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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) | $136 |
| 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% // | 0.0 % |
| TOTAL | 0.0 % |
|---|
| 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. |
| 1.8% | 10.4% | -- | -- | 1.6% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.36 | 74% |
| S&P500 | 0.53 | 69% |
| MSCI EAFE | 0.61 | 85% |
| MSCI Emg. Mkts. | 0.55 | 72% |
| Recent close | $22.11 |
| 30d moving avg. | $21.55 |
| Annualized volatility | 11.3% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 70 |
| Avg. volume (thou.) | 27 |
| Avg. daily value traded (mns) | $1 |
| Turnover | 0.4% |
| Bid/Ask (% of price) | 0.58 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| EMBD | 7.5 yrs | Category Avg.* |
8.8 yrs |
| EMBD | 7.2% | Category Avg.* |
8.5% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 9.93% | -19.8% | $17.73 |
| +200 bp | 8.93% | -13.6% | $19.09 |
| +150 bp | 8.43% | -10.4% | $19.81 |
| +100 bp | 7.93% | -7.0% | $20.56 |
| +75 bp | 7.68% | -5.3% | $20.93 |
| +50 bp | 7.43% | -3.6% | $21.32 |
| +25 bp | 7.18% | -1.8% | $21.71 |
| 0 bp | 6.93% | 0% | $22.11 |
| -25 bp | 6.68% | 1.8% | $22.51 |
| -50 bp | 6.43% | 3.7% | $22.92 |
| -75 bp | 6.18% | 5.6% | $23.34 |
| -100 bp | 5.93% | 7.5% | $23.76 |
| -150 bp | 5.43% | 11.3% | $24.62 |
| -200 bp | 4.93% | 15.3% | $25.50 |
| -300 bp | 3.93% | 23.7% | $27.34 |
*Fund Category: EMERGING MARKET
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
693 | bp |
| Less: Annual "default factor" |
72 | bp |
| Less: Expense ratio | 39 | bp |
| Equals: ALTAR Score | 5.82 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 3.6% |
| Corporate | 4.5% |
| Emerging Market | 6.3% |
| Government | 4.7% |
| Inflation Protected | 3.0% |
| Mortgage | 5.3% |
| Municipals | 3.4% |
| *Note: The Global X Emerging Markets Bond ETF is classified as a Emerging Market fund. | |