VanEck MSCI Multifactor Emerging Markets Equity ETF EMKT
Fund description: EMKT invests in a diversified portfolio of emerging markets listed securities with the aim of providing investment returns, before fees and other costs, which track the performance of the Index.
Index description: The MSCI Emerging Markets Diversified Multiple-Factor Index is based on MSCI Emerging Markets Index, its parent index, which includes large and mid-cap stocks across emerging markets countries. The Index aims to maximise exposure to four factors - Value, Momentum, Low Size and Quality - while maintaining a risk profile similar to that of the parent index.
Management style: Replication
Country of domicile: Australia
as at 05-Jul-22
-
Exchange
ASX -
ASX code
EMKT -
Bloomberg index code
NA749434 -
Index provider
MSCI Inc. -
NAV1
$18.90 -
Units outstanding1
2,401,718 -
Net assets1
$45.4M -
Number of holdings1
231 -
Inception date2
10-Apr-18 -
ASX commencement
12-Apr-18
2The date the ETF was seeded prior to quotation on ASX.
as at 05-Jul-22
-
Dividend frequency
1 each year -
Management costs p.a.
0.69% - Investment management team »
- Market Announcements
- Notice to EMKT PDS
- EMKT Fact Sheet
- Learn about multi factor
- Learn: How to access emerging markets
Fundamentals as at 31-May-22
-
Weighted avg. market cap
$84.4B
(AUD) -
Price/earnings ratio
7.9
(last 12 months)* -
Price/book ratio
1.3
(last 12 months)*
Market capitalisation (%)
as at 31-May-22
-
Capitalisation ranges
Weightings (%) -
Large (>$5.0B)
80.65 -
Mid ($1.0 - $5.0B)
18.82 -
Small (<$1.0B)
0.74
3-year risk measures
as at 31-May-22
-
Beta vs. MSCI
0.89
Emerging Markets -
Correlation vs. MSCI
0.93
Emerging Markets -
Volatility (standard deviation)
10.99 -
Sharpe ratio
0.19
Source: VanEck, FactSet.
Beta is a measure of sensitivity to market movements. Correlation measures the extent of linear association between the ETF performance and the index performance. Volatility is the annualised standard deviation of the fund's monthly returns. Sharpe ratio measures risk-adjusted return, and represents the Fund's return less the risk free rate divided by the standard deviation.
Country weightings (%) as at 31-May-22
-
Country
Weightings (%) -
China
39.3 -
India
16.5 -
Taiwan Region
14.2 -
South Korea
10.9 -
Saudi Arabia
5.6 -
South Africa
1.8 -
Brazil
1.6 -
Uae
1.2 -
United States
1.1 -
Qatar
1.0 -
Indonesia
0.9 -
Spain
0.7 -
Hungary
0.6 -
Virgin Islands
0.6 -
Poland
0.6 -
Kuwait
0.6 -
Philippines
0.5 -
Thailand
0.5 -
Luxembourg
0.4 -
United Kingdom
0.3 -
Chile
0.3 -
Switzerland
0.3 -
Malaysia
0.2 -
Sweden
0.1 -
Egypt
0.1 -
Other/Cash
-0.2 -
Total
99.7
Portfolio composition (%)
as at 05-Jul-22
-
Asset classes
% of Fund net assets -
Stocks
99.91 -
Bonds
0.00 -
Other
0.00 -
Cash
0.09 -
Total
100.00
Sector weightings (%) as at 31-May-22
-
Sector
Weightings (%) -
Information Technology
22.2 -
Financials
15.0 -
Consumer Discretionary
13.1 -
Materials
12.5 -
Industrials
7.3 -
Health Care
6.5 -
Energy
6.1 -
Communication Services
5.9 -
Utilities
5.0 -
Consumer Staples
4.7 -
Real Estate
1.9 -
Other/Cash
-0.2 -
Total
100.0