Last Update: 31 Aug 2021
In the last 10 years, the iShares JP Morgan USD Em Mkts Bd (EMB) ETF obtained a 4.9% compound annual return, with a 8.80% standard deviation.
In the last 20 years, a 8.51% compound annual return, with a 11.30% standard deviation.
In 2020, the portfolio granted a 4.00% 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% | |
| 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% |
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.
ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
| Period | Returns Aug 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+0.90%
|
0.00%
|
1 - 0 | |
|
3M
|
+2.33%
|
0.00%
|
3 - 0 | |
|
6M
|
+5.03%
|
-0.73%
Mar 2021 - Mar 2021
|
5 - 1 | |
|
YTD
|
+0.02%
|
-5.47%
Jan 2021 - Mar 2021
|
5 - 3 | |
|
1Y
|
+3.79%
|
6.87%
|
-5.47%
Jan 2021 - Mar 2021
|
7 - 5 |
|
3Y
|
+7.09%
annualized
|
11.70%
|
-16.03%
Feb 2020 - Mar 2020
|
25 - 11 |
|
5Y
|
+3.99%
annualized
|
9.82%
|
-16.03%
Feb 2020 - Mar 2020
|
38 - 22 |
|
10Y
|
+4.90%
annualized
|
8.80%
|
-16.03%
Feb 2020 - Mar 2020
|
77 - 43 |
|
MAX
01 Jan 1998
|
+9.01%
annualized
|
12.82%
|
-31.43%
May 1998 - Aug 1998
|
196 - 88 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns ( more details)
iShares JP Morgan USD Em Mkts Bd (EMB) ETF: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+10.09% |
+47.27% Nov 2008 - Oct 2009 |
-24.31% Nov 2007 - Oct 2008 |
17.58% |
| 2 Years |
+10.06% |
+31.82% Sep 1998 - Aug 2000 |
-9.36% Nov 2006 - Oct 2008 |
3.83% |
| 3 Years |
+9.96% |
+27.31% Sep 1998 - Aug 2001 |
-2.93% Nov 2005 - Oct 2008 |
2.01% |
| 5 Years |
+9.80% |
+25.13% Sep 1998 - Aug 2003 |
+1.89% Apr 2015 - Mar 2020 |
0.00% |
| 7 Years |
+9.42% |
+22.19% Sep 1998 - Aug 2005 |
+1.95% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+9.15% |
+17.37% Sep 1998 - Aug 2008 |
+4.07% Apr 2010 - Mar 2020 |
0.00% |
| 15 Years |
+9.17% |
+13.67% Sep 1998 - Aug 2013 |
+5.67% Apr 2005 - Mar 2020 |
0.00% |
| 20 Years |
+9.72% |
+11.36% Sep 1998 - Aug 2018 |
+8.51% Sep 2001 - Aug 2021 |
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 and Yearly/Monthly Returns
In the table below, for the iShares JP Morgan USD Em Mkts Bd (EMB) ETF, the average monthly return is represented.
Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).
Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Win % |
0.12 58% |
0.96 67% |
0.64 75% |
1.60 88% |
-0.03 50% |
0.47 63% |
0.91 75% |
0.49 79% |
0.41 57% |
0.61 70% |
1.21 61% |
2.19 87% |
| Best Year |
4.8 2019 |
5.9 2000 |
6.8 1999 |
8.3 1999 |
6.3 2020 |
4.7 2000 |
4.1 2010 |
8.2 2002 |
7.8 1998 |
8.4 2002 |
9.5 2008 |
17.7 2008 |
| Worst Year |
-7.0 2009 |
-5.6 2009 |
-15.0 2020 |
-7.2 2004 |
-6.3 1999 |
-7.0 2002 |
-6.9 2002 |
-27.9 1998 |
-7.2 2008 |
-19.4 2008 |
-4.4 2010 |
-2.7 2014 |
For further information about the seasonality, check the Asset Class Seasonality page.
Investing in iShares JP Morgan USD Em Mkts Bd (EMB) ETF: detail of monthly returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+0.02% | -1.8 | -3.1 | -0.7 | 2.4 | 1.0 | 0.9 | 0.6 | 0.9 | ||||
| 2020 |
+5.42% | 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% | 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 |
| 2007 |
+5.61% | -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% | 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% | 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% | 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% | 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% | 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% | 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% | -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% | -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% | 0.1 | 2.9 | 3.0 | 0.3 | -3.2 | -3.3 | 1.5 | -27.9 | 7.8 | 5.2 | 8.0 | -1.2 |
ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.