iShares JP Morgan USD Em Mkts Bd (EMB): Historical Returns

Data Source: from January 1985 to September 2023 (~39 years)
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Category: Fixed Income
ETF: iShares JP Morgan USD Em Mkts Bd (EMB)
ETF • LIVE PERFORMANCE (USD currency)
1.51%
1 Day
Oct 02 2023, 04:00PM Eastern Time
1.51%
Current Month
October 2023

In the last 30 Years, the iShares JP Morgan USD Em Mkts Bd (EMB) ETF obtained a 8.67% compound annual return, with a 12.83% standard deviation.

Table of contents

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
High Yield Bonds Income 25.00%
Dynamic 40/60 Income 20.00%
All Country World Bonds 15.00%
All Country World 20/80 12.00%
Robo Advisor 50 Betterment 10.70%
Late Sixties and Beyond Burton Malkiel 9.50%
All Country World 40/60 9.00%
Mid-Fifties Burton Malkiel 7.50%
All Country World 60/40 6.00%
Robo Advisor 20 Betterment 5.90%
Late Thirties to Early Forties Burton Malkiel 5.00%
Mid-Twenties Burton Malkiel 4.00%
Robo Advisor 80 Betterment 3.60%
All Country World 80/20 3.00%
Robo Advisor 10 Betterment 2.90%
Robo Advisor 90 Betterment 1.70%

Investment Returns as of Sep 30, 2023

The iShares JP Morgan USD Em Mkts Bd (EMB) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
ISHARES JP MORGAN USD EM MKTS BD (EMB) ETF
Consolidated returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Sep 30, 2023
  1 Day Time ET(*) Oct 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~39Y)
iShares JP Morgan USD Em Mkts Bd (EMB) ETF -1.51 -1.51 -3.33 -1.97 8.86 -0.78 1.81 8.67 9.28
US Inflation Adjusted return -3.33 -3.63 5.23 -4.59 -0.92 5.99 6.30
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Aug 2023. Waiting for updates, inflation of Sep 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.44% , 5Y: 3.99% , 10Y: 2.75% , 30Y: 2.53%

In 2022, the iShares JP Morgan USD Em Mkts Bd (EMB) ETF granted a 3.99% 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.

Capital Growth as of Sep 30, 2023

An investment of 1$, since October 1993, now would be worth 12.12$, with a total return of 1112.02% (8.67% annualized).

The Inflation Adjusted Capital now would be 5.73$, with a net total return of 472.80% (5.99% annualized).
An investment of 1$, since January 1985, now would be worth 31.13$, with a total return of 3013.32% (9.28% annualized).

The Inflation Adjusted Capital now would be 10.68$, with a net total return of 967.77% (6.30% annualized).

