SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (SEMH.L)
SEMH.L is a passive ETF by State Street tracking the investment results of the JPM EMBI Global Diversified TR USD. SEMH.L launched on Nov 12, 2014 and has a 0.42% expense ratio.
ETF Info
| ISIN | IE00BP46NG52 |
|---|---|
| WKN | A119P6 |
| Issuer | State Street |
| Inception Date | Nov 12, 2014 |
| Category | Emerging Markets Bonds |
| Leveraged | 1x |
| Index Tracked | JPM EMBI Global Diversified TR USD |
| Domicile | Ireland |
| Distribution Policy | Distributing |
| Asset Class | Bond |
Expense Ratio
SEMH.L features an expense ratio of 0.42%, falling within the medium range.
Share Price Chart
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Popular comparisons: SEMH.L vs. DFSD
Performance
Performance Chart
The chart shows the growth of an initial investment of £10,000 in SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS 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
SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF had a return of 2.84% year-to-date (YTD) and 2.27% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 2.84% | 25.23% |
| 1 month | 0.78% | 3.86% |
| 6 months | -0.05% | 14.56% |
| 1 year | 2.27% | 36.29% |
| 5 years (annualized) | 0.96% | 14.10% |
| 10 years (annualized) | N/A | 11.37% |
Monthly Returns
The table below presents the monthly returns of SEMH.L, 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 | 0.26% | 0.87% | 0.64% | 0.33% | -0.72% | 1.27% | -0.23% | -1.28% | -0.99% | 3.46% | 2.84% | ||
| 2023 | -1.21% | 0.78% | -0.73% | -1.55% | 1.08% | -1.92% | -0.35% | 1.19% | 3.38% | 0.82% | -2.05% | 1.09% | 0.40% |
| 2022 | -0.36% | -3.81% | 1.07% | 2.33% | 0.50% | 1.59% | 1.52% | 4.18% | 2.32% | -3.15% | -1.09% | -0.65% | 4.24% |
| 2021 | -0.26% | -1.86% | 0.82% | 0.49% | -2.00% | 2.67% | -0.57% | 1.34% | 1.31% | -1.54% | 2.46% | -1.72% | 0.98% |
| 2020 | 0.55% | 2.63% | -2.87% | 0.66% | 3.40% | 1.06% | -4.86% | -0.78% | 2.72% | -0.18% | -1.53% | -1.53% | -1.05% |
| 2019 | -1.18% | -0.55% | 2.59% | 0.17% | 3.65% | 0.79% | 4.59% | -0.71% | -0.71% | -4.64% | -0.58% | -0.85% | 2.26% |
| 2018 | -5.01% | 2.50% | -1.53% | 1.63% | 3.17% | 0.46% | 1.58% | 0.10% | 0.50% | 1.93% | 0.17% | 0.47% | 5.87% |
| 2017 | -1.32% | 1.91% | -0.57% | -2.64% | 0.39% | -0.95% | -0.92% | 3.03% | -3.91% | 1.18% | -1.82% | 0.13% | -5.55% |
| 2016 | 5.26% | 2.36% | -1.93% | -1.07% | 0.88% | 10.36% | 0.54% | 1.89% | 0.66% | 6.63% | -3.14% | 1.76% | 26.14% |
| 2015 | 4.13% | -2.45% | 4.45% | -2.72% | 1.09% | -3.16% | 0.82% | 0.96% | 1.83% | -1.30% | 2.32% | 1.00% | 6.82% |
| 2014 | -0.26% | -1.04% | -1.29% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SEMH.L is 11, indicating that it is in the bottom 11% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (SEMH.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF provided a 4.39% dividend yield over the last twelve months, with an annual payout of £0.92 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | £0.92 | £0.68 | £0.52 | £0.59 | £0.75 | £0.81 | £0.62 | £0.70 | £0.63 | £0.35 |
Dividend yield | 4.39% | 3.18% | 2.39% | 2.72% | 3.42% | 3.52% | 2.69% | 3.13% | 2.55% | 1.76% |
Monthly Dividends
The table displays the monthly dividend distributions for SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS 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 | £0.43 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.49 | £0.00 | £0.00 | £0.00 | £0.92 | |
| 2023 | £0.00 | £0.30 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.38 | £0.00 | £0.00 | £0.00 | £0.00 | £0.68 |
| 2022 | £0.00 | £0.25 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.28 | £0.00 | £0.00 | £0.00 | £0.00 | £0.52 |
| 2021 | £0.00 | £0.32 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.27 | £0.00 | £0.00 | £0.00 | £0.00 | £0.59 |
| 2020 | £0.00 | £0.42 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.33 | £0.00 | £0.00 | £0.00 | £0.00 | £0.75 |
| 2019 | £0.00 | £0.36 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.45 | £0.00 | £0.00 | £0.00 | £0.00 | £0.81 |
| 2018 | £0.00 | £0.27 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.35 | £0.00 | £0.00 | £0.00 | £0.00 | £0.62 |
| 2017 | £0.00 | £0.33 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.37 | £0.00 | £0.00 | £0.00 | £0.00 | £0.70 |
| 2016 | £0.00 | £0.28 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.34 | £0.00 | £0.00 | £0.00 | £0.00 | £0.63 |
| 2015 | £0.35 | £0.00 | £0.00 | £0.00 | £0.00 | £0.00 | £0.35 |
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 SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS 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 SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF was 13.63%, occurring on Apr 16, 2018. Recovery took 274 trading sessions.
The current SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF drawdown is 5.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.63% | Jan 17, 2017 | 312 | Apr 16, 2018 | 274 | May 16, 2019 | 586 |
| -13.61% | Sep 29, 2022 | 199 | Jul 14, 2023 | — | — | — |
| -13.24% | Aug 12, 2019 | 639 | Mar 7, 2022 | 135 | Sep 21, 2022 | 774 |
| -7.81% | Apr 13, 2015 | 47 | Jun 18, 2015 | 140 | Jan 6, 2016 | 187 |
| -5.32% | Oct 26, 2016 | 29 | Dec 5, 2016 | 24 | Jan 11, 2017 | 53 |
Volatility
Volatility Chart
The current SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF volatility is 2.07%, 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.