|
iShares JP Morgan USD Emerging Markets Bond ETF
|
|||||||||||||||||
- 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) | $13,184 |
| 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. |
| 1.7% | 5.0% | 3.2% | 2.6% | 4.2% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.41 | 81% |
| S&P500 | 0.56 | 69% |
| MSCI EAFE | 0.63 | 84% |
| MSCI Emg. Mkts. | 0.59 | 74% |
| Recent close | $88.54 |
| 30d moving avg. | $89.88 |
| Annualized volatility | 11.9% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) | 40 |
| Avg. volume (thou.) | 8,220 |
| Avg. daily value traded (mns) | $728 |
| Turnover | 5.4% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| EMB | 8.5 yrs | Category Avg.* |
8.4 yrs |
| EMB | 8.3% | Category Avg.* |
8.2% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 10.79% | -18.1% | $72.52 |
| +200 bp | 9.79% | -13.6% | $76.54 |
| +150 bp | 9.29% | -10.7% | $79.05 |
| +100 bp | 8.79% | -7.5% | $81.88 |
| +75 bp | 8.54% | -5.8% | $83.42 |
| +50 bp | 8.29% | -3.9% | $85.05 |
| +25 bp | 8.04% | -2.0% | $86.75 |
| 0 bp | 7.79% | 0% | $88.54 |
| -25 bp | 7.54% | 2.1% | $90.41 |
| -50 bp | 7.29% | 4.3% | $92.36 |
| -75 bp | 7.04% | 6.6% | $94.40 |
| -100 bp | 6.79% | 9.0% | $96.52 |
| -150 bp | 6.29% | 14.1% | $101.00 |
| -200 bp | 5.79% | 19.5% | $105.82 |
| -300 bp | 4.79% | 31.5% | $116.44 |
*Fund Category: EMERGING MARKET
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
779 | bp |
| Less: Annual "default factor" |
84 | bp |
| Less: Expense ratio | 39 | bp |
| Equals: ALTAR Score | 6.56 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.3% |
| Corporate | 4.4% |
| Emerging Market | 6.2% |
| Government | 7.2% |
| Inflation Protected | 2.5% |
| Mortgage | 5.1% |
| Municipals | 3.6% |
| *Note: The iShares JP Morgan USD Emerging Markets Bond ETF is classified as a Emerging Market fund. | |