Last Update: 31 Aug 2020

Category: Fixed Income
ETF: iShares JP Morgan USD Em Mkts Bd (EMB)

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.

Capital Growth:
Swipe left to see all data
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

Drawdonws Chart:

Rolling Returns

iShares JP Morgan USD Em Mkts Bd (EMB) ETF: annualized rolling and average returns

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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

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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

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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
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