iShares J.P. Morgan USD Emerging Markets Bond ETF

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

Description

The investment seeks to track the performance of the J.P. Morgan EMBI Global Core Index. The EMB ETF contains 583 constituents. It is focused on holdings in the region.

Price $77.94 as of 2022-10-21

Cost/Risk/Yield

Dividend yield	5.5%
Expense ratio	0.39%
Average spread	0.013%
1Y roundtrip cost	0.403%

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022	-3.4%	-5.5%	-1.1%	-6.7%	0.8%	-6.2%	3.6%	-2.7%	-6.6%	-1.4%			-29.1%
2021	-1.8%	-3.0%	-0.7%	2.4%	1.0%	0.9%	0.6%	0.9%	-2.6%	0.2%	-1.9%	2.2%	-2.1%
2020	1.2%	-1.3%	-15.0%	4.4%	6.3%	3.0%	3.9%	0.7%	-2.1%	-0.5%	4.2%	2.2%	7.1%
2019	4.8%	0.4%	1.5%	0.2%	0.5%	3.5%	0.7%	1.6%	-1.1%	0.6%	-0.9%	2.9%	14.6%
2018	-0.6%	-2.2%	0.6%	-2.1%	-0.8%	-1.5%	2.6%	-2.3%	2.0%	-2.5%	-0.5%	1.9%	-5.4%
2017	1.7%	1.7%	0.5%	1.7%	0.8%	-0.7%	1.2%	2.0%	-0.2%	0.2%	-0.3%	1.2%	9.9%
2016	0.0%	1.8%	3.3%	1.6%	-0.2%	4.2%	1.4%	1.3%	0.4%	-1.7%	-4.3%	1.5%	9.2%
2015	1.9%	1.0%	0.0%	1.2%	-0.3%	-1.8%	0.1%	-1.1%	-1.1%	2.4%	0.3%	-1.5%	1.1%
2014	-0.8%	3.4%	1.2%	1.1%	3.5%	0.0%	-0.3%	1.3%	-2.2%	2.0%	-0.4%	-2.7%	6.1%
2013	-2.9%	0.3%	-0.9%	3.6%	-4.9%	-4.4%	0.2%	-2.4%	3.2%	2.5%	-2.0%	0.3%	-7.6%
2012	1.1%	2.5%	-0.1%	1.8%	-2.8%	4.1%	3.7%	1.2%	1.8%	0.6%	0.9%	0.7%	15.6%
2011	-1.0%	-0.1%	1.6%	1.7%	1.4%	0.6%	2.0%	0.5%	-4.8%	5.2%	-1.3%	1.9%	7.7%
	0.3%	-1.1%	-9.2%	10.9%	5.2%	1.6%	19.6%	0.9%	-13.2%	7.6%	-6.2%	10.6%

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2022		0.37	0.36	0.38	0.36	0.34	0.36	0.35	0.31	0.37			3.20
2021		0.36	0.35	0.35	0.35	0.36	0.35	0.35	0.35	0.34	0.36	0.36	3.88
2020		0.41	0.42	0.41	0.38	0.34	0.33	0.33	0.33	0.37	0.40	0.40	4.10
2019		0.44	0.44	0.45	0.45	0.46	0.44	0.42	0.41	0.40	0.41	0.41	4.73
2018		0.31	0.34	0.37	0.41	0.45	0.45	0.44	0.44	0.45	0.46	0.45	4.58
2017		0.44	0.44	0.44	0.44	0.44	0.44	0.45	0.45	0.45	0.45	0.45	4.90
2016		0.42	0.44	0.43	0.41	0.44	0.53	0.50	0.49	0.50	0.45	0.45	5.06
2015		0.38	0.36	0.38	0.40	0.42	0.42	0.42	0.46	0.47	0.44	0.42	4.57
2014		0.42	0.43	0.42	0.41	0.41	0.40	0.40	0.29	0.39	0.41	0.42	4.41
2013		0.43	0.43	0.41	0.41	0.41	0.44	0.46	0.46	0.43	0.44	0.41	4.72
2012		0.43	0.45	0.45	0.44	0.44	0.45	0.45	0.43	0.40		0.39	4.32
2011		0.46	0.45	0.45	0.45	0.46	0.45	0.42	0.44	0.44	0.45	0.44	4.89
	0.00	4.88	4.91	4.95	4.92	4.97	5.06	4.98	4.86	5.02	4.24	4.59

