Global X Emerging Markets Bond ETF
|
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
EMBD is an actively managed ETF holding an equally-weighted portfolio of USD-denominated debt from corporate and sovereign issuers in emerging markets. |
Category | Emerging Market |
Fund Sponsor | Global X |
Website | www.globalxetfs.com |
Inception date | Jun 02, 2020 |
Assets (mns) | $137 |
Currency | USD |
Expense ratio | 39 bp |
Distributions | Monthly |
Regulation | Open-Ended Fund |
Custodian | |
Weighting | Equal |
Index replication |
No. of constituents | 198 |
No of distinct issuers | 90 |
Inflation protected | 0% |
Variable/Fixed coupon | 13% /87% |
Non-standard maturity (callable, etc.) | 59% |
0.0% // | 0.0 % |
TOTAL | 0.0 % |
---|
GOVT OF PERU | 3.9% |
GOVT OF QATAR | 3.8% |
GOVT OF THE DOMINICAN REPUBLIC | 3.7% |
GOVT OF OMAN | 3.2% |
GOVT OF SOUTH AFRICA | 3.1% |
MEXICO | 8.3 % | |
UNITED STATES | 6.5 % | |
PERU | 5.1 % | |
UNITED ARAB EMIRATES | 4.7 % | |
SOUTH AFRICA | 4.4 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
1.8% | 10.4% | -- | -- | 1.6% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 1.36 | 74% |
S&P500 | 0.53 | 69% |
MSCI EAFE | 0.61 | 85% |
MSCI Emg. Mkts. | 0.55 | 72% |
Recent close | $22.45 |
30d moving avg. | $21.55 |
Annualized volatility | 11.3% |
Short interest (ETF) | 0.3% |
Relative strength (RSI) | 70 |
Avg. volume (thou.) | 30 |
Avg. daily value traded (mns) | $1 |
Turnover | 0.5% |
Bid/Ask (% of price) | 0.58 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
EMBD | 7.5 yrs | Category Avg.* |
8.8 yrs |
EMBD | 7.2% | Category Avg.* |
8.5% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 9.76% | -19.8% | $18.00 |
+200 bp | 8.76% | -13.6% | $19.39 |
+150 bp | 8.26% | -10.4% | $20.12 |
+100 bp | 7.76% | -7.0% | $20.87 |
+75 bp | 7.51% | -5.3% | $21.26 |
+50 bp | 7.26% | -3.6% | $21.65 |
+25 bp | 7.01% | -1.8% | $22.05 |
0 bp | 6.76% | 0% | $22.45 |
-25 bp | 6.51% | 1.8% | $22.86 |
-50 bp | 6.26% | 3.7% | $23.28 |
-75 bp | 6.01% | 5.6% | $23.70 |
-100 bp | 5.76% | 7.5% | $24.13 |
-150 bp | 5.26% | 11.3% | $25.00 |
-200 bp | 4.76% | 15.3% | $25.90 |
-300 bp | 3.76% | 23.7% | $27.76 |
*Fund Category: EMERGING MARKET
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 676 | bp |
Less: Annual "default factor" | 72 | bp |
Less: Expense ratio | 39 | bp |
Equals: ALTAR Score | 5.65 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.5% |
Corporate | 4.4% |
Emerging Market | 6.2% |
Government | 4.9% |
Inflation Protected | 3.0% |
Mortgage | 5.2% |
Municipals | 3.4% |
*Note: The Global X Emerging Markets Bond ETF is classified as a Emerging Market fund. |