Data Source: from January 1992 to August 2022
Consolidated Returns as of 31 Aug 2022
Live Update: Sep 23 2022
Category: Fixed Income
ETF: iShares JP Morgan USD Em Mkts Bd (EMB)
ETF • LIVE PERFORMANCE (USD currency)
1.21%
1 Day
Sep 23 2022
3.61%
Current Month
September 2022

In the last 30 Years, the iShares JP Morgan USD Em Mkts Bd (EMB) ETF obtained a 9.27% compound annual return, with a 12.60% 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 Aug 31, 2022

Historical returns and stats of iShares JP Morgan USD Em Mkts Bd (EMB) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

ISHARES JP MORGAN USD EM MKTS BD (EMB) ETF
Consolidated returns as of 31 Aug 2022
Data Source: from January 1992 to August 2022
Swipe left to see all data
Period Return (%)
as of Aug 2022		 Return (%)
Infl.Adj.		 Standard
Deviation (%)		 Max
Drawdown (%)		 Months
Pos - Neg
1M
Aug 2022
-2.71
-2.67
-2.71
Aug 2022 - Aug 2022
0 - 1
3M
-5.41
-6.65
-6.15
Jun 2022 - Jun 2022
1 - 2
6M
-11.98
-15.68
-12.67
Mar 2022 - Jun 2022
2 - 4
YTD
-19.65
-24.36
-20.28
Jan 2022 - Jun 2022
2 - 6
1Y
-21.46
-27.45
10.79
-22.08
Sep 2021 - Jun 2022
4 - 8
33% pos
3Y(*)
-5.65
-10.06
13.24
-22.08
Sep 2021 - Jun 2022
19 - 17
53% pos
5Y(*)
-1.80
-5.41
11.07
-22.08
Sep 2021 - Jun 2022
33 - 27
55% pos
10Y(*)
1.17
-1.34
9.22
-22.08
Sep 2021 - Jun 2022
73 - 47
61% pos
15Y(*)
3.89
1.47
11.79
-25.53
Jun 2008 - Oct 2008
116 - 64
64% pos
20Y(*)
6.70
4.10
11.18
-25.53
Jun 2008 - Oct 2008
162 - 78
68% pos
25Y(*)
7.40
4.81
13.01
-31.43
May 1998 - Aug 1998
203 - 97
68% pos
30Y(*)
9.27
6.60
12.60
-31.43
May 1998 - Aug 1998
247 - 113
69% pos
MAX(*)
01 Jan 1992
9.26
6.57
12.50
-31.43
May 1998 - Aug 1998
252 - 116
68% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Aug 2022. Current inflation (annualized) is 1Y: 8.26% , 5Y: 3.82% , 10Y: 2.54% , 30Y: 2.51%

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Aug 31, 2022

Monthly correlations of iShares JP Morgan USD Em Mkts Bd (EMB) ETF vs the main Asset Classes, over different timeframes.

Columns are sortable (click on table header to sort).

ISHARES JP MORGAN USD EM MKTS BD (EMB) ETF
Monthly correlations as of 31 Aug 2022
Swipe left to see all data
Correlation vs EMB
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.89
0.71
0.61
0.56
0.56
US Large Cap
SPY
0.90
0.70
0.60
0.55
0.55
US Small Cap
IJR
0.85
0.63
0.49
0.50
0.50
US REITs
VNQ
0.74
0.70
0.64
0.49
0.49
US Technology
QQQ
0.84
0.64
0.55
0.42
0.42
Preferred Stocks
PFF
0.95
0.81
0.76
0.38
0.38
EAFE Stocks
EFA
0.91
0.75
0.69
0.56
0.56
World All Countries
VT
0.91
0.76
0.69
0.59
0.59
Emerging Markets
EEM
0.79
0.70
0.69
0.64
0.64
Europe
VGK
0.89
0.76
0.68
0.56
0.56
Pacific
VPL
0.84
0.68
0.64
0.49
0.49
Latin America
FLLA
0.53
0.70
0.67
0.67
0.67
US Total Bond Market
BND
0.75
0.63
0.65
0.47
0.47
Long Term Treasuries
TLT
0.52
0.17
0.29
0.23
0.24
US Cash
BIL
-0.02
-0.10
-0.09
0.07
0.07
TIPS
TIP
0.63
0.60
0.64
0.43
0.43
Investment Grade Bonds
LQD
0.85
0.84
0.82
0.56
0.56
High Yield Bonds
HYG
0.86
0.85
0.80
0.63
0.63
International Bond Market
BNDX
0.65
0.64
0.64
0.34
0.34
Gold
GLD
-0.04
0.34
0.32
0.28
0.28
Commodities
DBC
0.08
0.40
0.31
0.26
0.26

