iShares J.P. Morgan EM Corporate Bond ETF
Ticker
CEMB
ISIN
IE00B6TLBW47
Price
USD 44.89
Change Today
-0.02 / -0.045 %
Price 1 year ago
39.88 / 12.563 %
Morningstar
5
52 Week Low
40.18
52 Week High
45.64
200 Day Moving Average 43.77
43.77
50-day Moving Average
45.23
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 2.25 |
| Sortino Ratio | 0.78 |
| Maximum Drawdown | -1.19% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -26.68 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.53 |
| Volatility | 2.058% |
| Alpha | -0.08 |
| Beta | None |
| R Squared | +61.75 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 3.574% |
| Average Annual Volatility | 7.637% |
| Sharpe Ratio | 0.47 |
| Sortino Ratio | 0.17 |
| Maximum Drawdown | -21.0% |
| Maximum Drawdown Date | 2020-03-19 |
| Calmar Ratio | -0.17 |
Company information
Summary
The investment seeks to track the investment results of the J.P. Morgan CEMBI Broad Diversified Core Index composed of U.S. dollar-denominated, emerging market corporate bonds. The fund will invest at least 80% of its assets in the component securities of the underlying index, and the fund will invest at least 90% of its assets in fixed income securities of the types included in the underlying index that BFA believes will help the fund track the underlying index. The underlying index includes bonds issued by corporations based in Latin American, Eastern European, Middle Eastern/African, and Asian countries (excluding Japan).
Market
US
Category
Emerging Markets Bond
Expense Ratio
0.50%
Fund family
iShares
Morningstar
5
Yield
0.059499998
Exchange
BTS
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| Gaz Capital S.A. 4.95% | 1.1% | |
| XTSLA | BlackRock Cash Funds Treasury SL Agency | 0.96% |
| Teva Pharmaceutical Finance Netherlands III B.V. 3.15% | 0.5% | |
| Ecopetrol S.A. 6.88% | 0.43% | |
| Sands China Ltd 5.4% | 0.43% | |
| Teva Pharmaceutical Finance Netherlands III B.V. 2.8% | 0.43% | |
| Altice Financing S.A. 7.5% | 0.39% | |
| Saudi Arabian Oil Company 4.38% | 0.37% | |
| Sands China Ltd 5.13% | 0.36% | |
| Saudi Arabian Oil Company 4.25% | 0.36% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 2519.T | NEXT FUNDS Emerging Market Bond J.P. Morgan EMBI Plus (Unhedged) Exchange Traded Fund | IE00BTL1GH3 | 0.17% | 4 | |||
| CEMB | iShares J.P. Morgan EM Corporate Bond ETF | IE00B6TLBW47 | BTS | 0.50% | 5 | -0.08 | |
| EMCA.L | iShares V PLC - iShares J.P. Morgan $ EM Corp Bond UCITS ETF | IE00B6TLBW4 | LSE | 0.50% | 4 | -- | -- |
| EMCP.L | iShares V PLC - iShares J.P. Morgan $ EM Corp Bond UCITS ETF | IE00B6TLBW4 | LSE | 0.50% | 4 | ||
| EMCR.L | iShares V PLC - iShares J.P. Morgan $ EM Corp Bond UCITS ETF | IE00B6TLBW4 | LSE | 0.50% | 4 | ||
| EMHY | iShares J.P. Morgan EM High Yield Bond ETF | US4642862852 | BTS | 0.50% | 4 | +5.13 | |
| EMIG.L | UBS(Lux)Fund Solutions – J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF(USD)A-acc | LU197469579 | LSE | 0.50% | 4 | -3.84 | -- |
| IEMB.L | iShares J.P. Morgan $ EM Bond UCITS ETF USD (Dist) | IE00B2NPKV6 | LSE | 0.50% | 4 | +0.99 | |
| SEMB.L | iShares J.P. Morgan $ EM Bond UCITS ETF USD (Dist) | IE00B2NPKV6 | LSE | 0.50% | 4 | +0.99 | |
| SEMC.L | UBS (Lux) Fund Solutions – J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF | LU164538583 | LSE | 0.42% | 4 | -1.79 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.