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
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%
Live update: World Markets and Indexes
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$, with a net total return of 472.80% (5.99% annualized).
The Inflation Adjusted Capital now would be 5.73$, 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$, with a net total return of 967.77% (6.30% annualized).
The Inflation Adjusted Capital now would be 10.68$, with a net total return of 967.77% (6.30% annualized).
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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 | ||||
- 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).
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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.
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)
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)
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| 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.
For further information about the seasonality, check the Asset Class Seasonality page.
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| 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
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| 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%)
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(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.
They have been derived using the historical series of equivalent ETFs / Assets.
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