.60 $59.17 $60.35 64,300
01/04/2026 $60.96 $61.53 $60.73 $61.13 999,300
31/03/2026 $58.53 $60.51 $58.48 $60.43 138,100
30/03/2026 $59.17 $59.17 $57.96 $58.23 488,200
27/03/2026 $58.98 $59.26 $58.50 $58.62 212,500
26/03/2026 $59.85 $60.12 $58.94 $58.94 98,300
25/03/2026 $60.97 $61.38 $60.77 $61.01 98,000
24/03/2026 $59.62 $60.80 $59.62 $60.11 160,900
23/03/2026 $60.51 $61.50 $60.23 $60.98 195,800
20/03/2026 $60.70 $60.78 $59.06 $59.24 131,800