Investment Metrics as of Sep 30, 2023

Metrics of iShares JP Morgan USD Em Mkts Bd (EMB) ETF, updated as of 30 September 2023.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
ISHARES JP MORGAN USD EM MKTS BD (EMB) ETF
Advanced Metrics
Data Source: 1 January 1985 - 30 September 2023 (~39 years)
Swipe left to see all data
Metrics as of Sep 30, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) -3.33 -3.47 -1.97 8.86 -5.40 -0.78 1.81 5.00 8.67 9.28
Infl. Adjusted Return (%) details -3.33 -4.08 -3.63 5.23 -10.47 -4.59 -0.92 2.38 5.99 6.30
US Inflation (%) 0.00 0.63 1.72 3.44 5.66 3.99 2.75 2.56 2.53 2.80
Waiting for updates, inflation of Sep 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -5.11 -26.75 -26.75 -26.75 -26.75 -31.43 -31.43
Start to Recovery (# months) details 2* 25* 25* 25* 25* 19 19
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2021 09 1998 05 1998 05
Start to Bottom (# months) 2 14 14 14 14 4 4
Bottom (yyyy mm) 2023 09 2022 10 2022 10 2022 10 2022 10 1998 08 1998 08
Bottom to End (# months) 0 11 11 11 11 15 15
End (yyyy mm) - - - - - 1999 11 1999 11
Longest Drawdown Depth (%) -3.04
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-26.75 -26.75
Start to Recovery (# months) details 5 25* 25*
Start (yyyy mm) 2023 02 2021 09 2021 09 2021 09 2021 09 2021 09 2021 09
Start to Bottom (# months) 1 14 14 14 14 14 14
Bottom (yyyy mm) 2023 02 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10
Bottom to End (# months) 4 11 11 11 11 11 11
End (yyyy mm) 2023 06 - - - - - -
Longest negative period (# months) details 10* 36* 60* 98 98 98 98
Period Start (yyyy mm) 2022 12 2020 10 2018 10 2014 09 2014 09 2014 09 2014 09
Period End (yyyy mm) 2023 09 2023 09 2023 09 2022 10 2022 10 2022 10 2022 10
Annualized Return (%) -1.12 -5.40 -0.78 -0.10 -0.10 -0.10 -0.10
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -5.83 -35.97 -35.97 -35.97 -35.97 -35.97 -35.97
Start to Recovery (# months) details 8* 33* 33* 33* 33* 33* 33*
Start (yyyy mm) 2023 02 2021 01 2021 01 2021 01 2021 01 2021 01 2021 01
Start to Bottom (# months) 8 22 22 22 22 22 22
Bottom (yyyy mm) 2023 09 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10
Bottom to End (# months) 0 11 11 11 11 11 11
End (yyyy mm) - - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-12.90 -12.90 -12.07
Start to Recovery (# months) details 39 39 50
Start (yyyy mm) 2023 02 2021 01 2021 01 2021 01 2013 01 2013 01 1987 03
Start to Bottom (# months) 8 22 22 22 8 8 9
Bottom (yyyy mm) 2023 09 2022 10 2022 10 2022 10 2013 08 2013 08 1987 11
Bottom to End (# months) 0 11 11 11 31 31 41
End (yyyy mm) - - - - 2016 03 2016 03 1991 04
Longest negative period (# months) details 10* 36* 60* 120* 158* 158* 158*
Period Start (yyyy mm) 2022 12 2020 10 2018 10 2013 10 2010 08 2010 08 2010 08
Period End (yyyy mm) 2023 09 2023 09 2023 09 2023 09 2023 09 2023 09 2023 09
Annualized Return (%) -4.71 -10.47 -4.59 -0.92 -0.02 -0.02 -0.02
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 12.19 11.53 12.50 9.80 11.14 12.83 11.78
Sharpe Ratio 0.36 -0.61 -0.19 0.09 0.34 0.50 0.45
Sortino Ratio 0.64 -0.89 -0.24 0.11 0.44 0.64 0.57
Ulcer Index 1.95 14.27 11.48 8.38 6.80 6.92 6.23
Ratio: Return / Standard Deviation 0.73 -0.47 -0.06 0.18 0.45 0.68 0.79
Ratio: Return / Deepest Drawdown 1.73 -0.20 -0.03 0.07 0.19 0.28 0.30
% Positive Months details 50% 47% 56% 59% 65% 66% 67%
Positive Months 6 17 34 71 158 241 313
Negative Months 6 19 26 49 82 119 152
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 1.81 9.21 19.30 19.30
Worst 10 Years Return (%) - Annualized 0.23 0.23 0.23
Best 10 Years Return (%) - Annualized -0.92 7.03 16.42 16.42
Worst 10 Years Return (%) - Annualized -2.28 -2.28 -2.28
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 47.27 31.65 25.13 19.30 13.30 8.67
Worst Rolling Return (%) - Annualized -28.11 -7.65 -3.17 0.23 5.00
% Positive Periods 77% 93% 95% 100% 100% 100%
Best Rolling Return (%) - Annualized 47.54 28.66 22.11 16.42 10.81 5.99
Worst Rolling Return (%) - Annualized -30.35 -12.06 -6.76 -2.28 2.38
% Positive Periods 73% 89% 93% 92% 100% 100%
Over all the available data source (Jan 1985 - Sep 2023)
Best Rolling Return (%) - Annualized 47.27 31.65 25.13 19.30 14.61 11.84
Worst Rolling Return (%) - Annualized -28.11 -7.65 -3.17 0.23 5.00 8.67
% Positive Periods 80% 94% 96% 100% 100% 100%
Best Rolling Return (%) - Annualized 47.54 28.66 22.11 16.42 11.79 8.92
Worst Rolling Return (%) - Annualized -30.35 -12.06 -6.76 -2.28 2.38 5.99
% Positive Periods 74% 90% 94% 95% 100% 100%
WITHDRAWAL RATES (WR)
1Y 3Y 5Y 10Y 20Y 30Y MAX
Safe WR (%) 30.04 20.22 11.29 8.12 10.19 9.11
Perpetual WR (%) 0.00 0.00 0.00 2.32 5.65 5.93
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.

