iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB): 1Y return 6.8%, Sharpe ratio 1.16, volatility 5.6%, max drawdown -4.5%. A ETF in the Fixed Income asset class. Compare EMB with other assets and invest through your own broker with pfolio.
iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) Overview
- Type: ETF
- Asset Class: Fixed Income
- Currency: USD
EMB Performance
- MTD
- Return: 0.9%, Sharpe: 2.31, Volatility: 5.4%, Max Drawdown: -0.8%
- YTD
- Return: 1.9%, Sharpe: 0.47, Volatility: 6.2%, Max Drawdown: -4.5%
- 1Y
- Return: 6.8%, Sharpe: 1.16, Volatility: 5.6%, Max Drawdown: -4.5%
- 5Y
- Return: 8.0%, Sharpe: 0.20, Volatility: 9.6%, Max Drawdown: -28.7%
- 10Y
- Return: 31.1%, Sharpe: 0.32, Volatility: 9.8%, Max Drawdown: -28.7%
Frequently Asked Questions
- What is iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB)?
- iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) is a ETF in the Fixed Income asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does EMB compare to other assets?
- You can compare EMB with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EMB through pfolio?
- pfolio helps you build diversified portfolios that may include EMB. You invest through your own broker — pfolio provides the analytics.