ISHARES J.P. MORGAN BROAD USD EMERGING MARKETS BOND ETF
Symbol: BEMB
Exchange: BATS
Sector: N/A
Category: Emerging Markets Bond
Inception date: 22/02/2023
Latest date: 15/10/2026
Current price: $51.13
Expense ratio: 0.15%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.85%
Ann. -25.56% (Sharpe / Sortino numerator)
Volatility
7.85%
Sharpe ratio
-3.718
VaR 95%
-0.80%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-2.06%
Ann. -7.76% (Sharpe / Sortino numerator)
Volatility
5.37%
Sharpe ratio
-2.122
VaR 95%
-0.56%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
-1.64%
Ann. 0.16% (Sharpe / Sortino numerator)
Volatility
4.42%
Sharpe ratio
-0.783
VaR 95%
-0.42%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
1.15%
Ann. 6.80% (Sharpe / Sortino numerator)
Volatility
5.50%
Sharpe ratio
0.577
VaR 95%
-0.42%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
8.72%
Ann. 7.12% (Sharpe / Sortino numerator)
Volatility
5.36%
Sharpe ratio
0.651
VaR 95%
-0.44%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
28.06%
Ann. 7.58% (Sharpe / Sortino numerator)
Volatility
5.89%
Sharpe ratio
0.670
VaR 95%
-0.58%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.005%
Best day
0.817%
Worst day
-1.165%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $51.10 | $51.13 | $51.09 | $51.13 | 1,200 |
| 14/10/2026 | $50.83 | $50.89 | $50.73 | $50.89 | 6,700 |
| 13/10/2026 | $50.93 | $50.97 | $50.86 | $50.97 | 1,000 |
| 12/10/2026 | $50.89 | $50.91 | $50.75 | $50.75 | 6,700 |
| 09/10/2026 | $50.85 | $50.89 | $50.85 | $50.89 | 400 |
| 08/10/2026 | $50.86 | $50.87 | $50.82 | $50.82 | 1,200 |
| 07/10/2026 | $50.60 | $50.76 | $50.60 | $50.74 | 2,100 |
| 06/10/2026 | $50.80 | $50.85 | $50.75 | $50.85 | 1,200 |
| 05/10/2026 | $50.53 | $50.55 | $50.47 | $50.53 | 4,100 |
| 02/10/2026 | $50.52 | $50.52 | $50.52 | $50.52 | 1,300 |