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 yield5.5%
Expense ratio0.39%
Average spread0.013%
1Y roundtrip cost0.403%

Historic prices

Total Returns (including dividends)

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%
20201.2%-1.3%-15.0%4.4%6.3%3.0%3.9%0.7%-2.1%-0.5%4.2%2.2%7.1%
20194.8%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%
20171.7%1.7%0.5%1.7%0.8%-0.7%1.2%2.0%-0.2%0.2%-0.3%1.2%9.9%
20160.0%1.8%3.3%1.6%-0.2%4.2%1.4%1.3%0.4%-1.7%-4.3%1.5%9.2%
20151.9%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%
20121.1%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

Monthly dividend heatmap

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
20220.370.360.380.360.340.360.350.310.373.20
20210.360.350.350.350.360.350.350.350.340.360.363.88
20200.410.420.410.380.340.330.330.330.370.400.404.10
20190.440.440.450.450.460.440.420.410.400.410.414.73
20180.310.340.370.410.450.450.440.440.450.460.454.58
20170.440.440.440.440.440.440.450.450.450.450.454.90
20160.420.440.430.410.440.530.500.490.500.450.455.06
20150.380.360.380.400.420.420.420.460.470.440.424.57
20140.420.430.420.410.410.400.400.290.390.410.424.41
20130.430.430.410.410.410.440.460.460.430.440.414.72
20120.430.450.450.440.440.450.450.430.400.394.32
20110.460.450.450.450.460.450.420.440.440.450.444.89
0.004.884.914.954.924.975.064.984.865.024.244.59

Sectors and Top Holdings

Security % Assets
Government of Russia 5.25% 23-JUN-20470.84%
Government of Kuwait 3.5% 20-MAR-20270.70%
Government of Qatar 4.817% 14-MAR-20490.51%
Petronas Capital Ltd. 4.55% 21-APR-20500.48%
Government of Uruguay 4.975% 20-APR-20550.47%
Government of Peru 5.625% 18-NOV-20500.45%
Government of Ukraine 7.375% 25-SEP-20320.44%
Government of Saudi Arabia 4.5% 26-OCT-20460.44%
Russia Ministry of Finance 5.1% 28-MAR-20350.44%
Government of Ecuador 5.0% 31-JUL-20300.44%
Government of Colombia 5.0% 15-JUN-20450.43%
Top 11 Weights5.64%

Compare with similar ETFs

EMB EMHC JPMB NUHY PCY VWOB
Product nameiShares J.P. Morgan USD Emerging Markets Bond ETFSPDR Bloomberg Barclays Emerging Markets USD Bond ETFJPMorgan USD Emerging Markets Sovereign Bond ETFNuveen ESG High Yield Corporate Bond ETFPowerShares Emerging Markets Sovereign Debt Portfolio ETFVanguard Emerging Markets Government Bond ETF
IssueriSharesSPDRJPMorganNuveenInvescoVanguard
Price$77.94$21.473$35.2842$19.81$16.42$55.88
Expense Ratio0.39%better0.23%0.39%better0.3%worse0.5%better0.25%
Average Spread0.013%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
Shares179,866,3376,018,7041,504,0074,186,809102,053,97338,966,362
Average Daily Volume8,209,1534,0637,59714,4271,021,943566,310
Home pageVisit external siteVisit external siteVisit external siteVisit external siteVisit external site
Inception Date2007-12-172021-04-062018-01-292019-09-252007-10-112013-05-31
Index TrackedJ.P. Morgan EMBI Global Core IndexBloomberg Emerging USD Bond Core IndexJ.P. Morgan Emerging Markets Risk-Aware Bond IndexBloomberg MSCI US High Yield Very Liquid ESG Select IndexDB Emerging Market USD Liquid Balanced IndexBloomberg USD Emerging Markets Government RIC Capped Index
CategoryEmerging Markets BondsEmerging Markets BondsEmerging Markets BondsHigh Yield BondsEmerging Markets BondsEmerging Markets Bonds
Asset ClassBondBondBondBondBondBond
Asset Class Size
Value or Growth
Region
CountriesBroadBroadBroadU.S.BroadBroad
Annual Dividend Rate$4.284$1.197$1.993$1.233$1.192$3.187
Annual Dividend Yield0.055%0.056%0.056%0.062%0.073%0.057%
Number of Holdings5830258315107728
YTD Return-25.97%-25.34%-24.39%-15.32%-34.63%-25.35%
Beta0.070.43-0.040.020.00-0.10
Upside Beta0.03-0.39-0.06-0.07-0.03-0.03
Downside Beta0.05-0.58-0.20-0.470.08-0.04
Volatility 1Y13.76%12.66%12.62%10.10%18.26%12.97%
Sharpe Ratio 3Y-1.080.00-1.11-0.73-1.22-1.07
Treynor Ratio 3Y-0.150.000.25-0.24-9.050.09

Historic volatility

Implied volatility

Put/Call Ratio (option volume)

Put/Call Ratio (open interest)

Volatility Spread

Volatility Skew