Correlations as of Sep 30, 2023

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

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 30 September 2023
Swipe left to see all data
Correlation vs EMB
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.66
0.74
0.66
0.57
0.57
SPY
US Large Cap
0.67
0.74
0.66
0.56
0.56
IJR
US Small Cap
0.48
0.66
0.54
0.51
0.51
VNQ
US REITs
0.78
0.76
0.68
0.51
0.51
QQQ
US Technology
0.56
0.69
0.60
0.44
0.43
PFF
Preferred Stocks
0.68
0.82
0.77
0.40
0.40
EFA
EAFE Stocks
0.91
0.81
0.75
0.59
0.57
VT
World All Countries
0.83
0.80
0.74
0.61
0.60
EEM
Emerging Markets
0.95
0.79
0.74
0.66
0.65
VGK
Europe
0.85
0.81
0.74
0.58
0.57
VPL
Pacific
0.97
0.77
0.71
0.53
0.51
FLLA
Latin America
0.44
0.67
0.64
0.67
0.66
BND
US Total Bond Market
0.86
0.72
0.69
0.49
0.50
TLT
Long Term Treasuries
0.83
0.35
0.36
0.26
0.27
BIL
US Cash
-0.21
-0.01
-0.04
0.06
0.07
TIP
TIPS
0.70
0.66
0.64
0.44
0.45
LQD
Invest. Grade Bonds
0.92
0.87
0.84
0.58
0.58
HYG
High Yield Bonds
0.77
0.85
0.81
0.64
0.64
CWB
US Convertible Bonds
0.63
0.73
0.68
0.58
0.58
BNDX
International Bonds
0.73
0.70
0.65
0.36
0.37
GLD
Gold
0.77
0.45
0.41
0.31
0.30
DBC
Commodities
0.34
0.42
0.36
0.27
0.26

