iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB)
EMB is a passive ETF by iShares tracking the investment results of the JPMorgan EMBI Global Core Index. EMB launched on Dec 17, 2007 and has a 0.39% expense ratio.
ETF Info
US4642882819
464288281
Dec 17, 2007
Emerging Markets (Broad)
1x
JPMorgan EMBI Global Core Index
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares J.P. Morgan USD Emerging Markets Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
iShares J.P. Morgan USD Emerging Markets Bond ETF had a return of 5.86% year-to-date (YTD) and 12.86% in the last 12 months. Over the past 10 years, iShares J.P. Morgan USD Emerging Markets Bond ETF had an annualized return of 2.45%, while the S&P 500 had an annualized return of 11.11%, indicating that iShares J.P. Morgan USD Emerging Markets Bond ETF did not perform as well as the benchmark.
EMB
5.86%
-1.69%
3.69%
12.86%
0.29%
2.45%
^GSPC (Benchmark)
23.08%
0.10%
10.70%
30.05%
13.52%
11.11%
Monthly Returns
The table below presents the monthly returns of EMB, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.21% | 0.78% | 2.00% | -2.41% | 2.61% | -0.23% | 2.67% | 2.27% | 2.02% | -2.44% | 5.86% | ||
| 2023 | 3.92% | -2.69% | 1.67% | 0.27% | -1.19% | 2.50% | 1.72% | -1.85% | -3.33% | -1.19% | 6.24% | 4.55% | 10.62% |
| 2022 | -3.37% | -5.53% | -1.10% | -6.67% | 0.81% | -6.15% | 3.60% | -2.71% | -6.58% | -0.16% | 10.08% | -1.36% | -18.63% |
| 2021 | -1.78% | -3.05% | -0.73% | 2.40% | 0.96% | 0.86% | 0.56% | 0.90% | -2.64% | 0.16% | -1.88% | 2.16% | -2.23% |
| 2020 | 1.24% | -1.25% | -14.97% | 4.39% | 6.27% | 2.98% | 3.86% | 0.73% | -2.08% | -0.46% | 4.22% | 2.16% | 5.42% |
| 2019 | 4.78% | 0.40% | 1.51% | 0.18% | 0.49% | 3.53% | 0.73% | 1.55% | -1.10% | 0.58% | -0.95% | 2.95% | 15.48% |
| 2018 | -0.64% | -2.18% | 0.55% | -2.05% | -0.81% | -1.49% | 2.57% | -2.32% | 2.03% | -2.51% | -0.49% | 1.91% | -5.47% |
| 2017 | 1.73% | 1.68% | 0.51% | 1.71% | 0.76% | -0.72% | 1.18% | 1.99% | -0.19% | 0.24% | -0.27% | 1.24% | 10.28% |
| 2016 | 0.04% | 1.75% | 3.31% | 1.55% | -0.22% | 4.17% | 1.37% | 1.32% | 0.41% | -1.73% | -4.31% | 1.49% | 9.27% |
| 2015 | 1.87% | 0.96% | 0.02% | 1.23% | -0.31% | -1.81% | 0.15% | -1.13% | -1.07% | 2.43% | 0.31% | -1.52% | 1.03% |
| 2014 | -0.81% | 3.44% | 1.19% | 1.06% | 3.47% | 0.04% | -0.25% | 1.27% | -2.16% | 1.97% | -0.42% | -2.72% | 6.05% |
| 2013 | -2.85% | 0.26% | -0.94% | 3.57% | -4.93% | -4.44% | 0.16% | -2.43% | 3.15% | 2.54% | -2.02% | 0.29% | -7.79% |
Expense Ratio
