See what your fund actually adds
iShares MSCI Emerging Index Fund EEM
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | EEM | Replication |
|---|---|---|
| Annualized growth | 7.7% | 6.9% |
| Annualized volatility | 17.3% | 15.1% |
| Sharpe ratio | 0.52 | 0.52 |
| Maximum drawdown | 32.5% | 28.7% |
| Replication fit (R²) | 0.94 · Tracking error 4.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model EEM’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 92.1% |
| VEA | Intl · Developed | 4.4% |
| XLK | Sector · Technology | 3.5% |