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ISHARES JP MORGAN USD EM MKTS BD (EMB) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1985 - 30 September 2023 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-31.43% May 1998 Aug 1998 4 Nov 1999 15 19 14.37
-26.75% Sep 2021 Oct 2022 14 in progress 11 25 16.94
-25.53% Jun 2008 Oct 2008 5 Jul 2009 9 14 10.27
-16.04% Feb 2020 Mar 2020 2 Aug 2020 5 7 7.70
-14.90% Feb 1994 Mar 1995 14 Jun 1995 3 17 8.08
-14.42% May 2002 Jul 2002 3 Dec 2002 5 8 7.27
-11.28% Jan 2013 Aug 2013 8 May 2014 9 17 6.29
-10.24% Oct 1997 Oct 1997 1 Mar 1998 5 6 5.46
-7.92% Apr 2004 May 2004 2 Aug 2004 3 5 5.27
-7.24% Jan 2018 Nov 2018 11 Mar 2019 4 15 4.35
-6.29% Feb 1996 Feb 1996 1 May 1996 3 4 3.59
-5.97% Oct 2016 Nov 2016 2 Apr 2017 5 7 2.96
-5.47% Jan 2021 Mar 2021 3 Aug 2021 5 8 2.87
-5.12% Nov 2010 Feb 2011 4 Jun 2011 4 8 3.43
-4.79% Sep 2011 Sep 2011 1 Oct 2011 1 2 2.77
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-35.97% Jan 2021 Oct 2022 22 in progress 11 33 22.96
-31.81% May 1998 Aug 1998 4 Dec 1999 16 20 14.92
-26.98% Nov 2007 Oct 2008 12 Jul 2009 9 21 8.96
-17.82% Feb 1994 Mar 1995 14 Sep 1995 6 20 9.25
-16.09% Feb 2020 Mar 2020 2 Nov 2020 8 10 6.56
-14.56% May 2002 Jul 2002 3 Dec 2002 5 8 7.52
-12.90% Jan 2013 Aug 2013 8 Mar 2016 31 39 5.77
-10.46% Oct 1997 Oct 1997 1 Mar 1998 5 6 5.61
-9.27% Jan 2018 Nov 2018 11 Jun 2019 7 18 5.56
-8.75% Apr 2004 May 2004 2 Sep 2004 4 6 5.46
-6.59% Feb 1996 Feb 1996 1 Jun 1996 4 5 3.66
-6.24% Nov 2010 Feb 2011 4 Dec 2011 10 14 3.92
-6.12% Mar 2006 May 2006 3 Oct 2006 5 8 3.41
-5.94% Oct 2016 Nov 2016 2 May 2017 6 8 2.97
-4.53% Jun 2003 Jul 2003 2 Sep 2003 2 4 2.21
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-31.43% May 1998 Aug 1998 4 Nov 1999 15 19 14.37
-26.75% Sep 2021 Oct 2022 14 in progress 11 25 16.94
-25.53% Jun 2008 Oct 2008 5 Jul 2009 9 14 10.27
-16.04% Feb 2020 Mar 2020 2 Aug 2020 5 7 7.70
-14.90% Feb 1994 Mar 1995 14 Jun 1995 3 17 8.08
-14.42% May 2002 Jul 2002 3 Dec 2002 5 8 7.27
-11.28% Jan 2013 Aug 2013 8 May 2014 9 17 6.29
-10.24% Oct 1997 Oct 1997 1 Mar 1998 5 6 5.46
-9.07% Mar 1987 Nov 1987 9 Jan 1989 14 23 5.08
-7.92% Apr 2004 May 2004 2 Aug 2004 3 5 5.27
-7.24% Jan 2018 Nov 2018 11 Mar 2019 4 15 4.35
-6.71% Aug 1990 Sep 1990 2 Dec 1990 3 5 3.76
-6.29% Feb 1996 Feb 1996 1 May 1996 3 4 3.59
-5.97% Oct 2016 Nov 2016 2 Apr 2017 5 7 2.96
-5.47% Jan 2021 Mar 2021 3 Aug 2021 5 8 2.87
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-35.97% Jan 2021 Oct 2022 22 in progress 11 33 22.96
-31.81% May 1998 Aug 1998 4 Dec 1999 16 20 14.92
-26.98% Nov 2007 Oct 2008 12 Jul 2009 9 21 8.96
-17.82% Feb 1994 Mar 1995 14 Sep 1995 6 20 9.25
-16.09% Feb 2020 Mar 2020 2 Nov 2020 8 10 6.56
-14.56% May 2002 Jul 2002 3 Dec 2002 5 8 7.52
-12.90% Jan 2013 Aug 2013 8 Mar 2016 31 39 5.77
-12.07% Mar 1987 Nov 1987 9 Apr 1991 41 50 6.93
-10.46% Oct 1997 Oct 1997 1 Mar 1998 5 6 5.61
-9.27% Jan 2018 Nov 2018 11 Jun 2019 7 18 5.56
-8.75% Apr 2004 May 2004 2 Sep 2004 4 6 5.46
-6.59% Feb 1996 Feb 1996 1 Jun 1996 4 5 3.66
-6.24% Nov 2010 Feb 2011 4 Dec 2011 10 14 3.92
-6.12% Mar 2006 May 2006 3 Oct 2006 5 8 3.41
-5.94% Oct 2016 Nov 2016 2 May 2017 6 8 2.97

Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES JP MORGAN USD EM MKTS BD (EMB) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1985 - 30 September 2023 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -28.11 09/1997
08/1998
0.71$ -3.22 0.96$ 9.26 1.09$ 24.29 1.24$ 47.27 11/2008
10/2009
1.47$ 8.86 22.92%
2Y -11.81 10/2020
09/2022
0.77$ 1.54 1.03$ 7.68 1.15$ 21.84 1.48$ 37.08 03/1995
02/1997
1.87$ -9.42 11.28%
3Y -7.65 11/2019
10/2022
0.78$ 3.64 1.11$ 8.22 1.26$ 19.90 1.72$ 31.65 04/1995
03/1998
2.28$ -5.40 6.77%
5Y -3.17 11/2017
10/2022
0.85$ 4.08 1.22$ 8.58 1.50$ 17.11 2.20$ 25.13 09/1998
08/2003
3.06$ -0.78 4.98%
7Y -0.47 10/2016
09/2023
0.96$ 4.36 1.34$ 8.86 1.81$ 16.68 2.94$ 22.19 09/1998
08/2005
4.06$ -0.47 0.36%
10Y 0.23 11/2012
10/2022
1.02$ 5.14 1.65$ 8.74 2.31$ 15.99 4.40$ 19.30 04/1995
03/2005
5.83$ 1.81 0.00%
15Y 3.08 11/2007
10/2022
1.57$ 5.74 2.30$ 10.31 4.35$ 13.52 6.69$ 15.74 04/1995
03/2010
8.96$ 4.11 0.00%
20Y 5.00 10/2003
09/2023
2.65$ 6.98 3.85$ 10.09 6.83$ 12.27 10.12$ 13.30 04/1995
03/2015
12.16$ 5.00 0.00%
30Y 8.67 10/1993
09/2023
12.12$ 8.67 12.12$ 8.67 12.12$ 8.67 12.12$ 8.67 10/1993
09/2023
12.12$ 8.67 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -30.35 10/2021
09/2022
0.69$ -5.72 0.94$ 7.09 1.07$ 21.65 1.21$ 47.54 11/2008
10/2009
1.47$ 5.23 26.07%
2Y -17.45 11/2020
10/2022
0.68$ -0.56 0.98$ 5.62 1.11$ 18.80 1.41$ 33.33 04/1995
03/1997
1.77$ -14.39 16.32%
3Y -12.06 11/2019
10/2022
0.68$ 1.71 1.05$ 5.88 1.18$ 16.81 1.59$ 28.66 04/1995
03/1998
2.12$ -10.47 10.46%
5Y -6.76 11/2017
10/2022
0.70$ 2.32 1.12$ 6.19 1.35$ 14.07 1.93$ 22.11 09/1998
08/2003
2.71$ -4.59 6.98%
7Y -3.83 10/2016
09/2023
0.76$ 2.60 1.19$ 6.27 1.53$ 13.90 2.48$ 19.02 09/1998
08/2005
3.38$ -3.83 6.86%
10Y -2.28 11/2012
10/2022
0.79$ 3.32 1.38$ 6.37 1.85$ 13.02 3.39$ 16.42 04/1995
03/2005
4.57$ -0.92 7.05%
15Y 0.67 11/2007
10/2022
1.10$ 3.76 1.73$ 8.07 3.20$ 10.79 4.65$ 12.98 04/1995
03/2010
6.23$ 1.79 0.00%
20Y 2.38 10/2003
09/2023
1.59$ 4.47 2.39$ 7.78 4.47$ 9.67 6.34$ 10.81 04/1995
03/2015
7.79$ 2.38 0.00%
30Y 5.99 10/1993
09/2023
5.72$ 5.99 5.72$ 5.99 5.72$ 5.99 5.72$ 5.99 10/1993
09/2023
5.72$ 5.99 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -28.11 09/1997
08/1998
0.71$ -2.14 0.97$ 9.76 1.09$ 22.14 1.22$ 47.27 11/2008
10/2009
1.47$ 8.86 19.82%
2Y -11.81 10/2020
09/2022
0.77$ 2.10 1.04$ 8.24 1.17$ 19.96 1.43$ 37.08 03/1995
02/1997
1.87$ -9.42 8.82%
3Y -7.65 11/2019
10/2022
0.78$ 4.16 1.13$ 8.69 1.28$ 18.70 1.67$ 31.65 04/1995
03/1998
2.28$ -5.40 5.12%
5Y -3.17 11/2017
10/2022
0.85$ 4.65 1.25$ 9.30 1.56$ 17.16 2.20$ 25.13 09/1998
08/2003
3.06$ -0.78 3.69%
7Y -0.47 10/2016
09/2023
0.96$ 4.72 1.38$ 10.05 1.95$ 16.68 2.94$ 22.19 09/1998
08/2005
4.06$ -0.47 0.26%
10Y 0.23 11/2012
10/2022
1.02$ 5.97 1.78$ 12.37 3.20$ 15.47 4.21$ 19.30 04/1995
03/2005
5.83$ 1.81 0.00%
15Y 3.08 11/2007
10/2022
1.57$ 6.42 2.54$ 12.21 5.62$ 15.28 8.43$ 16.67 10/1990
09/2005
10.10$ 4.11 0.00%
20Y 5.00 10/2003
09/2023
2.65$ 8.96 5.56$ 12.57 10.67$ 13.86 13.40$ 14.61 10/1990
09/2010
15.28$ 5.00 0.00%
30Y 8.67 10/1993
09/2023
12.12$ 9.38 14.72$ 11.06 23.29$ 11.33 25.01$ 11.84 03/1985
02/2015
28.72$ 8.67 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -30.35 10/2021
09/2022
0.69$ -4.53 0.95$ 7.04 1.07$ 19.24 1.19$ 47.54 11/2008
10/2009
1.47$ 5.23 25.99%
2Y -17.45 11/2020
10/2022
0.68$ -0.56 0.98$ 5.21 1.10$ 16.97 1.36$ 33.33 04/1995
03/1997
1.77$ -14.39 16.06%
3Y -12.06 11/2019
10/2022
0.68$ 1.64 1.05$ 5.95 1.18$ 15.67 1.54$ 28.66 04/1995
03/1998
2.12$ -10.47 9.53%
5Y -6.76 11/2017
10/2022
0.70$ 2.43 1.12$ 6.41 1.36$ 14.17 1.94$ 22.11 09/1998
08/2003
2.71$ -4.59 5.17%
7Y -3.83 10/2016
09/2023
0.76$ 3.11 1.23$ 6.64 1.56$ 13.79 2.47$ 19.02 09/1998
08/2005
3.38$ -3.83 4.97%
10Y -2.28 11/2012
10/2022
0.79$ 4.18 1.50$ 9.14 2.39$ 12.69 3.30$ 16.42 04/1995
03/2005
4.57$ -0.92 4.91%
15Y 0.67 11/2007
10/2022
1.10$ 4.37 1.90$ 9.26 3.77$ 12.27 5.67$ 13.57 10/1990
09/2005
6.74$ 1.79 0.00%
20Y 2.38 10/2003
09/2023
1.59$ 6.79 3.72$ 9.85 6.54$ 10.75 7.71$ 11.79 10/1990
09/2010
9.28$ 2.38 0.00%
30Y 5.99 10/1993
09/2023
5.72$ 6.71 7.02$ 8.37 11.14$ 8.63 11.98$ 8.92 03/1985
02/2015
12.97$ 5.99 0.00%
Annualized rolling and percentiles/median 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

