iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB)

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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.

iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) has returned -1.61% so far this year and 9.10% over the past 12 months. Over the last ten years, EMB has returned 3.18% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.

Based on dividend-adjusted daily data since Dec 19, 2007, EMB's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, your investment would double in approximately 13.5 years.

Historically, 64% of months were positive and 36% were negative. The best month was Dec 2008 with a return of +17.7%, while the worst month was Oct 2008 at -19.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, EMB closed higher 54% of trading days. The best single day was Oct 30, 2008 with a return of +6.7%, while the worst single day was Jan 6, 2009 at -10.1%.

iShares J.P. Morgan USD Emerging Markets Bond ETF has an annualized alpha of 2.92%, beta of 0.21, and R² of 0.15 versus S&P 500 Index. Calculated based on daily prices since December 20, 2007.

• This ETF participated in 46.01% of S&P 500 Index downside but only 39.75% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.21 may look defensive, but with R² of 0.15 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R² of 0.15 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

EMB has an expense ratio of 0.39%, placing it in the medium range.

EMB ranks 74 for risk / return — better than 74% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

The table below present risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) and compare them to a chosen benchmark (S&P 500 Index).

iShares J.P. Morgan USD Emerging Markets Bond ETF provided a 5.09% dividend yield over the last twelve months, with an annual payout of $4.78 per share.

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.

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.

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 3.50%.

The chart below shows the rolling one-month volatility.