EMB features an expense ratio of 0.39%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EMB is 57, 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.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares J.P. Morgan USD Emerging Markets Bond ETF provided a 4.96% dividend yield over the last twelve months, with an annual payout of $4.49 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $4.49 | $4.22 | $4.26 | $4.25 | $4.50 | $5.17 | $5.87 | $5.27 | $5.33 | $5.12 | $5.00 | $5.14 |
Dividend yield | 4.96% | 4.74% | 5.04% | 3.90% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% | 4.56% | 4.75% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares J.P. Morgan USD Emerging Markets Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.37 | $0.39 | $0.37 | $0.36 | $0.36 | $0.38 | $0.39 | $0.37 | $0.39 | $0.42 | $3.79 | |
| 2023 | $0.00 | $0.31 | $0.38 | $0.36 | $0.35 | $0.35 | $0.35 | $0.35 | $0.36 | $0.35 | $0.36 | $0.70 | $4.22 |
| 2022 | $0.00 | $0.37 | $0.36 | $0.38 | $0.36 | $0.34 | $0.36 | $0.35 | $0.31 | $0.37 | $0.38 | $0.68 | $4.26 |
| 2021 | $0.00 | $0.36 | $0.35 | $0.35 | $0.35 | $0.36 | $0.36 | $0.35 | $0.35 | $0.35 | $0.36 | $0.73 | $4.25 |
| 2020 | $0.00 | $0.41 | $0.42 | $0.41 | $0.38 | $0.34 | $0.33 | $0.33 | $0.33 | $0.37 | $0.40 | $0.79 | $4.50 |
| 2019 | $0.00 | $0.44 | $0.44 | $0.45 | $0.45 | $0.46 | $0.44 | $0.42 | $0.41 | $0.40 | $0.41 | $0.85 | $5.17 |
| 2018 | $0.00 | $0.31 | $0.34 | $0.37 | $0.41 | $0.45 | $0.45 | $0.44 | $0.44 | $0.45 | $0.46 | $1.74 | $5.87 |
| 2017 | $0.00 | $0.44 | $0.44 | $0.44 | $0.44 | $0.44 | $0.44 | $0.45 | $0.45 | $0.45 | $0.45 | $0.82 | $5.27 |
| 2016 | $0.00 | $0.42 | $0.44 | $0.43 | $0.41 | $0.44 | $0.53 | $0.50 | $0.49 | $0.50 | $0.45 | $0.71 | $5.33 |
| 2015 | $0.00 | $0.38 | $0.36 | $0.38 | $0.40 | $0.42 | $0.42 | $0.42 | $0.46 | $0.47 | $0.44 | $0.97 | $5.12 |
| 2014 | $0.00 | $0.42 | $0.43 | $0.43 | $0.42 | $0.41 | $0.40 | $0.40 | $0.29 | $0.39 | $0.41 | $1.01 | $5.00 |
| 2013 | $0.43 | $0.43 | $0.41 | $0.41 | $0.41 | $0.44 | $0.46 | $0.46 | $0.43 | $0.44 | $0.82 | $5.14 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares J.P. Morgan USD Emerging Markets Bond ETF. 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 Emerging Markets Bond ETF was 34.70%, occurring on Oct 28, 2008. Recovery took 182 trading sessions.
The current iShares J.P. Morgan USD Emerging Markets Bond ETF drawdown is 7.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.7% | May 22, 2008 | 111 | Oct 28, 2008 | 182 | Jul 21, 2009 | 293 |
| -28.74% | Sep 3, 2021 | 285 | Oct 20, 2022 | — | — | — |
| -26.55% | Mar 5, 2020 | 10 | Mar 18, 2020 | 168 | Nov 13, 2020 | 178 |
| -14.48% | May 3, 2013 | 36 | Jun 24, 2013 | 261 | Jul 8, 2014 | 297 |
| -8.91% | Jan 8, 2018 | 225 | Nov 27, 2018 | 76 | Mar 20, 2019 | 301 |
Volatility
Volatility Chart
The current iShares J.P. Morgan USD Emerging Markets Bond ETF volatility is 2.12%, 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.