iShares JP Morgan EM Local Ccy Bd ETF (LEMB)

37.59 -0.56  -1.47% NYSE Arca Mar 27, 20:00 Delayed 2m USD
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Key Stats

Net Asset Value 37.85
Discount or Premium to NAV -0.69%
Turnover Ratio 44.00%
1 Year Fund Level Flows -21.93M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M -11.72% -11.30% -11.79% 27
3M -14.26% -13.49% -13.48% 27
6M -11.39% -11.13% -9.83% 46
YTD -14.35% -13.76% -13.79% 27
1Y -10.68% -9.38% -7.14% 74
3Y -4.00% -3.70% -1.58% 95
5Y -1.54% -1.38% -0.28% 87
10Y -- -- 0.22% --
15Y -- -- -- --
20Y -- -- -- --
As of March 27, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 1.15% 1.15% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 98.85% 98.85% 0.00%
Convertible 0.00% 0.00% 0.00%
Preferred 0.00% 0.00% 0.00%
Other 0.00% 0.00% 0.00%
As of March 26, 2020

Region Exposure

Americas 42.23%
North America 0.00%
Latin America 42.23%
Greater Europe 33.71%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 29.36%
Africa/Middle East 4.35%
Greater Asia 24.05%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 24.05%
Market Classification
% Developed Markets 0.00%
% Emerging Markets 100.0%
As of March 26, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

LEMB Bond Exposure

Government 98.85%
Corporate 0.00%
Securitized 0.00%
Municipal 0.00%
Cash 1.15%
Derivative 0.00%
As of March 26, 2020

LEMB Bond Credit Quality Exposure

AAA 1.22%
AA 4.41%
A 28.41%
BBB 39.85%
BB 25.67%
B 0.00%
Below B 0.00%
Not Rated 0.44%
As of Dec. 31, 2019

LEMB Bond Maturity Exposure

1 to 7 Days 0.00%
8 to 30 Days 0.00%
31 to 90 Days 0.00%
91 to 182 Days 0.00%
183 to 364 Days 0.00%
1 to 3 Years 26.81%
3 to 5 Years 17.05%
5 to 7 Years 15.40%
7 to 10 Years 16.59%
10 to 15 Years 12.06%
15 to 20 Years 8.10%
20 to 30 Years 3.99%
Over 30 Years 0.00%
As of March 26, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Philippines (Republic Of) 6.25% 3.17% -- --
-- Dominican Republic 9.75% 2.61% -- --
-- Uruguay (Republic of) 9.88% 2.34% -- --
-- Dominican Republic 8.9% 2.04% -- --
-- Brazil (Federative Republic) 10% 1.82% -- --
-- Secretaria Tesouro Nacional 0% 1.66% -- --
-- Uruguay (Republic of) 8.5% 1.65% -- --
-- Secretaria Tesouro Nacional 10% 1.52% -- --
-- Philippines (Republic Of) 3.9% 1.52% -- --
-- Secretaria Tesouro Nacional 0% 1.25% -- --
As of March 26, 2020
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Basic Info

Investment Strategy
The investment seeks to track the investment results of the J.P. Morgan GBI-EM Global Diversified 15% Cap 4.5% Floor Index composed of local currency denominated, emerging market sovereign bonds. The fund generally will invest at least 90% of its assets in the component securities of the underlying index and may invest up to 10% of its assets in certain futures, options and swap contracts, cash and cash equivalents, including shares of money market funds advised by BFA or its affiliates. The index tracks the performance of local currency-denominated sovereign bond markets of emerging market countries. The fund is non-diversified.
General
Security Type Exchange-Traded Fund
Equity Style --
Fixed Income Style Medium Quality/Moderate Sensitivity
Broad Asset Class Taxable Bond
Broad Category Fixed Income
Category Name Emerging-Markets Local-Currency Bond
Prospectus Objective Worldwide Bond
Fund Owner Firm Name iShares
Benchmark Index
JPM GBI-EM Gbl Div 15%Cap 4.5% Fl TR USD 100.0%
Reports
One Page Report Download

Manager Info

Name Tenure
James Mauro 8.37 yrs
Scott Radell 8.37 yrs

Net Fund Flows

1M -42.68M
3M -25.53M
6M -44.09M
YTD -51.44M
1Y -21.93M
3Y 220.82M
5Y -37.28M
10Y --
As of Feb. 29, 2020

Risk Info

Beta (5Y) 0.3709
Max Drawdown (All) 25.77%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.2425
30-Day Rolling Volatility 31.17%
Daily Value at Risk (VaR) 1% (All) 1.48%
Monthly Value at Risk (VaR) 1% (All) 7.13%

Fundamentals

Dividend Yield TTM (3-27-20) 5.13%
30-Day SEC Yield (3-27-20) 5.56%
7-Day SEC Yield --
Current Yield 6.40%
Yield to Maturity 5.49%
Effective Duration 5.130
Average Coupon 6.51%
Average Credit Score 11.00 (BBB)
Average Price 47.22
Number of Holdings 238
As of March 26, 2020

Comparables

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Attributes

Key Dates
Inception Date 10/18/2011
Termination Date
Last Annual Report Date 10/31/2019
Last Prospectus Date 2/28/2020
Attributes
Exchange Traded Share Yes
Exchange Traded Note No
Enhanced Index Fund No
Fixed Distribution Fund No
High-Net Worth Individual Fund No
Index Fund Yes
Inverse Fund No
Leveraged Fund No
Fund of Funds No
Currency Hedged Fund No
Synthetic Replication Fund No
Has Dividend Investment Plan No
Socially Responsible Fund No
General Availability
Available for Insurance Product No
Available for Retirement Plan No
Available for RRSP No
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