In which months is it better to invest in iShares JP Morgan USD Em Mkts Bd (EMB) ETF?

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
Gain Frequency
0.96
60%
-2.49
20%
-2.72
40%
0.12
80%
1.47
80%
0.74
80%
2.09
100%
-0.28
60%
-3.14
0%
-0.48
40%
2.19
40%
1.56
80%
Best 4.8
2019
0.4
2019
1.7
2023
4.4
2020
6.3
2020
3.5
2019
3.9
2020
1.6
2019
-1.1
2019
0.6
2019
10.1
2022
2.9
2019
Worst -3.4
2022
-5.5
2022
-15.0
2020
-6.7
2022
-1.2
2023
-6.2
2022
0.6
2021
-2.7
2022
-6.6
2022
-2.5
2018
-1.9
2021
-1.4
2022
Monthly Seasonality over the period Feb 1985 - Sep 2023
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
Gain Frequency
0.70
60%
-0.68
50%
-0.80
70%
0.41
80%
1.03
60%
0.39
60%
1.55
90%
-0.02
60%
-1.67
20%
0.30
60%
0.42
30%
0.66
70%
Best 4.8
2019
3.4
2014
3.3
2016
4.4
2020
6.3
2020
4.2
2016
3.9
2020
2.0
2017
2.0
2018
2.5
2013
10.1
2022
2.9
2019
Worst -3.4
2022
-5.5
2022
-15.0
2020
-6.7
2022
-1.2
2023
-6.2
2022
-0.3
2014
-2.7
2022
-6.6
2022
-2.5
2018
-4.3
2016
-2.7
2014
Monthly Seasonality over the period Feb 1985 - Sep 2023
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
Gain Frequency
0.69
64%
0.31
62%
0.24
62%
1.20
79%
0.56
56%
0.67
69%
1.16
77%
0.50
67%
0.22
56%
0.46
68%
1.37
61%
2.29
87%
Best 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
10.1
2022
17.7
2008
Worst -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 Seasonality over the period Feb 1985 - Sep 2023

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the iShares JP Morgan USD Em Mkts Bd (EMB) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ISHARES JP MORGAN USD EM MKTS BD (EMB) ETF
Monthly Returns Distribution
Data Source: 1 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1985 - 30 September 2023 (~39 years)
241 Positive Months (67%) - 119 Negative Months (33%)
313 Positive Months (67%) - 152 Negative Months (33%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2007, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets.

Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.