ISHARES J.P. MORGAN EM CORPORATE BOND ETF
Symbol: CEMB
Exchange: BATS
Sector: Industrials
Category: Emerging Markets Bond
Inception date: 17/04/2012
Latest date: 16/07/2026
Current price: $45.44
Expense ratio: 0.50%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
-0.06%
Ann. -20.59% (Sharpe / Sortino numerator)
Volatility
5.65%
Sharpe ratio
-4.285
VaR 95%
-0.67%
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
0.63%
Ann. -4.44% (Sharpe / Sortino numerator)
Volatility
4.02%
Sharpe ratio
-2.010
VaR 95%
-0.48%
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
1.31%
Ann. -0.68% (Sharpe / Sortino numerator)
Volatility
3.48%
Sharpe ratio
-1.240
VaR 95%
-0.41%
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
5.90%
Ann. 4.69% (Sharpe / Sortino numerator)
Volatility
4.34%
Sharpe ratio
0.244
VaR 95%
-0.35%
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
12.61%
Ann. 6.02% (Sharpe / Sortino numerator)
Volatility
3.95%
Sharpe ratio
0.605
VaR 95%
-0.33%
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
22.41%
Ann. 6.36% (Sharpe / Sortino numerator)
Volatility
4.35%
Sharpe ratio
0.627
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.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.
Average daily return
0.023%
Best day
0.641%
Worst day
-0.683%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $45.39 | $45.44 | $45.37 | $45.44 | 33,900 |
| 15/07/2026 | $45.38 | $45.44 | $45.38 | $45.43 | 281,400 |
| 14/07/2026 | $45.35 | $45.38 | $45.32 | $45.36 | 33,100 |
| 13/07/2026 | $45.36 | $45.38 | $45.29 | $45.30 | 43,100 |
| 10/07/2026 | $45.41 | $45.43 | $45.38 | $45.40 | 17,500 |
| 09/07/2026 | $45.35 | $45.47 | $45.35 | $45.40 | 49,400 |
| 08/07/2026 | $45.33 | $45.35 | $45.28 | $45.34 | 38,000 |
| 07/07/2026 | $45.40 | $45.45 | $45.37 | $45.39 | 46,900 |
| 06/07/2026 | $45.49 | $45.59 | $45.48 | $45.51 | 25,800 |
| 02/07/2026 | $45.43 | $45.47 | $45.43 | $45.46 | 11,200 |