Analysis

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About iShares Emerging Markets Equity Factor ETF

EMGF offers a multi-factor take on equities from emerging markets by investing in large- and mid-cap stocks. Eligible securities will be given a composite score according to the five style factors: quality, value, momentum, low size, and low volatility derived from the equity model. Quality score is measured by the companys fundamentals, as well as carbon emissions intensity and greenhouse gas reduction targets. Value is based on how inexpensive they are compared to their fundamentals. Momentum refers to the upward trend performance of securities. Low size refers to a companys lower capitalization. Finally, low volatility refers to a companys standard deviation of returns over the past 12 months. The fund uses an optimization process to increase exposure to the five factors while retaining diversification to countries and industries. The index is reviewed and rebalanced on a quarterly basis. Prior to Mar. 1, 2023, the fund was called iShares MSCI Emerging Markets Multifactor ETF that tracked the MSCI Emerging Markets Diversified Multiple Factor Index.