iShares JP Morgan EM Local Ccy Bd ETF (LEMB)

41.93 -0.19  -0.45% NYSE Arca Aug 7, 20:00 USD
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Key Stats

Net Asset Value 41.92
Discount or Premium to NAV 0.02%
Turnover Ratio 44.00%
1 Year Fund Level Flows -107.87M

Performance & Returns

  Total Return (Price) Total Return (NAV) Cat. Total Return (NAV) % Rank in Cat. (NAV)
1M 2.17% 2.00% 1.71% 44
3M 10.49% 9.25% 8.11% 49
6M -3.56% -3.61% -3.51% 43
YTD -4.47% -4.49% -4.30% 39
1Y -4.43% -4.22% -0.40% 97
3Y -1.81% -1.69% 0.41% 93
5Y 1.59% 1.66% 2.67% 81
10Y -- -- 0.61% --
15Y -- -- -- --
20Y -- -- -- --
As of Aug. 7, 2020. Returns for periods of 1 year and above are annualized.

Asset Allocation

Type % Net % Long % Short
Cash 0.47% 0.47% 0.00%
Stock 0.00% 0.00% 0.00%
Bond 99.53% 99.53% 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 Aug. 7, 2020

Region Exposure

Americas 37.52%
North America 0.00%
Latin America 37.52%
Greater Europe 31.89%
United Kingdom 0.00%
Europe Developed 0.00%
Europe Emerging 27.32%
Africa/Middle East 4.57%
Greater Asia 30.60%
Japan 0.00%
Australasia 0.00%
Asia Developed 0.00%
Asia Emerging 30.60%
Market Classification
% Developed Markets 0.00%
% Emerging Markets 100.0%
As of Aug. 7, 2020. Region breakdown data is calculated by using the long position holdings of the portfolio.

LEMB Bond Exposure

Government 99.53%
Corporate 0.00%
Securitized 0.00%
Municipal 0.00%
Cash 0.47%
Derivative 0.00%
As of Aug. 7, 2020

LEMB Bond Credit Quality Exposure

AAA 0.66%
AA 4.63%
A 19.74%
BBB 50.94%
BB 23.64%
B 0.00%
Below B 0.00%
Not Rated 0.40%
As of March 31, 2020

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 23.33%
3 to 5 Years 17.49%
5 to 7 Years 19.00%
7 to 10 Years 16.79%
10 to 15 Years 12.53%
15 to 20 Years 7.39%
20 to 30 Years 3.47%
Over 30 Years 0.00%
As of Aug. 7, 2020
View More Holdings

Top 10 Holdings

Symbol Name % Weight Price % Chg
-- Philippines (Republic Of) 6.25% 3.14% -- --
-- Dominican Republic 9.75% 2.48% -- --
-- Uruguay (Republic of) 9.88% 2.45% -- --
-- Uruguay (Republic of) 8.5% 2.20% -- --
-- Dominican Republic 8.9% 2.10% -- --
-- Philippines (Republic Of) 3.9% 1.45% -- --
-- Brazil (Federative Republic) 10% 1.26% -- --
-- Secretaria Tesouro Nacional 10% 1.20% -- --
-- Secretaria Tesouro Nacional 0% 1.09% -- --
-- Republic of Chile 5% 0.98% -- --
As of Aug. 7, 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 8.79 yrs
Scott Radell 8.79 yrs

Net Fund Flows

1M 49.57M
3M 65.14M
6M -70.77M
YTD -79.53M
1Y -107.87M
3Y 238.34M
5Y -102.43M
10Y --
As of July 31, 2020

Risk Info

Beta (5Y) 0.7784
Max Drawdown (All) 26.77%
Historical Sharpe Ratio (10Y) --
Historical Sortino (All) -0.0634
30-Day Rolling Volatility 7.17%
Daily Value at Risk (VaR) 1% (All) 1.57%
Monthly Value at Risk (VaR) 1% (All) 8.44%

Fundamentals

Dividend Yield TTM (8-7-20) 4.60%
30-Day SEC Yield (8-7-20) 4.42%
7-Day SEC Yield --
Current Yield 5.96%
Yield to Maturity 5.84%
Effective Duration 5.154
Average Coupon 6.17%
Average Credit Score 11.00 (BBB)
Average Price 54.22
Number of Holdings 260
As of Aug. 7, 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 3/31/2020
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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