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iShares J.P. Morgan USD Emerging Markets Bond ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642882819
CUSIP464288281
IssueriShares
Inception DateDec 17, 2007
RegionEmerging Markets (Broad)
CategoryEmerging Markets Bonds
Index TrackedJPMorgan EMBI Global Core Index
Home Pagewww.ishares.com
Asset ClassBond

Expense Ratio

EMB has a high expense ratio of 0.39%, indicating higher-than-average management fees.


Expense ratio chart for EMB: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

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.


iShares J.P. Morgan USD Emerging Markets Bond ETF

Popular comparisons: EMB vs. VWOB, EMB vs. VTIP, EMB vs. IAU, EMB vs. VPL, EMB vs. ANGL, EMB vs. PCY, EMB vs. TLT, EMB vs. BNDX, EMB vs. BND, EMB vs. HYG

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.


100.00%150.00%200.00%250.00%December2024FebruaryMarchAprilMay
94.48%
264.99%
EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares J.P. Morgan USD Emerging Markets Bond ETF had a return of 2.10% year-to-date (YTD) and 11.65% in the last 12 months. Over the past 10 years, iShares J.P. Morgan USD Emerging Markets Bond ETF had an annualized return of 2.23%, while the S&P 500 had an annualized return of 10.99%, indicating that iShares J.P. Morgan USD Emerging Markets Bond ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.10%11.18%
1 month2.80%5.60%
6 months8.85%17.48%
1 year11.65%26.33%
5 years (annualized)0.52%13.16%
10 years (annualized)2.23%10.99%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.21%0.78%2.00%-2.41%2.10%
20233.92%-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%
20201.24%-1.25%-14.97%4.39%6.27%2.98%3.86%0.73%-2.08%-0.46%4.22%2.16%5.42%
20194.78%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%-2.52%-0.49%1.91%-5.47%
20171.73%1.68%0.51%1.71%0.76%-0.72%1.18%1.99%-0.19%0.24%-0.27%1.25%10.28%
20160.04%1.75%3.31%1.55%-0.22%4.17%1.37%1.32%0.41%-1.73%-4.31%1.49%9.27%
20151.87%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%3.45%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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EMB is 47, 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 EMB is 4747
EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF)
The Sharpe Ratio Rank of EMB is 5151Sharpe Ratio Rank
The Sortino Ratio Rank of EMB is 5252Sortino Ratio Rank
The Omega Ratio Rank of EMB is 5050Omega Ratio Rank
The Calmar Ratio Rank of EMB is 3434Calmar Ratio Rank
The Martin Ratio Rank of EMB is 4949Martin 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 Emerging Markets Bond ETF (EMB) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EMB
Sharpe ratio
The chart of Sharpe ratio for EMB, currently valued at 1.24, compared to the broader market0.002.004.001.24
Sortino ratio
The chart of Sortino ratio for EMB, currently valued at 1.85, compared to the broader market0.005.0010.001.85
Omega ratio
The chart of Omega ratio for EMB, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.22
Calmar ratio
The chart of Calmar ratio for EMB, currently valued at 0.50, compared to the broader market0.005.0010.0015.000.50
Martin ratio
The chart of Martin ratio for EMB, currently valued at 4.09, compared to the broader market0.0020.0040.0060.0080.00100.004.09
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.001.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.005.0010.0015.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0020.0040.0060.0080.00100.009.12

Sharpe Ratio

The current iShares J.P. Morgan USD Emerging Markets Bond ETF Sharpe ratio is 1.24. This value is calculated based on the past 12 months 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 Emerging Markets Bond ETF 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 Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.24
2.38
EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares J.P. Morgan USD Emerging Markets Bond ETF granted a 4.81% dividend yield in the last twelve months. The annual payout for that period amounted to $4.30 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$4.30$4.22$4.26$4.25$4.50$5.17$5.86$5.27$5.33$5.12$5.00$5.14

Dividend yield

4.81%4.74%5.04%3.89%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.37$0.39$0.37$0.36$1.48
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$0.33$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$0.72$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$5.86
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$0.40$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.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-10.57%
-0.09%
EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF)
Benchmark (^GSPC)

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 10.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.7%May 22, 2008111Oct 28, 2008182Jul 21, 2009293
-28.74%Sep 3, 2021285Oct 20, 2022
-26.55%Mar 5, 202010Mar 18, 2020168Nov 13, 2020178
-14.48%May 3, 201336Jun 24, 2013261Jul 8, 2014297
-8.91%Jan 8, 2018225Nov 27, 201876Mar 20, 2019301

Volatility

Volatility Chart

The current iShares J.P. Morgan USD Emerging Markets Bond ETF volatility is 2.35%, 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%December2024FebruaryMarchAprilMay
2.35%
3.36%
EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF)
Benchmark (^GSPC)