Summary
CEMB
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 5.90% Volatility 4.34% Sharpe 0.24
Official loaded data — not a live quote.

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%

Assets under management
$397.0M
0.11% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

-0.06%

Ann. -20.59% (Sharpe / Sortino numerator)

Volatility

5.65%

Sharpe ratio

-4.285

VaR 95%

-0.67%

CVaR 95%: -0.70%
Max drawdown: -2.30%
Sortino ratio: -6.717
Calmar ratio: -8.94

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%

CVaR 95%: -0.61%
Max drawdown: -3.48%
Sortino ratio: -2.376
Calmar ratio: -1.28

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%

CVaR 95%: -0.53%
Max drawdown: -3.48%
Sortino ratio: -1.583
Calmar ratio: -0.20

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%

CVaR 95%: -0.71%
Max drawdown: -3.48%
Sortino ratio: 0.258
Calmar ratio: 1.35

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%

CVaR 95%: -0.60%
Max drawdown: -3.48%
Sortino ratio: 0.697
Calmar ratio: 1.73

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%

CVaR 95%: -0.63%
Max drawdown: -3.85%
Sortino ratio: 0.827
Calmar ratio: 1.65

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

0.023%

Best day

0.641%

20/05/2026
Worst day

-0.683%

20/03/2026
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