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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) | $12,833 |
| 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% |
| 0.0% // | 1.0 % |
| 0.0% // | 0.8 % |
| 0.0% // | 0.6 % |
| 0.0% // | 0.6 % |
| 0.0% // | 0.5 % |
| 0.0% // | 0.5 % |
| 0.0% // | 0.5 % |
| 0.0% // | 0.4 % |
| 0.0% // | 0.4 % |
| 0.0% // | 0.4 % |
| TOTAL | 5.7 % |
|---|
| 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 % |
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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. |
| 2.7% | 5.8% | 1.1% | 2.5% | 4.2% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.37 | 79% |
| S&P500 | 0.53 | 64% |
| MSCI EAFE | 0.58 | 79% |
| MSCI Emg. Mkts. | 0.55 | 72% |
| Recent close | $90.43 |
| 30d moving avg. | $89.74 |
| Annualized volatility | 11.2% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) | 55 |
| Avg. volume (thou.) | 5,191 |
| Avg. daily value traded (mns) | $469 |
| Turnover | 3.7% |
| Bid/Ask (% of price) | 0.01 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| EMB | 8.5 yrs | Category Avg.* |
8.5 yrs |
| EMB | 8.3% | Category Avg.* |
8.2% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 10.38% | -18.1% | $74.07 |
| +200 bp | 9.38% | -13.6% | $78.17 |
| +150 bp | 8.88% | -10.7% | $80.73 |
| +100 bp | 8.38% | -7.5% | $83.63 |
| +75 bp | 8.13% | -5.8% | $85.20 |
| +50 bp | 7.88% | -3.9% | $86.86 |
| +25 bp | 7.63% | -2.0% | $88.60 |
| 0 bp | 7.38% | 0% | $90.43 |
| -25 bp | 7.13% | 2.1% | $92.34 |
| -50 bp | 6.88% | 4.3% | $94.34 |
| -75 bp | 6.63% | 6.6% | $96.42 |
| -100 bp | 6.38% | 9.0% | $98.58 |
| -150 bp | 5.88% | 14.1% | $103.16 |
| -200 bp | 5.38% | 19.5% | $108.08 |
| -300 bp | 4.38% | 31.5% | $118.92 |
*Fund Category: EMERGING MARKET
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
738 | bp |
| Less: Annual "default factor" |
84 | bp |
| Less: Expense ratio | 39 | bp |
| Equals: ALTAR Score | 6.15 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.1% |
| Corporate | 4.0% |
| Emerging Market | 5.9% |
| Government | 7.1% |
| Inflation Protected | 2.3% |
| Mortgage | 4.9% |
| Municipals | 3.5% |
| *Note: The iShares JP Morgan USD Emerging Markets Bond ETF is classified as a Emerging Market fund. | |