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EMB: iShares J.P. Morgan USD Emerging Markets Bond ETF (ETF)
Basic Info 88.58 0.72(0.82%) May 03
Asset Class: | Emerging Markets Bond |
MyPlanIQ Rating: | (94%) |
Start Date: | 12/19/2007 |
Last Dividend Date: | 05/01/2024 |
12-Mo. Yield | 4.84% |
Expenses | 0.39% |
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Performance Analytics (As of 05/02/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 12/19/2007 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.5 | 1.1 | 8.8 | -2.7 | 0.3 | 2.3 | 4.6 | 4.1 | 10.6 | -18.6 | -2.2 | 5.4 | 15.5 | -5.5 | 10.3 | 9.3 | 1.0 | 6.1 | -7.8 | 16.5 | 7.6 | 10.8 | 15.4 | -2.1 | 0.3 |
Sharpe Ratio | NA | -0.6 | 0.45 | -0.48 | -0.12 | 0.12 | NA | 0.29 | 0.65 | -1.29 | -0.32 | 0.27 | 2.55 | -1.21 | 2.29 | 1.2 | 0.16 | 0.97 | -0.82 | 3.35 | 1.04 | 1.26 | 0.87 | -0.13 | 5.45 |
Draw Down(%) | NA | 3.6 | 8.0 | 28.7 | 28.7 | 28.7 | NA | 34.7 | 8.0 | 26.8 | 7.3 | 26.5 | 2.7 | 8.9 | 2.4 | 7.6 | 6.2 | 7.4 | 14.5 | 4.9 | 7.1 | 6.9 | 17.3 | 34.7 | 0.1 |
Standard Deviation(%) | NA | 8.1 | 9.0 | 11.3 | 12.7 | 10.0 | NA | 11.3 | 9.9 | 15.5 | 6.9 | 19.5 | 5.5 | 5.6 | 4.2 | 7.5 | 6.4 | 6.2 | 9.6 | 5.0 | 7.3 | 8.5 | 17.6 | 22.6 | 1.7 |
Treynor Ratio | NA | -0.02 | 0.04 | -0.06 | -0.02 | 0.02 | NA | 0.08 | 0.08 | -0.19 | -0.03 | 0.08 | 0.36 | -0.17 | 0.27 | 0.26 | 0.08 | -2.32 | -0.15 | 1.0 | 0.25 | 0.47 | 0.49 | -0.32 | 11.03 |
Alpha | NA | 0.04 | 0.04 | 0.02 | 0.01 | 0.01 | NA | 0.02 | 0.03 | 0.02 | 0.01 | 0.0 | 0.05 | -0.02 | 0.02 | 0.03 | 0.01 | 0.02 | -0.02 | 0.06 | 0.02 | 0.04 | 0.05 | 0.0 | 0.03 |
Beta | NA | 2.87 | 0.93 | 0.94 | 0.84 | 0.57 | NA | 0.41 | 0.84 | 1.06 | 0.67 | 0.65 | 0.39 | 0.4 | 0.35 | 0.35 | 0.12 | -0.03 | 0.51 | 0.17 | 0.3 | 0.23 | 0.31 | 0.1 | 0.01 |
RSquared | NA | 0.19 | 0.45 | 0.45 | 0.26 | 0.18 | NA | 0.09 | 0.51 | 0.49 | 0.23 | 0.09 | 0.11 | 0.2 | 0.32 | 0.14 | 0.02 | 0.0 | 0.15 | 0.04 | 0.1 | 0.07 | 0.04 | 0.0 | 0.0 |
Yield(%) | N/A | 1.7 | 5.0 | 4.0 | 4.0 | 4.4 | 5.5 | N/A | 5.0 | 3.9 | 3.7 | 3.9 | 5.0 | 5.0 | 4.7 | 5.0 | 4.7 | 4.6 | 4.2 | 4.3 | 4.9 | 5.4 | 6.0 | 5.2 | 0.2 |
Dividend Growth(%) | N/A | -64.6 | 2.9 | -13.2 | -16.9 | N/A | N/A | N/A | -0.9 | -0.5 | -5.5 | -12.4 | -11.9 | 11.6 | -1.1 | 3.7 | 2.4 | -2.7 | 8.9 | -11.1 | -3.6 | -3.7 | 8.1 | 3206.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/19/2007
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See Emerging Markets Bond Asset Class Trend Rankings |
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Best ETFs
- PCY (Invesco Emerging Markets Sovereign Debt ETF) 1.21% (95%)
- EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF) 0.82% (94%)
- ELD (WisdomTree Emerging Markets Local Debt Fund) 0.52% (74%)
- EMLC (VanEck J.P. Morgan EM Local Currency Bond ETF) 0.66% (73%)
- EBND (SPDR® Bloomberg Emerging Markets Local Bond ETF) 0.75% (69%)
- LEMB (iShares J.P. Morgan EM Local Currency Bond ETF) 0.75% (68%)
- EMCB (WisdomTree Emerging Markets Corporate Bond Fund) 0.38% (66%)
- HYEM (VanEck Emerging Markets High Yield Bond ETF) 0.74% (65%)
- EMHY (iShares J.P. Morgan EM High Yield Bond ETF) 0.60% (65%)
- CEMB (iShares J.P. Morgan EM Corporate Bond ETF) 0.30% (64%)
Best Closed End Funds
- EDD (Morgan Stanley Emerging Markets Domestic Debt Closed Fund) 0.88% (100%)
- MSD (Morgan Stanley Emerging Markets Debt Closed Fund) 0.56% (99%)
- TEI (Templeton Emerging Markets Income Closed Fund) 1.32% (99%)
- EMD (Western Asset Emerging Markets Debt) 0.87% (98%)
- EDF (Stone Harbor Emerging Markets Income Fund) 1.83% (97%)