iShares J.P. Morgan USD Emerging Markets Bond ETF

10-Year Study

EMB.US · · US · ETF

Executive Summary: iShares J.P. Morgan USD Emerging Markets Bond ETF has compounded at 3.3% annually over the last 10 years, with a maximum drawdown of 26.7% and an annualized volatility of 10.3%.

1Y CAGR
+10.9%
3Y CAGR
+9.6%
5Y CAGR
+1.6%
10Y CAGR
+3.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
26.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.07
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +15.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.31.2-4.02.6————————0.1%
20251.72.1-1.2-0.31.22.70.71.81.62.00.50.313.9%
2024-1.20.82.0-2.42.6-0.22.72.32.0-2.41.8-2.25.5%
20233.9-2.71.70.3-1.22.51.7-1.8-3.3-1.26.24.510.6%
2022-3.4-5.5-1.1-6.70.8-6.23.6-2.7-6.6-0.210.1-1.4-18.6%
2021-1.8-3.0-0.72.41.00.90.60.9-2.60.2-1.92.2-2.2%
20201.2-1.3-15.04.46.33.03.90.7-2.1-0.54.22.25.4%
20194.80.41.50.20.53.50.71.6-1.10.6-0.92.915.5%
2018-0.6-2.20.6-2.0-0.8-1.52.6-2.32.0-2.5-0.51.9-5.5%
20171.71.70.51.70.8-0.71.22.0-0.20.2-0.31.210.3%
2016———1.6-0.24.21.41.30.4-1.7-4.31.53.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 10.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 37.0% of variance. Idiosyncratic stock-specific factors contribute 8.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110155.44651961847
2016-05-0110133.524574544068
2016-06-0110556.485739098307
2016-07-0110700.949466061715
2016-08-0110842.532937467906
2016-09-0110887.293272566732
2016-10-0110699.072935925951
2016-11-0110237.621083470678
2016-12-0110389.896412627157
2017-01-0110569.941478443907
2017-02-0110747.120835448673
2017-03-0110802.340280373968
2017-04-0110987.113038393225
2017-05-0111070.771370259763
2017-06-0110991.346141257625
2017-07-0111120.899454351587
2017-08-0111342.111809193253
2017-09-0111320.815374164109
2017-10-0111348.366909645802
2017-11-0111317.513262994971
2017-12-0111458.427584120192
2018-01-0111385.40292302299
2018-02-0111136.988154585351
2018-03-0111198.564527179866
2018-04-0110969.075074297501
2018-05-0110880.165367399872
2018-06-0110717.707316576452
2018-07-0110993.49905955292
2018-08-0110738.552802503205
2018-09-0110956.928542023365
2018-10-0110681.340453480238
2018-11-0110629.146731564548
2018-12-0110831.928360189051
2019-01-0111350.010691857751
2019-02-0111395.28016303992
2019-03-0111566.85902312787
2019-04-0111587.340840423662
2019-05-0111644.43681548472
2019-06-0112055.07688682196
2019-07-0112143.506551126718
2019-08-0112332.032369417504
2019-09-0112196.805825680534
2019-10-0112267.00841820147
2019-11-0112150.547175822148
2019-12-0112508.46984241511
2020-01-0112663.5090531669
2020-02-0112504.731328888818
2020-03-0110632.550669950351
2020-04-0111099.63211281292
2020-05-0111795.752059455457
2020-06-0112146.808662295856
2020-07-0112615.286592701315
2020-08-0112706.814713741875
2020-09-0112442.398525541905
2020-10-0112385.666219111807
2020-11-0112908.287135294913
2020-12-0113186.522731471447
2021-01-0112952.16011893419
2021-02-0112557.463280378332
2021-03-0112465.949706083014
2021-04-0112765.496284033929
2021-05-0112888.518108515811
2021-06-0112999.306120252126
2021-07-0113071.836192011218
2021-08-0113189.344800047713
2021-09-0112841.372107197876
2021-10-0112861.868471238904
2021-11-0112619.708803253816
2021-12-0112892.605743927825
2022-01-0112457.570780825645
2022-02-0111768.636926330917
2022-03-0111639.607296065542
2022-04-0110862.97111452798
2022-05-0110951.051656947016
2022-06-0110277.10095004793
2022-07-0110647.38835009361
2022-08-0110359.02821923109
2022-09-019677.920513674668
2022-10-019662.079108109956
2022-11-0110635.634579940912
2022-12-0110491.1708529775
2023-01-0110902.931023698102
2023-02-0110609.42134502116
2023-03-0110786.804356459263
2023-04-0110815.86875344576
2023-05-0110687.290072282778
2023-06-0110954.717436747116
2023-07-0111143.636017159342
2023-08-0110937.886852506186
2023-09-0110573.825459422582
2023-10-0110448.127033816818
2023-11-0111099.893954227213
2023-12-0111604.840574945561
2024-01-0111464.11536150844
2024-02-0111554.043340572765
2024-03-0111784.783813545639
2024-04-0111500.874986726096
2024-05-0111800.43611142225
2024-06-0111772.870029195317
2024-07-0112087.07972634663
2024-08-0112360.980392442094
2024-09-0112610.442526536901
2024-10-0112302.662490781002
2024-11-0112527.264237263234
2024-12-0112248.054009155721
2025-01-0112455.766984416072
2025-02-0112721.288725254168
2025-03-0112574.919374664518
2025-04-0112542.843801413654
2025-05-0112688.820389881868
2025-06-0113030.028846195806
2025-07-0113119.01128681963
2025-08-0113354.697653173593
2025-09-0113564.912668614961
2025-10-0113832.863715907886
2025-11-0113901.495259943064
2025-12-0113945.484617544249
2026-01-0113988.935745571609
2026-02-0114157.910738261868
2026-03-0113597.51192469441
2026-04-0113957.602056327909
Annual Return Matrix
YearAnnual Return
20170.10284329400959336
2018-0.05467584616927568
20190.15477774838208025
20200.05420750080534398
2021-0.022289195834937492
2022-0.18626450995613153
20230.10615304407629456
20240.05542630508848512
20250.13858777950518952
20260.0008689148578182593
Total Factor Risk
0.10292622655698361
VTI.US Exposure
0.3704448605310115
VEA.US Exposure
0.04141483227621044
VWO.US Exposure
0.10024716580235907
QQQ.US Exposure
-0.11545810381352634
VTV.US Exposure
-0.07525529997112901
IJR.US Exposure
-0.04950311726928051
QUAL.US Exposure
0.004199253931833743
SHV.US Exposure
0.1559258437526379
TLT.US Exposure
0.033227194618773985
LQD.US Exposure
0.193005990610518
HYG.US Exposure
0.21849561465761982
GLD.US Exposure
0.008070716796455431
USO.US Exposure
-0.0031277722729024203
VNQ.US Exposure
0.007661242616035294
BTC-USD.CC Exposure
-0.007954885111776099
CPER.US Exposure
0.01097176431204652
VIX.INDX Exposure
-0.023286283106584173
UUP.US Exposure
0.07449304508057585
TIP.US Exposure
-0.02339555818136132
Idiosyncratic Exposure
0.0798234947404821
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
58.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
10.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.89%
Market Cap$23.6B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$125
Avg Yield on Cost
1.25%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$124.861.25%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.97
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares J.P. Morgan USD Emerging Markets Bond ETF a high-risk investment?

iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB.US) has an annualized volatility of 10.3% and experienced a maximum drawdown of 26.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of EMB.US?

Over the past 10 years, EMB.US has generated a Compound Annual Growth Rate (CAGR) of 3.3%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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