Data Source: from January 2012 to June 2022
Consolidated Returns as of 30 Jun 2022
Category: Fixed Income
ETF: iShares JP Morgan EM Local Ccy Bd (LEMB)

In the last 10 Years, the iShares JP Morgan EM Local Ccy Bd (LEMB) ETF obtained a -1.49% compound annual return, with a 10.68% standard deviation.

In 2021, the ETF granted a 3.37% dividend yield. If you are interested in getting periodic income, please refer to the iShares JP Morgan EM Local Ccy Bd (LEMB) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Bond
  • Region: Emerging Markets
  • Country: Broad Emerging Markets
  • Bond - Duration: All-Term

Historical Returns as of Jun 30, 2022

Historical returns and stats of iShares JP Morgan EM Local Ccy Bd (LEMB) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES JP MORGAN EM LOCAL CCY BD (LEMB) ETF
Consolidated returns as of 30 Jun 2022
Data Source: from January 2012 to June 2022
Swipe left to see all data
Period Return (%)
as of Jun 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jun 2022
-3.31
-3.31
-3.31
Jun 2022 - Jun 2022
0 - 1
3M
-7.42
-8.62
-7.42
Apr 2022 - Jun 2022
1 - 2
6M
-12.88
-16.27
-13.45
Feb 2022 - Jun 2022
2 - 4
YTD
-12.88
-16.27
-13.45
Feb 2022 - Jun 2022
2 - 4
1Y
-18.63
-24.36
6.71
-18.69
Sep 2021 - Jun 2022
4 - 8
33% pos
3Y(*)
-7.09
-11.09
11.43
-21.51
Jan 2021 - Jun 2022
16 - 20
44% pos
5Y(*)
-3.17
-6.54
11.49
-21.51
Jan 2021 - Jun 2022
29 - 31
48% pos
10Y(*)
-1.49
-3.86
10.68
-23.17
May 2013 - Jun 2022
61 - 59
51% pos
MAX(*)
01 Jan 2012
-1.29
-3.60
10.69
-23.17
May 2013 - Jun 2022
65 - 61
52% pos
(*) Returns over 1 year are annualized

US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46%

Capital Growth as of Jun 30, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares JP Morgan EM Local Ccy Bd (LEMB) ETF: Dividend Yield page.

An investment of 1000$, since July 2012, now would be worth 860.18$, with a total return of -13.98% (-1.49% annualized).

The Inflation Adjusted Capital now would be 674.40$, with a net total return of -32.56% (-3.86% annualized).
An investment of 1000$, since January 2012, now would be worth 872.65$, with a total return of -12.73% (-1.29% annualized).

The Inflation Adjusted Capital now would be 680.29$, with a net total return of -31.97% (-3.60% annualized).

Drawdowns

Worst drawdowns since July 2012.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-23.17% May 2013 Jun 2022 110 in progress 110
-0.70% Feb 2013 Mar 2013 2 Apr 2013 1 3

Worst drawdowns since January 2012.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-23.17% May 2013 Jun 2022 110 in progress 110
-6.32% Mar 2012 May 2012 3 Jul 2012 2 5
-0.70% Feb 2013 Mar 2013 2 Apr 2013 1 3

Rolling Returns ( more details)

iShares JP Morgan EM Local Ccy Bd (LEMB) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
-0.26 15.62
Oct 2015 - Sep 2016
-18.98
Sep 2014 - Aug 2015
51.30%
2 Years
-0.30 12.54
Feb 2016 - Jan 2018
-8.91
Oct 2013 - Sep 2015
52.43%
3 Years
-0.42 6.94
Feb 2016 - Jan 2019
-7.81
Feb 2013 - Jan 2016
57.14%
5 Years
0.23 4.71
Feb 2016 - Jan 2021
-3.17
Jul 2017 - Jun 2022
53.73%
7 Years
-0.29 1.29
Feb 2014 - Jan 2021
-2.63
May 2013 - Apr 2020
69.77%
10 Years
-0.84 0.02
Jan 2012 - Dec 2021
-1.50
May 2012 - Apr 2022
85.71%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the iShares JP Morgan EM Local Ccy Bd (LEMB) ETF: Rolling Returns page.

Seasonality

iShares JP Morgan EM Local Ccy Bd (LEMB) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.86
55%
-0.57
36%
-0.73
36%
0.56
73%
-1.33
45%
0.60
55%
0.90
60%
-1.62
40%
-0.20
50%
0.39
60%
-0.89
40%
1.33
70%
Best
Year
5.5
2019
3.0
2014
9.3
2016
3.2
2015
5.8
2020
6.1
2019
3.8
2020
1.5
2014
5.1
2013
4.0
2015
4.8
2020
4.2
2018
Worst
Year
-3.2
2014
-4.2
2022
-11.9
2020
-4.7
2022
-6.3
2013
-3.3
2022
-3.1
2015
-7.1
2018
-5.5
2014
-2.8
2017
-6.4
2016
-3.0
2014
Statistics calculated for the period Jan 2012 - Jun 2022

Monthly/Yearly Returns

iShares JP Morgan EM Local Ccy Bd (LEMB) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
65 Positive Months (52%) - 61 Negative Months (48%)
Jan 2012 - Jun 2022
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-12.88 -16.27 0.7 -4.2 -2.4 -4.7 0.5 -3.3
2021
-9.91 -15.88 -1.1 -2.4 -2.6 1.9 1.8 -1.1 -0.5 0.5 -3.0 -1.2 -3.2 0.6
2020
+3.10 +1.80 -0.8 -2.4 -11.9 2.5 5.8 0.4 3.8 -0.1 -1.1 -0.4 4.8 3.6
2019
+6.39 +4.04 5.5 -1.4 -2.2 -0.1 -0.5 6.1 0.2 -5.3 0.8 3.2 -3.1 3.7
2018
-4.39 -6.19 4.4 -1.2 1.3 -3.3 -6.2 -3.0 2.5 -7.1 2.1 0.5 2.0 4.2
2017
+12.49 +10.14 3.0 1.6 1.4 0.8 1.0 0.7 3.0 1.2 -0.7 -2.8 1.2 1.6
2016
+6.27 +4.14 -1.4 0.1 9.3 1.5 -3.9 5.8 1.0 -0.2 1.4 -1.9 -6.4 1.7
2015
-12.11 -12.67 -0.9 -0.5 -2.9 3.2 -2.5 -1.1 -3.1 -3.3 -3.1 4.0 -2.0 -0.3
2014
-2.92 -3.55 -3.2 3.0 2.7 1.7 1.6 1.0 -1.2 1.5 -5.5 0.3 -1.3 -3.0
2013
-6.73 -8.12 0.1 -0.5 -0.2 2.5 -6.3 -2.2 -0.3 -3.6 5.1 1.1 -1.4 -0.9
2012
+11.43 +9.50 3.2 1.6 -0.4 0.0 -5.9 3.3 3.6 0.0 2.0 1.0 0.5 2.2
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