In the last 30 Years, the iShares JP Morgan USD Em Mkts Bd (EMB) ETF obtained a 9.70% compound annual return, with a 12.53% standard deviation.
In 2021, the ETF granted a 3.73% dividend yield. If you are interested in getting periodic income, please refer to the iShares JP Morgan USD Em Mkts Bd (EMB) 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
The iShares JP Morgan USD Em Mkts Bd (EMB) ETF is part of the following Lazy Portfolios:
Portfolio Name | Author | EMB Weight |
---|---|---|
Robo Advisor 80 | Betterment | 3.6% |
Robo Advisor 90 | Betterment | 1.7% |
Robo Advisor 10 | Betterment | 2.9% |
Robo Advisor 20 | Betterment | 5.9% |
Robo Advisor 50 | Betterment | 10.7% |
Late Sixties and Beyond | Burton Malkiel | 9.5% |
Late Thirties to Early Forties | Burton Malkiel | 5.0% |
Mid-Fifties | Burton Malkiel | 7.5% |
Mid-Twenties | Burton Malkiel | 4.0% |
Dynamic 40/60 Income | 20.0% | |
High Yield Bonds Income | 25.0% | |
All Country World 80/20 | 3.0% | |
All Country World 60/40 | 6.0% | |
All Country World 40/60 | 9.0% | |
All Country World 20/80 | 12.0% | |
All Country World Bonds | 15.0% |
Historical Returns as of Apr 30, 2022
Historical returns and stats of iShares JP Morgan USD Em Mkts Bd (EMB) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Apr 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Apr 2022
|
-6.67
|
-6.98
|
-6.67
Apr 2022 - Apr 2022
|
0 - 1
|
|
3M
|
-12.80
|
-14.83
|
-12.80
Feb 2022 - Apr 2022
|
0 - 3
|
|
6M
|
-15.54
|
-19.07
|
-15.74
Jan 2022 - Apr 2022
|
1 - 5
|
|
YTD
|
-15.74
|
-18.23
|
-15.74
Jan 2022 - Apr 2022
|
0 - 4
|
|
1Y
|
-14.90
|
-21.37
|
9.24
|
-17.64
Sep 2021 - Apr 2022
|
6 - 6
50% pos
|
3Y(*)
|
-2.13
|
-6.07
|
12.76
|
-17.64
Sep 2021 - Apr 2022
|
21 - 15
58% pos
|
5Y(*)
|
-0.23
|
-3.51
|
10.59
|
-17.64
Sep 2021 - Apr 2022
|
34 - 26
57% pos
|
10Y(*)
|
2.28
|
-0.06
|
9.10
|
-17.64
Sep 2021 - Apr 2022
|
74 - 46
62% pos
|
15Y(*)
|
4.06
|
1.74
|
11.63
|
-25.53
Jun 2008 - Oct 2008
|
116 - 64
64% pos
|
20Y(*)
|
6.55
|
4.04
|
11.42
|
-25.53
Jun 2008 - Oct 2008
|
161 - 79
67% pos
|
25Y(*)
|
8.09
|
5.57
|
12.95
|
-31.43
May 1998 - Aug 1998
|
204 - 96
68% pos
|
30Y(*)
|
9.70
|
7.07
|
12.53
|
-31.43
May 1998 - Aug 1998
|
248 - 112
69% pos
|
MAX(*)
01 Jan 1992
|
9.53
|
6.91
|
12.48
|
-31.43
May 1998 - Aug 1998
|
250 - 114
69% pos
|
US Inflation is updated to Apr 2022. Current inflation (annualized) is 1Y: 8.22% , 5Y: 3.40% , 10Y: 2.33% , 30Y: 2.46%
ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
Capital Growth as of Apr 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 USD Em Mkts Bd (EMB) ETF: Dividend Yield page.
The Inflation Adjusted Capital now would be 7769.05$, with a net total return of 676.91% (7.07% annualized).
The Inflation Adjusted Capital now would be 7580.99$, with a net total return of 658.10% (6.91% annualized).
Drawdowns
Worst drawdowns since May 1992.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-31.43% | May 1998 | Aug 1998 | 4 | Nov 1999 | 15 | 19 |
-25.53% | Jun 2008 | Oct 2008 | 5 | Jul 2009 | 9 | 14 |
-17.64% | Sep 2021 | Apr 2022 | 8 | in progress | 8 | |
-16.04% | Feb 2020 | Mar 2020 | 2 | Aug 2020 | 5 | 7 |
-14.90% | Feb 1994 | Mar 1995 | 14 | Jun 1995 | 3 | 17 |
-14.42% | May 2002 | Jul 2002 | 3 | Dec 2002 | 5 | 8 |
-11.28% | Jan 2013 | Aug 2013 | 8 | May 2014 | 9 | 17 |
-10.24% | Oct 1997 | Oct 1997 | 1 | Mar 1998 | 5 | 6 |
-7.92% | Apr 2004 | May 2004 | 2 | Aug 2004 | 3 | 5 |
-7.24% | Jan 2018 | Nov 2018 | 11 | Mar 2019 | 4 | 15 |
-6.29% | Feb 1996 | Feb 1996 | 1 | May 1996 | 3 | 4 |
-5.97% | Oct 2016 | Nov 2016 | 2 | Apr 2017 | 5 | 7 |
-5.47% | Jan 2021 | Mar 2021 | 3 | Aug 2021 | 5 | 8 |
-5.12% | Nov 2010 | Feb 2011 | 4 | Jun 2011 | 4 | 8 |
-4.79% | Sep 2011 | Sep 2011 | 1 | Oct 2011 | 1 | 2 |
-4.33% | Mar 2006 | May 2006 | 3 | Aug 2006 | 3 | 6 |
-4.32% | Jun 2003 | Jul 2003 | 2 | Sep 2003 | 2 | 4 |
-4.12% | Mar 1997 | Mar 1997 | 1 | May 1997 | 2 | 3 |
-4.11% | May 2015 | Sep 2015 | 5 | Mar 2016 | 6 | 11 |
-3.79% | Apr 2000 | May 2000 | 2 | Jun 2000 | 1 | 3 |
Worst drawdowns since January 1992.
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-31.43% | May 1998 | Aug 1998 | 4 | Nov 1999 | 15 | 19 |
-25.53% | Jun 2008 | Oct 2008 | 5 | Jul 2009 | 9 | 14 |
-17.64% | Sep 2021 | Apr 2022 | 8 | in progress | 8 | |
-16.04% | Feb 2020 | Mar 2020 | 2 | Aug 2020 | 5 | 7 |
-14.90% | Feb 1994 | Mar 1995 | 14 | Jun 1995 | 3 | 17 |
-14.42% | May 2002 | Jul 2002 | 3 | Dec 2002 | 5 | 8 |
-11.28% | Jan 2013 | Aug 2013 | 8 | May 2014 | 9 | 17 |
-10.24% | Oct 1997 | Oct 1997 | 1 | Mar 1998 | 5 | 6 |
-7.92% | Apr 2004 | May 2004 | 2 | Aug 2004 | 3 | 5 |
-7.24% | Jan 2018 | Nov 2018 | 11 | Mar 2019 | 4 | 15 |
-6.29% | Feb 1996 | Feb 1996 | 1 | May 1996 | 3 | 4 |
-5.97% | Oct 2016 | Nov 2016 | 2 | Apr 2017 | 5 | 7 |
-5.47% | Jan 2021 | Mar 2021 | 3 | Aug 2021 | 5 | 8 |
-5.12% | Nov 2010 | Feb 2011 | 4 | Jun 2011 | 4 | 8 |
-4.79% | Sep 2011 | Sep 2011 | 1 | Oct 2011 | 1 | 2 |
-4.33% | Mar 2006 | May 2006 | 3 | Aug 2006 | 3 | 6 |
-4.32% | Jun 2003 | Jul 2003 | 2 | Sep 2003 | 2 | 4 |
-4.12% | Mar 1997 | Mar 1997 | 1 | May 1997 | 2 | 3 |
-4.11% | May 2015 | Sep 2015 | 5 | Mar 2016 | 6 | 11 |
-3.79% | Apr 2000 | May 2000 | 2 | Jun 2000 | 1 | 3 |
Rolling Returns ( more details)
iShares JP Morgan USD Em Mkts Bd (EMB) ETF: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
11.03 |
47.27 Nov 2008 - Oct 2009 |
-28.11 Sep 1997 - Aug 1998 |
19.26% |
2 Years |
10.72 |
37.08 Mar 1995 - Feb 1997 |
-9.36 Nov 2006 - Oct 2008 |
6.45% |
3 Years |
10.74 |
31.65 Apr 1995 - Mar 1998 |
-2.93 Nov 2005 - Oct 2008 |
1.82% |
5 Years |
10.88 |
25.13 Sep 1998 - Aug 2003 |
-0.23 May 2017 - Apr 2022 |
0.33% |
7 Years |
10.79 |
22.19 Sep 1998 - Aug 2005 |
1.48 May 2015 - Apr 2022 |
0.00% |
10 Years |
11.05 |
19.30 Apr 1995 - Mar 2005 |
2.28 May 2012 - Apr 2022 |
0.00% |
15 Years |
10.84 |
15.74 Apr 1995 - Mar 2010 |
4.06 May 2007 - Apr 2022 |
0.00% |
20 Years |
10.97 |
13.78 Dec 1992 - Nov 2012 |
6.55 May 2002 - Apr 2022 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the iShares JP Morgan USD Em Mkts Bd (EMB) ETF: Rolling Returns page.
Seasonality
iShares JP Morgan USD Em Mkts Bd (EMB) ETF: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
0.36 61% |
0.32 61% |
0.17 65% |
1.57 84% |
0.52 57% |
0.68 67% |
1.14 77% |
0.68 77% |
0.68 60% |
0.24 67% |
1.28 63% |
2.35 87% |
Best Year |
6.9 1996 |
5.9 2000 |
6.8 1999 |
8.3 1999 |
7.4 1995 |
4.7 2000 |
4.1 1997 |
8.2 2002 |
7.8 1998 |
8.4 2002 |
9.5 2008 |
17.7 2008 |
Worst Year |
-7.0 2009 |
-6.3 1996 |
-15.0 2020 |
-7.2 2004 |
-6.3 1999 |
-7.0 2002 |
-6.9 2002 |
-27.9 1998 |
-7.1 2008 |
-19.4 2008 |
-4.4 2010 |
-2.7 2014 |
Monthly/Yearly Returns
iShares JP Morgan USD Em Mkts Bd (EMB) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-15.74 | -18.23 | -3.4 | -5.5 | -1.1 | -6.7 | ||||||||
2021 |
-2.24 | -8.71 | -1.8 | -3.0 | -0.7 | 2.4 | 1.0 | 0.9 | 0.6 | 0.9 | -2.6 | 0.2 | -1.9 | 2.2 |
2020 |
+5.42 | +4.09 | 1.2 | -1.3 | -15.0 | 4.4 | 6.3 | 3.0 | 3.9 | 0.7 | -2.1 | -0.5 | 4.2 | 2.2 |
2019 |
+15.48 | +12.92 | 4.8 | 0.4 | 1.5 | 0.2 | 0.5 | 3.5 | 0.7 | 1.6 | -1.1 | 0.6 | -1.0 | 2.9 |
2018 |
-5.47 | -7.25 | -0.6 | -2.2 | 0.6 | -2.1 | -0.8 | -1.5 | 2.6 | -2.3 | 2.0 | -2.5 | -0.5 | 1.9 |
2017 |
+10.28 | +7.98 | 1.7 | 1.7 | 0.5 | 1.7 | 0.8 | -0.7 | 1.2 | 2.0 | -0.2 | 0.2 | -0.3 | 1.2 |
2016 |
+9.26 | +7.07 | 0.0 | 1.8 | 3.3 | 1.6 | -0.2 | 4.2 | 1.4 | 1.3 | 0.4 | -1.7 | -4.3 | 1.5 |
2015 |
+1.04 | +0.39 | 1.9 | 1.0 | 0.0 | 1.2 | -0.3 | -1.8 | 0.1 | -1.1 | -1.1 | 2.4 | 0.3 | -1.5 |
2014 |
+6.05 | +5.36 | -0.8 | 3.4 | 1.2 | 1.1 | 3.5 | 0.0 | -0.3 | 1.3 | -2.2 | 2.0 | -0.4 | -2.7 |
2013 |
-7.79 | -9.16 | -2.9 | 0.3 | -0.9 | 3.6 | -4.9 | -4.4 | 0.2 | -2.4 | 3.2 | 2.5 | -2.0 | 0.3 |
2012 |
+16.92 | +14.89 | 1.1 | 2.5 | -0.1 | 1.8 | -2.8 | 4.1 | 3.7 | 1.2 | 1.8 | 0.6 | 1.2 | 0.7 |
2011 |
+7.64 | +4.44 | -1.0 | -0.1 | 1.6 | 1.7 | 1.4 | 0.6 | 2.0 | 0.5 | -4.8 | 5.2 | -1.3 | 1.9 |
2010 |
+10.83 | +9.26 | -0.5 | 1.3 | 2.6 | 0.5 | -1.8 | 2.4 | 4.1 | 2.6 | 1.6 | 1.9 | -4.4 | 0.4 |
