PortfoliosLab logo

iShares J.P. Morgan USD Emerging Markets Bond ETF

EMB
ETF · Currency in USD
ISIN
US4642882819
CUSIP
464288281
Issuer
iShares
Inception Date
Dec 17, 2007
Region
Emerging Markets (Broad)
Category
Emerging Markets Bonds
Expense Ratio
0.39%
Index Tracked
JPMorgan EMBI Global Core Index
ETF Home Page
www.ishares.com
Asset Class
Bond

EMBPrice Chart


Chart placeholderClick Calculate to get results
S&P 500

EMBPerformance

The chart shows the growth of $10,000 invested in iShares J.P. Morgan USD Emerging Markets Bond ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $18,557 for a total return of roughly 85.57%. All prices are adjusted for splits and dividends.


EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF)
Benchmark (S&P 500)

EMBReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-2.64%
6M0.39%
YTD-2.43%
1Y1.67%
5Y3.61%
10Y4.83%

EMBMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

EMBSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares J.P. Morgan USD Emerging Markets Bond ETF Sharpe ratio is 0.31. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF)
Benchmark (S&P 500)

EMBDividends

iShares J.P. Morgan USD Emerging Markets Bond ETF granted a 3.96% dividend yield in the last twelve months, as of Oct 16, 2021. The annual payout for that period amounted to $4.35 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$4.35$4.50$5.17$5.87$5.27$5.33$5.12$5.00$5.14$4.71$5.31$5.51

Dividend yield

3.96%3.88%4.51%5.64%4.54%4.83%4.84%4.56%4.75%3.84%4.83%5.15%

EMBDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF)
Benchmark (S&P 500)

EMBWorst Drawdowns

The table below shows the maximum drawdowns of the iShares J.P. Morgan USD Emerging Markets Bond ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares J.P. Morgan USD Emerging Markets Bond ETF is 26.55%, recorded on Mar 18, 2020. It took 168 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.55%Mar 5, 202010Mar 18, 2020168Nov 13, 2020178
-14.48%May 3, 201336Jun 24, 2013261Jul 8, 2014297
-8.92%Jan 8, 2018225Nov 27, 201876Mar 20, 2019301
-7.56%Sep 8, 201648Nov 14, 2016113Apr 28, 2017161
-7.43%Nov 5, 201070Feb 15, 2011113Jul 28, 2011183
-7.37%Aug 28, 201477Dec 16, 201473Apr 2, 2015150
-7.34%Jan 4, 202144Mar 8, 2021123Aug 31, 2021167
-7.09%Aug 3, 201138Sep 26, 201128Nov 3, 201166
-6.45%Apr 21, 201012May 6, 201043Jul 8, 201055
-6.36%Apr 28, 2015185Jan 20, 201640Mar 17, 2016225

EMBVolatility Chart

Current iShares J.P. Morgan USD Emerging Markets Bond ETF volatility is 5.15%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF)
Benchmark (S&P 500)

Portfolios with iShares J.P. Morgan USD Emerging Markets Bond ETF


Loading data...

More Tools for iShares J.P. Morgan USD Emerging Markets Bond ETF