See what your fund actually adds

iShares Emerging Markets Equity Factor ETF EMGF

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

EMGF compared with its replication portfolio
MeasureEMGFReplication
Annualized growth10.4%7.2%
Annualized volatility16.0%14.4%
Sharpe ratio0.700.55
Maximum drawdown25.7%27.7%
Replication fit (R²)0.91 · Tracking error 4.9%

Replication portfolio

The published portfolio below is the investable basket used to model EMGF’s historical return behavior.

EMGF replication basket weights
TickerBuilding blockWeight
VWOEmerging Markets75.4%
DGSEM Small Cap11.9%
VEAIntl · Developed6.7%
MTUMFactor · Momentum5.9%