Sectors and Top Holdings

Security	% Assets
Government of Russia 5.25% 23-JUN-2047	0.84%
Government of Kuwait 3.5% 20-MAR-2027	0.70%
Government of Qatar 4.817% 14-MAR-2049	0.51%
Petronas Capital Ltd. 4.55% 21-APR-2050	0.48%
Government of Uruguay 4.975% 20-APR-2055	0.47%
Government of Peru 5.625% 18-NOV-2050	0.45%
Government of Ukraine 7.375% 25-SEP-2032	0.44%
Government of Saudi Arabia 4.5% 26-OCT-2046	0.44%
Russia Ministry of Finance 5.1% 28-MAR-2035	0.44%
Government of Ecuador 5.0% 31-JUL-2030	0.44%
Government of Colombia 5.0% 15-JUN-2045	0.43%
Top 11 Weights	5.64%

Compare with similar ETFs

	EMB	EMHC	JPMB	NUHY	PCY	VWOB
Product name	iShares J.P. Morgan USD Emerging Markets Bond ETF	SPDR Bloomberg Barclays Emerging Markets USD Bond ETF	JPMorgan USD Emerging Markets Sovereign Bond ETF	Nuveen ESG High Yield Corporate Bond ETF	PowerShares Emerging Markets Sovereign Debt Portfolio ETF	Vanguard Emerging Markets Government Bond ETF
Issuer	iShares	SPDR	JPMorgan	Nuveen	Invesco	Vanguard
Price	$77.94	$21.473	$35.2842	$19.81	$16.42	$55.88
Expense Ratio	0.39%	0.23%	0.39%	0.3%	0.5%	0.25%
Average Spread	0.013%	0.093%	0.057%	0.252%	0.061%	0.054%
AUM	$14,018,800,000	$129,240,000	$53,067,700	$82,940,700	$1,675,730,000	$2,177,440,000
Shares	179,866,337	6,018,704	1,504,007	4,186,809	102,053,973	38,966,362
Average Daily Volume	8,209,153	4,063	7,597	14,427	1,021,943	566,310
Home page	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site	Visit external site
Inception Date	2007-12-17	2021-04-06	2018-01-29	2019-09-25	2007-10-11	2013-05-31
Index Tracked	J.P. Morgan EMBI Global Core Index	Bloomberg Emerging USD Bond Core Index	J.P. Morgan Emerging Markets Risk-Aware Bond Index	Bloomberg MSCI US High Yield Very Liquid ESG Select Index	DB Emerging Market USD Liquid Balanced Index	Bloomberg USD Emerging Markets Government RIC Capped Index
Category	Emerging Markets Bonds	Emerging Markets Bonds	Emerging Markets Bonds	High Yield Bonds	Emerging Markets Bonds	Emerging Markets Bonds
Asset Class	Bond	Bond	Bond	Bond	Bond	Bond
Asset Class Size
Value or Growth
Region
Countries	Broad	Broad	Broad	U.S.	Broad	Broad
Annual Dividend Rate	$4.284	$1.197	$1.993	$1.233	$1.192	$3.187
Annual Dividend Yield	0.055%	0.056%	0.056%	0.062%	0.073%	0.057%
Number of Holdings	583	0	258	315	107	728
YTD Return	-25.97%	-25.34%	-24.39%	-15.32%	-34.63%	-25.35%
Beta	0.07	0.43	-0.04	0.02	0.00	-0.10
Upside Beta	0.03	-0.39	-0.06	-0.07	-0.03	-0.03
Downside Beta	0.05	-0.58	-0.20	-0.47	0.08	-0.04
Volatility 1Y	13.76%	12.66%	12.62%	10.10%	18.26%	12.97%
Sharpe Ratio 3Y	-1.08	0.00	-1.11	-0.73	-1.22	-1.07
Treynor Ratio 3Y	-0.15	0.00	0.25	-0.24	-9.05	0.09

Securities Database

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

Description

Cost/Risk/Yield

Historic prices

Total Returns (including dividends)

Returns by Year

Returns by Period

Monthly returns heatmap

Historical Dividends

Dividends by Year

Dividend Yields by Year

Monthly dividend heatmap

Sectors and Top Holdings

Compare with similar ETFs

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew