Last Update: 31 Aug 2020
In the last 10 years, the iShares JP Morgan USD Em Mkts Bd (EMB) ETF obtained a 5.14% compound annual return, with a 8.73% standard deviation.
In 2019, the portfolio granted a 5.08% dividend yield. If you are interested in getting periodic income, please refer to the iShares JP Morgan USD Em Mkts Bd (EMB): 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 present in the following Lazy Portfolios:
| Portfolio Name | Author | ETF 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% |
Capital Growth and Historical Returns
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): Dividend Yield page.
| Period | Returns Aug 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+0.72%
|
0.00%
|
1 - 0 | |
|
3M
|
+7.72%
|
0.00%
|
3 - 0 | |
|
6M
|
+1.62%
|
-14.97%
Mar 2020 - Mar 2020
|
5 - 1 | |
|
YTD
|
+1.59%
|
-16.03%
Feb 2020 - Mar 2020
|
6 - 2 | |
|
1Y
|
+3.05%
|
17.87%
|
-16.03%
Feb 2020 - Mar 2020
|
8 - 4 |
|
3Y
|
+3.86%
annualized
|
11.51%
|
-16.03%
Feb 2020 - Mar 2020
|
22 - 14 |
|
5Y
|
+5.99%
annualized
|
9.72%
|
-16.03%
Feb 2020 - Mar 2020
|
40 - 20 |
|
10Y
|
+5.14%
annualized
|
8.73%
|
-16.03%
Feb 2020 - Mar 2020
|
79 - 41 |
|
MAX
01 Jan 2008
|
+5.95%
annualized
|
12.06%
|
-25.52%
Jun 2008 - Oct 2008
|
102 - 50 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns
iShares JP Morgan USD Em Mkts Bd (EMB) ETF: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+6.68% |
+47.27% Nov 2008 - Oct 2009 |
-14.50% Mar 2008 - Feb 2009 |
26.24% |
| 2 Years |
+6.53% |
+31.11% Nov 2008 - Oct 2010 |
-2.56% Apr 2018 - Mar 2020 |
3.10% |
| 3 Years |
+6.26% |
+20.84% Nov 2008 - Oct 2011 |
-0.53% Apr 2017 - Mar 2020 |
1.71% |
| 5 Years |
+5.85% |
+14.26% Nov 2008 - Oct 2013 |
+1.89% Apr 2015 - Mar 2020 |
0.00% |
| 7 Years |
+5.72% |
+11.00% Nov 2008 - Oct 2015 |
+1.95% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+6.24% |
+8.70% Nov 2008 - Oct 2018 |
+4.07% Apr 2010 - Mar 2020 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Seasonality and Yearly/Monthly Returns
iShares JP Morgan USD Em Mkts Bd (EMB) ETF Seasonality
| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | -0.1 | 0.2 | 0.0 | 1.9 | 0.4 | 0.6 | 1.8 | 0.7 | -0.2 | -0.7 | -0.2 | 2.0 |
| Best |
4.8 2019 |
3.5 2014 |
5.1 2009 |
7.7 2009 |
6.3 2020 |
4.2 2016 |
4.1 2010 |
2.6 2010 |
5.2 2009 |
5.2 2011 |
9.5 2008 |
17.7 2008 |
| Worst |
-7.0 2009 |
-5.6 2009 |
-15.0 2020 |
-2.1 2018 |
-4.9 2013 |
-4.4 2013 |
-0.3 2014 |
-2.4 2013 |
-7.2 2008 |
-19.4 2008 |
-4.4 2010 |
-2.7 2014 |
| Gain Frequency |
54 | 62 | 77 | 92 | 54 | 62 | 92 | 77 | 50 | 67 | 33 | 83 |
Detail of Monthly Returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
+1.59% | 1.2 | -1.3 | -15.0 | 4.4 | 6.3 | 3.0 | 3.9 | 0.7 | ||||
| 2019 |
+15.48% | 4.8 | 0.4 | 1.5 | 0.2 | 0.5 | 3.5 | 0.7 | 1.6 | -1.1 | 0.6 | -1.0 | 3.0 |
| 2018 |
-5.47% | -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% | 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% | 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% | 1.9 | 1.0 | 0.0 | 1.2 | -0.3 | -1.8 | 0.2 | -1.1 | -1.1 | 2.4 | 0.3 | -1.5 |
| 2014 |
+6.05% | -0.8 | 3.5 | 1.2 | 1.1 | 3.5 | 0.0 | -0.3 | 1.3 | -2.2 | 2.0 | -0.4 | -2.7 |
| 2013 |
-7.79% | -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% | 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% | -1.0 | -0.1 | 1.6 | 1.7 | 1.5 | 0.6 | 2.0 | 0.5 | -4.8 | 5.2 | -1.3 | 1.9 |
| 2010 |
+10.83% | -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% | -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% | 1.0 | -0.4 | 0.1 | 1.2 | 0.1 | -2.0 | 0.8 | 0.7 | -7.2 | -19.4 | 9.5 | 17.7 |