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Issuer
iShares
Inception Date
Dec 4, 2015
Leveraged
1x (No leverage)
Index Tracked
iShares JP Morgan USD Emerging Markets Bond (AUD Hedged) Index
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

IHEB.AX Performance Chart

iShares JP Morgan USD Emerging Markets Bond (AUD Hedged) ETF (IHEB.AX) is up 1.3% since the beginning of the year. IHEB.AX is currently trading at A$77 per share. Investors who bought A$1,000 worth of IHEB.AX shares 5 years ago would now be looking at an investment worth A$1,082.


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S&P 500 Index

Returns By Period

iShares JP Morgan USD Emerging Markets Bond (AUD Hedged) ETF (IHEB.AX) has returned 1.27% so far this year and 8.50% over the past 12 months. Over the last ten years, IHEB.AX has returned 3.51% per year, falling short of the S&P 500 Index benchmark, which averaged 14.27% annually.


iShares JP Morgan USD Emerging Markets Bond (AUD Hedged) ETF

1D
0.04%
1M
-0.76%
6M
1.61%
YTD
1.27%
1Y
8.50%
3Y*
8.63%
5Y*
1.58%
10Y*
3.51%

Benchmark (S&P 500 Index)

1D
0.12%
1M
1.38%
6M
4.49%
YTD
5.58%
1Y
12.98%
3Y*
18.01%
5Y*
13.12%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IHEB.AX Monthly Returns History

Based on dividend-adjusted daily data since Dec 4, 2015, IHEB.AX's average daily return is +0.02%, while the average monthly return is +0.36%. At this rate, an investment would double in approximately 16.1 years.

Historically, 63% of months were positive and 38% were negative. The best month was Jul 2020 with a return of +7.9%, while the worst month was Mar 2020 at -16.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, IHEB.AX closed higher 49% of trading days. The best single day was Mar 26, 2020 with a return of +7.2%, while the worst single day was Mar 19, 2020 at -11.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.01%1.62%-4.31%2.41%1.42%0.50%-0.23%1.27%
20251.75%1.36%-0.84%0.41%0.43%2.73%0.95%1.46%1.79%1.65%-0.11%1.17%13.46%
2024-1.58%0.34%2.60%-2.02%1.60%0.24%3.14%2.47%1.62%-1.33%0.76%-1.64%6.18%
20232.31%-2.00%0.63%0.30%-0.49%1.34%2.44%-1.35%-3.39%-0.72%6.44%3.74%9.22%
2022-3.79%-5.32%0.38%-5.73%-1.58%-7.00%5.14%-0.55%-8.98%2.73%6.29%0.31%-17.76%
2021-1.45%-4.14%-0.51%3.39%1.33%0.30%1.63%0.45%-1.72%0.33%-1.84%1.47%-1.00%

Benchmark Metrics

iShares JP Morgan USD Emerging Markets Bond (AUD Hedged) ETF has an annualized alpha of 5.03%, beta of -0.02, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since December 04, 2015.

  • This ETF participated in 29.83% of S&P 500 Index downside but only 24.71% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of -0.02 may look defensive, but with R2 of 0.00 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 0.00 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.

Alpha
5.03%
Beta
-0.02
0.00
Upside Capture
24.71%
Downside Capture
29.83%

Return for Risk

Risk / Return Rank

IHEB.AX ranks 51 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


IHEB.AX Risk / Return Rank: 5151
Overall Rank
IHEB.AX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
IHEB.AX Sortino Ratio Rank: 5353
Sortino Ratio Rank
IHEB.AX Omega Ratio Rank: 5656
Omega Ratio Rank
IHEB.AX Calmar Ratio Rank: 4343
Calmar Ratio Rank
IHEB.AX Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for iShares JP Morgan USD Emerging Markets Bond (AUD Hedged) ETF (IHEB.AX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IHEB.AXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.28

1.24

+0.05

Calmar ratioReturn relative to maximum drawdown

1.86

1.11

+0.74

Martin ratioReturn relative to average drawdown

7.02

3.10

+3.92

Dividends

Dividend History

iShares JP Morgan USD Emerging Markets Bond (AUD Hedged) ETF provided a 6.02% dividend yield over the last twelve months, with an annual payout of A$4.62 per share.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%A$0.00A$2.00A$4.00A$6.00A$8.00A$10.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
DividendA$4.62A$4.56A$6.87A$3.97A$6.36A$6.03A$10.23A$7.06A$3.51A$7.46

Dividend yield

6.02%5.74%9.24%5.17%8.58%6.14%9.71%6.51%3.59%6.82%

Monthly Dividends

The table displays the monthly dividend distributions for iShares JP Morgan USD Emerging Markets Bond (AUD Hedged) ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026A$0.00A$0.00A$2.19A$0.00A$0.00A$0.00A$1.27A$3.46
2025A$0.00A$0.00A$2.28A$0.00A$0.00A$0.00A$1.12A$0.00A$0.00A$1.16A$0.00A$0.00A$4.56
2024A$0.00A$0.00A$2.35A$0.00A$0.00A$0.00A$2.78A$0.00A$0.00A$1.74A$0.00A$0.00A$6.87
2023A$0.00A$0.00A$0.00A$1.37A$0.00A$0.00A$1.24A$0.00A$0.00A$1.35A$0.00A$0.00A$3.97
2022A$0.00A$0.00A$0.90A$0.00A$0.00A$0.00A$4.02A$0.00A$0.00A$1.43A$0.00A$0.00A$6.36
2021A$0.00A$0.00A$0.00A$2.59A$0.00A$0.00A$1.94A$0.00A$0.00A$1.50A$0.00A$0.00A$6.03

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares JP Morgan USD Emerging Markets Bond (AUD Hedged) 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 JP Morgan USD Emerging Markets Bond (AUD Hedged) ETF was 31.64%, occurring on Mar 20, 2020. Recovery took 85 trading sessions.

The current iShares JP Morgan USD Emerging Markets Bond (AUD Hedged) ETF drawdown is 0.80%.


Drawdown

Fall

Recovery

Underwater

Related event

-31.64%Mar 2020
24d4mo 4d
4mo 28dFeb 2020 - Jul 2020
COVID crash2020
-27.90%Oct 2022
1y 1mo2y 9mo
3y 10moSep 2021 - Aug 2025
Bear market2022
-9.92%Nov 2018
10mo 23d3mo 29d
1y 2moJan 2018 - Mar 2019
Rate-hike selloffLate 2018
-6.97%Mar 2021
2mo 8d4mo 9d
6mo 17dDec 2020 - Jul 2021
-6.69%Nov 2016
1mo 6d4mo 27d
6mo 3dOct 2016 - Apr 2017

Drawdown Indicators


IHEB.AXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-31.64%

-41.07%

+9.43%

Max Drawdown (1Y)

Largest decline over 1 year

-4.64%

-11.69%

+7.05%

Max Drawdown (3Y)

Largest decline over 3 years

-7.51%

-17.74%

+10.23%

Max Drawdown (5Y)

Largest decline over 5 years

-27.90%

-22.01%

-5.89%

Max Drawdown (10Y)

Largest decline over 10 years

-31.64%

-24.71%

-6.93%

Current Drawdown

Current decline from peak

-0.80%

-0.60%

-0.20%

Average Drawdown

Average peak-to-trough decline

-6.27%

-11.02%

+4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.24%

4.20%

-2.96%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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