EMGF offers a multi-factor take on equities from emerging markets by investing in large- and mid-cap stocks. Eligible securities are given a composite score according to five style factors: quality, value, momentum, low size, and low volatility. Quality 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. Low size refers to a companys lower capitalization. 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 in countries and industries. The index is reviewed and rebalanced quarterly. 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.

資産クラス

Equity

運用会社

IShares

設定国

US

設定日

2015年12月8日

保有銘柄数

670

ISIN

US46434G8895