iShares MSCI Emerging Markets ETF (EEM): analysis and statistics
Return, volatility, Sharpe ratio and risk for iShares MSCI Emerging Markets ETF, an S&P 500 component in the Macro sector. Data as of 2026-07-30.
| Last close price | $63.60 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +17.75% |
| Total return over period | +62.83% |
| Annualized volatility | 19.68% |
| Sharpe ratio | 0.71 |
| Sortino ratio | 1.03 |
| Max drawdown | -17.29% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.86% |
| Correlation with the S&P 500 | 0.69 |
| Period range | $34.01 – $71.21 |
| Trading days analyzed | 752 |
Over the last 3.0 years, iShares MSCI Emerging Markets ETF (EEM) has posted an annualized return of +17.75% with annual volatility of 19.68%, a Sharpe ratio of 0.71. Its worst stretch (max drawdown from a peak) was -17.29%. Its correlation with the S&P 500 is 0.69, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how EEM would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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