See what your fund actually adds
iShares MSCI Emerging Markets Min Vol Factor ETF EEMV
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | EEMV | Replication |
|---|---|---|
| Annualized growth | 5.9% | 6.7% |
| Annualized volatility | 11.1% | 11.4% |
| Sharpe ratio | 0.57 | 0.63 |
| Maximum drawdown | 21.2% | 24.1% |
| Replication fit (R²) | 0.81 · Tracking error 4.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model EEMV’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VWO | Emerging Markets | 46.3% |
| EMLC | FI · EM Local Currency | 21.4% |
| DGS | EM Small Cap | 15.8% |
| ICVT | FI · Convertibles | 8.8% |
| IAU | Alternatives · Gold | 7.6% |