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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) | $253 |
| 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 % |
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SOUTH AFRICA | 4.4 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 11.4% | 11.4% | 3.5% | -- | 4.1% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 1.07 | 64% |
| S&P500 | 0.48 | 52% |
| MSCI EAFE | 0.46 | 64% |
| MSCI Emg. Mkts. | 0.42 | 62% |
| Recent close | $24.10 |
| 30d moving avg. | $23.85 |
| Annualized volatility | 8.6% |
| Short interest (ETF) | 0.1% |
| Relative strength (RSI) | 60 |
| Avg. volume (thou.) | 81 |
| Avg. daily value traded (mns) | $2 |
| Turnover | 0.8% |
| Bid/Ask (% of price) | 0.36 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| EMBD | 6.9 yrs | Category Avg.* |
8.6 yrs |
| EMBD | 6.7% | Category Avg.* |
8.4% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 8.49% | -16.3% | $20.17 |
| +200 bp | 7.49% | -11.7% | $21.27 |
| +150 bp | 6.99% | -9.1% | $21.90 |
| +100 bp | 6.49% | -6.3% | $22.58 |
| +75 bp | 6.24% | -4.8% | $22.94 |
| +50 bp | 5.99% | -3.3% | $23.31 |
| +25 bp | 5.74% | -1.7% | $23.70 |
| 0 bp | 5.49% | 0% | $24.10 |
| -25 bp | 5.24% | 1.7% | $24.51 |
| -50 bp | 4.99% | 3.5% | $24.94 |
| -75 bp | 4.74% | 5.3% | $25.38 |
| -100 bp | 4.49% | 7.2% | $25.83 |
| -150 bp | 3.99% | 11.1% | $26.77 |
| -200 bp | 3.49% | 15.2% | $27.77 |
| -300 bp | 2.49% | 24.2% | $29.92 |
*Fund Category: EMERGING MARKET
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
549 | bp |
| Less: Annual "default factor" |
72 | bp |
| Less: Expense ratio | 39 | bp |
| Equals: ALTAR Score | 4.38 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.7% |
| Corporate | 3.7% |
| Emerging Market | 5.2% |
| Government | 6.6% |
| Inflation Protected | 2.0% |
| Mortgage | 4.5% |
| Municipals | 3.2% |
| *Note: The Global X Emerging Markets Bond ETF is classified as a Emerging Market fund. | |