Summary
BEMB
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 7.92% Volatility 5.50% Sharpe 0.58
Official loaded data — not a live quote.

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: 16/07/2026

Current price: $52.97

Expense ratio: 0.15%

Assets under management
$42.8M
0.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-0.71%

Ann. -25.56% (Sharpe / Sortino numerator)

Volatility

7.85%

Sharpe ratio

-3.718

VaR 95%

-0.80%

CVaR 95%: -0.99%
Max drawdown: -3.52%
Sortino ratio: -6.330
Calmar ratio: -7.26

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

0.61%

Ann. -7.76% (Sharpe / Sortino numerator)

Volatility

5.37%

Sharpe ratio

-2.122

VaR 95%

-0.56%

CVaR 95%: -0.82%
Max drawdown: -4.51%
Sortino ratio: -2.689
Calmar ratio: -1.72

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

1.27%

Ann. 0.16% (Sharpe / Sortino numerator)

Volatility

4.42%

Sharpe ratio

-0.783

VaR 95%

-0.42%

CVaR 95%: -0.66%
Max drawdown: -4.51%
Sortino ratio: -0.981
Calmar ratio: 0.04

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

7.92%

Ann. 6.80% (Sharpe / Sortino numerator)

Volatility

5.50%

Sharpe ratio

0.577

VaR 95%

-0.42%

CVaR 95%: -0.86%
Max drawdown: -4.51%
Sortino ratio: 0.700
Calmar ratio: 1.51

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

15.21%

Ann. 7.12% (Sharpe / Sortino numerator)

Volatility

5.36%

Sharpe ratio

0.651

VaR 95%

-0.44%

CVaR 95%: -0.79%
Max drawdown: -4.51%
Sortino ratio: 0.868
Calmar ratio: 1.58

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.

Period total return

25.82%

Ann. 7.58% (Sharpe / Sortino numerator)

Volatility

5.89%

Sharpe ratio

0.670

VaR 95%

-0.58%

CVaR 95%: -0.82%
Max drawdown: -6.17%
Sortino ratio: 0.980
Calmar ratio: 1.23

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.031%

Best day

0.817%

08/04/2026
Worst day

-1.165%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $52.97 $52.97 $52.97 $52.97 300
15/07/2026 $52.80 $53.05 $52.80 $53.02 1,800
14/07/2026 $53.00 $53.00 $52.94 $52.94 100
13/07/2026 $53.03 $53.03 $52.83 $52.87 2,300
10/07/2026 $53.08 $53.14 $53.08 $53.11 2,500
09/07/2026 $53.11 $53.11 $53.09 $53.09 400
08/07/2026 $52.93 $52.95 $52.93 $52.95 3,000
07/07/2026 $53.11 $53.11 $53.10 $53.10 1,000
06/07/2026 $53.28 $53.28 $53.25 $53.28 800
02/07/2026 $53.22 $53.22 $53.16 $53.22 1,800