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iShares Emerging Markets Fundamental Index ETF (CWO : NEO)

Emerging Markets Equity

FundGrade A Click for more information on Fundata’s FundGrade

FundGrade A

Click for more information on Fundata’s FundGrade.

Fundata ESG GradeD Click for more information on Fundata’s ESG Grade

Fundata ESG Grade D

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FundGrade A+® Rating Recipient

FundGrade A+® Rating Recipient

2019

Click for more information on Fundata’s FundGrade

Close
(05-22-2024)
$38.53
Change
$0.00 (0.00%)
Open $38.66
Day Range $38.66 - $38.66
Volume 370

As at April 30, 2024

As at April 30, 2024

As at February 29, 2024

Period
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Legend

iShares Emerging Markets Fundamental Index ETF

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Fund Returns

Inception Return (April 07, 2009): 7.25%

Fund Returns
Row Heading Return Annualized Return
1 Mth 3 Mth 6 Mth YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr
Fund 4.21% 10.14% 15.73% 9.17% 14.46% 9.76% 3.85% 8.56% 2.87% 2.78% 3.87% 7.32% 4.42% 5.64%
Benchmark 3.23% 10.40% 13.97% 7.96% 12.80% 6.58% -0.16% 6.60% 3.28% 2.95% 4.27% 7.20% 4.72% 6.13%
Category Average 1.20% 13.74% 13.74% 5.95% 10.36% 5.03% -3.77% 5.69% 2.22% 1.43% 2.91% 5.48% 3.19% 3.77%
Category Rank 1 / 330 114 / 327 79 / 327 37 / 327 98 / 312 31 / 302 4 / 278 72 / 266 116 / 250 78 / 203 74 / 193 48 / 159 55 / 145 47 / 134
Quartile Ranking 1 2 1 1 2 1 1 2 2 2 2 2 2 2

Monthly Return

Monthly Return
Return % May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Fund -2.69% 2.60% 5.46% -3.85% -0.85% -1.46% 4.64% 1.30% -0.87% 4.62% 1.02% 4.21%
Benchmark -2.01% 1.39% 5.60% -2.72% -1.99% -1.05% 4.87% 0.67% -2.21% 5.63% 1.24% 3.23%

Best Monthly Return Since Inception

17.02% (May 2009)

Worst Monthly Return Since Inception

-18.81% (September 2011)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 2.32% -6.76% 27.38% 16.88% 0.11% 10.79% -2.81% 6.05% -8.53% 9.13%
Benchmark 8.76% 2.69% 7.90% 26.42% -6.05% 15.55% 11.45% 0.08% -12.38% 7.03%
Category Average 2.91% -3.92% 6.53% 28.88% -11.86% 15.06% 17.52% -3.30% -17.32% 8.68%
Quartile Ranking 4 4 1 4 1 4 4 1 1 2
Category Rank 119/ 131 141/ 144 2/ 155 182/ 186 2/ 202 200/ 246 258/ 261 12/ 269 7/ 289 136/ 310

Best Calendar Return (Last 10 years)

27.38% (2016)

Worst Calendar Return (Last 10 years)

-8.53% (2022)

Asset Allocation

Asset Allocation
Name Percent
International Equity 99.08
Income Trust Units 0.71
US Equity 0.15
Canadian Equity 0.06

Sector Allocation

Sector Allocation
Name Percent
Financial Services 28.80
Technology 23.57
Energy 14.01
Basic Materials 10.30
Consumer Goods 4.95
Other 18.37

Geographic Allocation

Geographic Allocation
Name Percent
Asia 73.99
Latin America 17.13
Africa and Middle East 6.07
Europe 2.05
North America 0.21
Other 0.55

Top Holdings

Top Holdings
Name Percent
Taiwan Semiconductor Manufactrg Co Ltd 5.22
Alibaba Group Holding Ltd 3.98
Tencent Holdings Ltd 2.97
Petroleo Brasileiro SA Petrobras - Pfd 2.81
Ind and Commercial Bank of China Ltd Cl H 2.55
Vale SA 2.48
China Construction Bank Corp Cl H 2.25
Petroleo Brasileiro SA Petrobras 1.97
Ping An Insurance Grp Co of China Ltd - Commn Cl H 1.95
Bank of China Ltd Cl H 1.87

Equity Style

Market capitalization is large. Equity style is blend.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

iShares Emerging Markets Fundamental Index ETF

Median

Other - Emerging Markets Equity

3 Yr Annualized

Standard Deviation 13.96% 15.02% 14.85%
Beta 0.99% 0.99% 1.00%
Alpha 0.04% 0.00% 0.00%
Rsquared 0.87% 0.85% 0.79%
Sharpe 0.14% 0.13% 0.35%
Sortino 0.20% 0.09% 0.37%
Treynor 0.02% 0.02% 0.05%
Tax Efficiency 52.18% 43.60% 75.69%
Volatility Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 8 on a scale of 1 to 10

Risk Rating

Rating 7 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 10.91% 13.96% 15.02% 14.85%
Beta 0.96% 0.99% 0.99% 1.00%
Alpha 0.02% 0.04% 0.00% 0.00%
Rsquared 0.92% 0.87% 0.85% 0.79%
Sharpe 0.86% 0.14% 0.13% 0.35%
Sortino 2.00% 0.20% 0.09% 0.37%
Treynor 0.10% 0.02% 0.02% 0.05%
Tax Efficiency 88.24% 52.18% 43.60% 75.69%

Fundata ESG Metrics

Fundata ESG Score

The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.

Fundata E Score

Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.

Fundata S Score

Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.

Fundata G Score

Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.

Powered by OWL Analytics. For more information, please contact Fundata Canada.

Fund Details

Start Date April 07, 2009
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status Open
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) $51
52 Week High $38.89
52 Week Low $30.70
Annual Dividend $1.39
Annual Yield -
Index FTSE RAFI Emerging Markets Index
Shares Outstanding -
Registered Plan Eligible Yes

ETF Characteristics

Exposure 1x performance
Asset Class High -
Asset Class Medium -
Asset Class Low -
Leveraged -
Inverse -
Advisor Series -
Covered Call Strategy No

Investment Objectives

iShares Broad Emerging Markets Fund seeks to track, less fees and expenses, the FTSE RAFI Emerging Index - a broad and diversified index of emerging market companies, which takes account of total cash dividends, free cash flow, total sales, and book value of each constituent. The Manager may (at its discretion and without unit holder approval) change to another widely recognized emerging markets index.

Investment Strategy

-

Portfolio Manager(s)

Name Start Date
BlackRock Institutional Trust Company, N.A. 05-18-2012
BlackRock Asset Management Canada Limited 06-17-2020

Management and Organization

Fund Manager BlackRock Asset Management Canada Limited
Advisor BlackRock Asset Management Canada Limited
Custodian State Street Trust Company Canada
Registrar State Street Trust Company Canada
Distributor -
Auditor PriceWaterhouseCoopers LLP

Fees

MER 0.73%
Management Fee 0.65%

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