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iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SU...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BJ5JPH63
WKNA2PGVX
IssueriShares
Inception DateApr 26, 2019
CategoryEmerging Markets Bonds
Leveraged1x
Index TrackedJP Morgan EMBI Global Core (EUR Hedged)
DomicileIreland
Distribution PolicyAccumulating
Asset ClassBond

Expense Ratio

3SUD.DE features an expense ratio of 0.50%, falling within the medium range.


Expense ratio chart for 3SUD.DE: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: 3SUD.DE vs. IS3C.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in iShares J.P. Morgan USD EM Bond UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
2.99%
16.17%
3SUD.DE (iShares J.P. Morgan USD EM Bond UCITS ETF Acc)
Benchmark (^GSPC)

Returns By Period

iShares J.P. Morgan USD EM Bond UCITS ETF Acc had a return of 4.61% year-to-date (YTD) and 11.83% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.61%25.48%
1 month-0.94%2.14%
6 months3.00%12.76%
1 year11.83%33.14%
5 years (annualized)-1.85%13.96%
10 years (annualized)N/A11.39%

Monthly Returns

The table below presents the monthly returns of 3SUD.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.16%0.42%2.01%-2.29%1.71%0.44%1.73%2.20%1.85%-2.35%4.61%
20233.15%-2.83%1.37%0.18%-1.41%2.36%1.55%-2.06%-3.36%-1.26%5.69%4.53%7.69%
2022-3.44%-5.71%-0.89%-6.45%-0.19%-7.02%4.25%-2.24%-7.55%-0.51%8.27%-0.32%-20.75%
2021-1.64%-3.57%-0.55%2.07%1.07%0.81%0.28%0.93%-2.47%0.14%-2.20%1.78%-3.48%
20200.93%-1.67%-13.49%1.87%6.29%3.22%3.52%0.68%-2.10%-0.43%3.96%2.08%3.46%
20190.24%3.48%0.73%0.85%-1.10%-0.06%-0.60%2.48%6.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 3SUD.DE is 44, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 3SUD.DE is 4444
Combined Rank
The Sharpe Ratio Rank of 3SUD.DE is 4848Sharpe Ratio Rank
The Sortino Ratio Rank of 3SUD.DE is 5252Sortino Ratio Rank
The Omega Ratio Rank of 3SUD.DE is 4949Omega Ratio Rank
The Calmar Ratio Rank of 3SUD.DE is 2222Calmar Ratio Rank
The Martin Ratio Rank of 3SUD.DE is 5050Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


3SUD.DE
Sharpe ratio
The chart of Sharpe ratio for 3SUD.DE, currently valued at 1.61, compared to the broader market-2.000.002.004.001.61
Sortino ratio
The chart of Sortino ratio for 3SUD.DE, currently valued at 2.47, compared to the broader market-2.000.002.004.006.008.0010.0012.002.47
Omega ratio
The chart of Omega ratio for 3SUD.DE, currently valued at 1.30, compared to the broader market1.001.502.002.503.001.30
Calmar ratio
The chart of Calmar ratio for 3SUD.DE, currently valued at 0.51, compared to the broader market0.005.0010.0015.000.51
Martin ratio
The chart of Martin ratio for 3SUD.DE, currently valued at 8.01, compared to the broader market0.0020.0040.0060.0080.00100.008.01
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-2.000.002.004.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.008.0010.0012.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.0018.80

Sharpe Ratio

The current iShares J.P. Morgan USD EM Bond UCITS ETF Acc Sharpe ratio is 1.61. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares J.P. Morgan USD EM Bond UCITS ETF Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.61
2.92
3SUD.DE (iShares J.P. Morgan USD EM Bond UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


iShares J.P. Morgan USD EM Bond UCITS ETF Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.83%
0
3SUD.DE (iShares J.P. Morgan USD EM Bond UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares J.P. Morgan USD EM Bond UCITS ETF Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares J.P. Morgan USD EM Bond UCITS ETF Acc was 30.78%, occurring on Oct 21, 2022. The portfolio has not yet recovered.

The current iShares J.P. Morgan USD EM Bond UCITS ETF Acc drawdown is 13.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.78%Jan 4, 2021463Oct 21, 2022
-26.74%Feb 24, 202019Mar 19, 2020187Dec 11, 2020206
-3.1%Sep 5, 201953Nov 19, 201925Dec 27, 201978
-1.42%Aug 12, 20193Aug 14, 201912Aug 30, 201915
-1.18%Jul 5, 20196Jul 12, 201919Aug 8, 201925

Volatility

Volatility Chart

The current iShares J.P. Morgan USD EM Bond UCITS ETF Acc volatility is 2.33%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
2.33%
5.40%
3SUD.DE (iShares J.P. Morgan USD EM Bond UCITS ETF Acc)
Benchmark (^GSPC)