2009 |
+15.38 | +12.23 | -7.0 | -5.6 | 5.1 | 7.7 | 2.9 | 1.0 | 3.1 | 2.4 | 5.2 | -0.5 | 0.8 | 0.2 |
2008 |
-2.14 | -2.12 | 0.9 | -0.4 | 0.1 | 1.2 | 0.1 | -2.0 | 0.8 | 0.7 | -7.1 | -19.4 | 9.5 | 17.7 |
2007 |
+5.61 | +1.45 | -0.8 | 1.7 | 1.3 | 1.3 | 0.0 | -1.9 | -1.3 | 0.8 | 3.2 | 1.7 | -0.6 | 0.3 |
2006 |
+9.78 | +7.08 | 1.2 | 2.3 | -2.2 | 0.1 | -2.3 | 0.2 | 3.4 | 2.4 | 0.4 | 1.5 | 1.6 | 0.9 |
2005 |
+11.75 | +8.14 | 0.8 | 0.7 | -2.9 | 2.0 | 3.1 | 1.7 | -0.2 | 2.3 | 1.8 | -1.9 | 1.7 | 2.2 |
2004 |
+12.24 | +8.61 | 1.1 | -0.4 | 2.5 | -7.2 | -0.8 | 1.8 | 2.7 | 5.0 | 1.7 | 1.7 | 1.0 | 3.0 |
2003 |
+32.55 | +29.91 | 2.3 | 4.2 | 3.7 | 6.5 | 4.1 | -0.4 | -4.0 | 3.1 | 3.7 | 0.9 | 1.8 | 3.0 |
2002 |
+12.81 | +10.08 | 2.5 | 4.6 | 0.2 | 1.3 | -1.2 | -7.0 | -6.9 | 8.2 | -4.3 | 8.4 | 3.7 | 4.1 |
2001 |
+28.20 | +26.17 | 4.3 | -0.4 | 0.8 | 0.6 | 2.3 | 3.1 | 0.8 | 5.1 | -3.6 | 4.2 | 5.4 | 3.0 |
2000 |
+14.59 | +10.78 | -2.2 | 5.9 | 2.5 | -1.9 | -1.9 | 4.7 | 2.4 | 3.5 | -1.3 | -1.7 | 0.5 | 3.6 |
1999 |
+26.59 | +23.29 | -3.5 | 2.0 | 6.8 | 8.3 | -6.3 | 3.0 | -0.6 | -0.2 | 4.5 | 3.2 | 2.7 | 4.7 |
1998 |
-11.76 | -13.15 | 0.1 | 2.9 | 3.0 | 0.3 | -3.2 | -3.3 | 1.5 | -27.9 | 7.8 | 5.2 | 8.0 | -1.2 |
1997 |
+16.85 | +14.90 | 3.2 | 3.2 | -4.1 | 3.8 | 4.3 | 3.1 | 4.1 | 0.0 | 3.3 | -10.2 | 2.8 | 3.4 |
1996 |
+36.82 | +32.34 | 6.9 | -6.3 | 1.4 | 4.5 | 1.4 | 2.9 | 2.3 | 3.5 | 7.0 | 1.6 | 6.0 | 1.3 |
1995 |
+25.86 | +22.75 | 0.6 | -3.0 | -4.1 | 7.8 | 7.4 | 1.6 | -0.2 | 2.3 | 2.9 | -0.3 | 2.6 | 6.4 |
1994 |
-8.36 | -10.68 | 0.7 | -3.7 | -3.0 | -0.2 | -1.1 | -1.9 | 1.0 | 0.1 | -0.3 | 0.6 | 0.4 | -1.4 |
1993 |
+23.34 | +19.97 | 2.2 | 2.1 | 1.4 | 0.3 | 0.2 | 3.2 | 2.0 | 2.8 | 0.2 | 2.6 | 0.0 | 4.1 |
1992 |
+9.76 | +6.59 | -1.8 | 0.2 | -0.6 | 0.6 | 3.9 | 0.3 | 3.1 | -0.2 | 0.3 | -1.3 | 0.7 | 4.2 |
ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.