Capital Growth as of Aug 31, 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.

An investment of 1000$, since September 1992, now would be worth 14301.28$, with a total return of 1330.13% (9.27% annualized).

The Inflation Adjusted Capital now would be 6803.67$, with a net total return of 580.37% (6.60% annualized).
An investment of 1000$, since January 1992, now would be worth 15099.48$, with a total return of 1409.95% (9.26% annualized).

The Inflation Adjusted Capital now would be 7030.46$, with a net total return of 603.05% (6.57% annualized).
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Drawdowns

Worst drawdowns since September 1992.

Swipe left to see all data
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
-22.08% Sep 2021 Jun 2022 10 in progress 2 12
-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.

Swipe left to see all data
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
-22.08% Sep 2021 Jun 2022 10 in progress 2 12
-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

Swipe left to see all data
Rolling
Period		 Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
 10.69 47.27
Nov 2008 - Oct 2009 		-28.11
Sep 1997 - Aug 1998 		20.17%
2 Years
 10.51 37.08
Mar 1995 - Feb 1997 		-9.72
Sep 2020 - Aug 2022 		7.54%
3 Years
 10.56 31.65
Apr 1995 - Mar 1998 		-5.65
Sep 2019 - Aug 2022 		3.00%
5 Years
 10.73 25.13
Sep 1998 - Aug 2003 		-1.80
Sep 2017 - Aug 2022 		1.62%
7 Years
 10.66 22.19
Sep 1998 - Aug 2005 		0.99
Jul 2015 - Jun 2022 		0.00%
10 Years
 10.90 19.30
Apr 1995 - Mar 2005 		1.17
Sep 2012 - Aug 2022 		0.00%
15 Years
 10.70 15.74
Apr 1995 - Mar 2010 		3.80
Jul 2007 - Jun 2022 		0.00%
20 Years
 10.85 13.78
Dec 1992 - Nov 2012 		6.55
May 2002 - Apr 2022 		0.00%
(*) 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 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?

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 %		 0.36
61% 		0.32
61% 		0.17
65% 		1.57
84% 		0.52
58% 		0.46
65% 		1.22
77% 		0.57
74% 		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
Statistics calculated for the period Jan 1992 - Aug 2022

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?

MONTHLY RETURNS HISTOGRAM
252 Positive Months (68%) - 116 Negative Months (32%)
Jan 1992 - Aug 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
 -19.65 -24.36 -3.4 -5.5 -1.1 -6.7 0.8 -6.2 3.6 -2.7
2021
 -2.24 -8.66 -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 +4.01 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 +12.90 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 -7.24 -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 +8.01 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 +7.04 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 +0.30 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 +5.25 -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 -9.15 -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 +14.91 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 +4.54 -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 +9.20 -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 +12.33 -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 -2.23 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 +1.47 -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 +7.06 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 +8.06 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 +8.70 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 +30.11 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 +10.19 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 +26.24 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 +10.83 -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 +23.28 -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 -13.16 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 +32.42 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 +22.74 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 -10.74 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 +20.04 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 +6.66 -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.

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