|
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) | $15,059 |
| 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 % |
 |
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. |
| 13.5% | 11.0% | 1.5% | 3.7% | 4.7% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.02 | 48% |
| S&P500 | 0.24 | 48% |
| MSCI EAFE | 0.27 | 44% |
| MSCI Emg. Mkts. | 0.23 | 34% |
| Recent close | $96.31 |
| 30d moving avg. | $95.73 |
| Annualized volatility | 9.3% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) | 60 |
| Avg. volume (thou.) | 6,890 |
| Avg. daily value traded (mns) | $664 |
| Turnover | 4.4% |
| 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.* |
8.3% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 9.74% | -18.1% | $78.89 |
| +200 bp | 8.74% | -13.6% | $83.26 |
| +150 bp | 8.24% | -10.7% | $85.98 |
| +100 bp | 7.74% | -7.5% | $89.07 |
| +75 bp | 7.49% | -5.8% | $90.74 |
| +50 bp | 7.24% | -3.9% | $92.51 |
| +25 bp | 6.99% | -2.0% | $94.36 |
| 0 bp | 6.74% | 0% | $96.31 |
| -25 bp | 6.49% | 2.1% | $98.35 |
| -50 bp | 6.24% | 4.3% | $100.47 |
| -75 bp | 5.99% | 6.6% | $102.69 |
| -100 bp | 5.74% | 9.0% | $104.99 |
| -150 bp | 5.24% | 14.1% | $109.87 |
| -200 bp | 4.74% | 19.5% | $115.11 |
| -300 bp | 3.74% | 31.5% | $126.66 |
*Fund Category: EMERGING MARKET
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
674 | bp |
| Less: Annual "default factor" |
84 | bp |
| Less: Expense ratio | 39 | bp |
| Equals: ALTAR Score | 5.51 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.9% |
| Corporate | 3.8% |
| Emerging Market | 5.2% |
| Government | 7.3% |
| Inflation Protected | 2.2% |
| Mortgage | 4.6% |
| Municipals | 3.2% |
| *Note: The iShares JP Morgan USD Emerging Markets Bond ETF is classified as a Emerging Market fund. | |