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Global X Emerging Markets Bond ETF
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- 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) | $230 |
| 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% // | 3.3 % |
| 0.0% // | 1.4 % |
| 0.0% // | 1.4 % |
| 0.0% // | 1.2 % |
| 0.0% // | 1.2 % |
| 0.0% // | 1.2 % |
| 0.0% // | 1.2 % |
| 0.0% // | 1.1 % |
| 0.0% // | 1.1 % |
| 0.0% // | 1.1 % |
| TOTAL | 14.4 % |
|---|
| 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. |
| 8.2% | 8.1% | 2.9% | -- | 3.6% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.16 | 70% |
| S&P500 | 0.49 | 58% |
| MSCI EAFE | 0.50 | 70% |
| MSCI Emg. Mkts. | 0.49 | 73% |
| Recent close | $23.88 |
| 30d moving avg. | $23.48 |
| Annualized volatility | 9.7% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) | 62 |
| Avg. volume (thou.) | 29 |
| Avg. daily value traded (mns) | $1 |
| Turnover | 0.3% |
| Bid/Ask (% of price) | 0.58 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| EMBD | 6.8 yrs | Category Avg.* |
8.5 yrs |
| EMBD | 6.6% | Category Avg.* |
8.3% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 8.44% | -16.0% | $20.06 |
| +200 bp | 7.44% | -11.5% | $21.13 |
| +150 bp | 6.94% | -8.9% | $21.74 |
| +100 bp | 6.44% | -6.2% | $22.41 |
| +75 bp | 6.19% | -4.7% | $22.75 |
| +50 bp | 5.94% | -3.2% | $23.12 |
| +25 bp | 5.69% | -1.6% | $23.49 |
| 0 bp | 5.44% | 0% | $23.88 |
| -25 bp | 5.19% | 1.7% | $24.28 |
| -50 bp | 4.94% | 3.4% | $24.69 |
| -75 bp | 4.69% | 5.2% | $25.12 |
| -100 bp | 4.44% | 7.0% | $25.56 |
| -150 bp | 3.94% | 10.9% | $26.47 |
| -200 bp | 3.44% | 14.9% | $27.44 |
| -300 bp | 2.44% | 23.6% | $29.52 |
*Fund Category: EMERGING MARKET
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
544 | bp |
| Less: Annual "default factor" |
72 | bp |
| Less: Expense ratio | 39 | bp |
| Equals: ALTAR Score | 4.33 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.7% |
| Corporate | 3.7% |
| Emerging Market | 5.3% |
| Government | 6.9% |
| Inflation Protected | 1.9% |
| Mortgage | 4.6% |
| Municipals | 3.1% |
| *Note: The Global X Emerging Markets Bond ETF is classified as a Emerging Market fund. | |