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iShares JP Morgan USD Emerging Markets Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| iShares J.P. Morgan USD Emerging Markets Bond ETF is an exchange-traded fund incorporated in the USA. The ETF seeks investment results that correspond to the price and yield of the JP Morgan Emerging Markets Bond Index. |
| Category | Emerging Market |
| Fund Sponsor | BlackRock Fund Advisors |
| Website | www.ishares.com |
| Inception date | Dec 17, 2007 |
| Assets (mns) | $14,581 |
| Currency | USD |
| Expense ratio | 39 bp |
| Distributions | Monthly |
| Regulation | Open-End Investment Company |
| Custodian | State Street Bank & Trust Co |
| Weighting | Market Cap |
| Index replication | Full |
| No. of constituents | 499 |
| No of distinct issuers | 157 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 6% /94% |
| Non-standard maturity (callable, etc.) | 37% |
| GOVT OF URUGUAY 5.1% 6/18/50 | 0.9 % |
| GOVT OF RUSSIA 5.3% 6/23/47 | 0.7 % |
| GOVT OF PERU 5.6% 11/18/50 | 0.7 % |
| GOVT OF PERU 8.8% 11/21/33 | 0.7 % |
| GOVT OF COLOMBIA 5.0% 6/15/45 | 0.7 % |
| GOVT OF POLAND 5.0% 3/23/22 | 0.6 % |
| GOVT OF KUWAIT 3.5% 3/20/27 | 0.6 % |
| 1MDB GLOBAL INVESTMEN 4.4% 3/09/23 | 0.6 % |
| GOVT OF UKRAINE 7.4% 9/25/32 | 0.6 % |
| GOVT OF PANAMA 6.7% 1/26/36 | 0.5 % |
| TOTAL | 6.6 % |
|---|
| GOVT OF TURKEY | 3.6% |
| GOVT OF QATAR | 3.6% |
| GOVT OF THE PHILIPPINES | 3.5% |
| GOVT OF SAUDI ARABIA | 3.5% |
| GOVT OF RUSSIA | 3.3% |
 |
MEXICO | 5.1 % |
 |
INDONESIA | 4.6 % |
 |
QATAR | 3.7 % |
 |
TURKEY | 3.7 % |
 |
PHILIPPINES | 3.7 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 1.5% | 10.1% | 0.5% | 2.6% | 4.2% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.46 | 75% |
| S&P500 | 0.57 | 69% |
| MSCI EAFE | 0.65 | 83% |
| MSCI Emg. Mkts. | 0.59 | 73% |
| Recent close | $87.27 |
| 30d moving avg. | $85.31 |
| Annualized volatility | 12.1% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) | 70 |
| Avg. volume (thou.) | 6,989 |
| Avg. daily value traded (mns) | $610 |
| Turnover | 4.2% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| EMB | 8.5 yrs | Category Avg.* |
8.8 yrs |
| EMB | 8.3% | Category Avg.* |
8.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 10.64% | -18.1% | $71.48 |
| +200 bp | 9.64% | -13.6% | $75.44 |
| +150 bp | 9.14% | -10.7% | $77.91 |
| +100 bp | 8.64% | -7.5% | $80.71 |
| +75 bp | 8.39% | -5.8% | $82.22 |
| +50 bp | 8.14% | -3.9% | $83.83 |
| +25 bp | 7.89% | -2.0% | $85.51 |
| 0 bp | 7.64% | 0% | $87.27 |
| -25 bp | 7.39% | 2.1% | $89.11 |
| -50 bp | 7.14% | 4.3% | $91.04 |
| -75 bp | 6.89% | 6.6% | $93.05 |
| -100 bp | 6.64% | 9.0% | $95.14 |
| -150 bp | 6.14% | 14.1% | $99.56 |
| -200 bp | 5.64% | 19.5% | $104.30 |
| -300 bp | 4.64% | 31.5% | $114.77 |
*Fund Category: EMERGING MARKET
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
764 | bp |
| Less: Annual "default factor" |
84 | bp |
| Less: Expense ratio | 39 | bp |
| Equals: ALTAR Score | 6.41 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.5% |
| Corporate | 4.5% |
| Emerging Market | 6.2% |
| Government | 4.8% |
| Inflation Protected | 3.0% |
| Mortgage | 5.2% |
| Municipals | 3.4% |
| *Note: The iShares JP Morgan USD Emerging Markets Bond ETF is classified as a Emerging Market fund. | |