iShares MSCI Emerging Markets ETF (EEM): analysis and statistics
Return, volatility, Sharpe ratio and risk for iShares MSCI Emerging Markets ETF, in the Macro. Data as of 2026-10-29.
| Last close price | $63.52 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +23.28% |
| Total return over period | +86.75% |
| Annualized volatility | 20.09% |
| Period volatility | 34.70% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.14 |
| Sortino ratio | 3.10 |
| Max drawdown | -17.29% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.94% |
| Correlation with the S&P 500 | 0.69 |
| Period range | $34.17 – $71.21 |
| Trading days analyzed | 752 |
Over the last 3.0 years, iShares MSCI Emerging Markets ETF (EEM) has posted an annualized return of +23.28% with annual volatility of 20.09%, a Sharpe ratio of 2.14. 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 stocks, try the optimizer.
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