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: 15/10/2026
Current price: $44.14
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
-0.53%
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
-1.56%
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
-0.88%
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
1.16%
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
7.05%
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
22.81%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.005%
Best day
0.641%
Worst day
-0.682%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $44.12 | $44.16 | $44.11 | $44.14 | 24,900 |
| 14/10/2026 | $43.87 | $44.01 | $43.87 | $44.00 | 19,800 |
| 13/10/2026 | $44.03 | $44.04 | $43.99 | $44.00 | 116,700 |
| 12/10/2026 | $43.96 | $44.02 | $43.96 | $44.02 | 46,700 |
| 09/10/2026 | $43.97 | $44.00 | $43.93 | $44.00 | 49,000 |
| 08/10/2026 | $43.89 | $43.95 | $43.84 | $43.95 | 41,600 |
| 07/10/2026 | $43.78 | $43.92 | $43.78 | $43.90 | 67,100 |
| 06/10/2026 | $43.88 | $43.94 | $43.86 | $43.92 | 54,600 |
| 05/10/2026 | $43.76 | $43.82 | $43.75 | $43.81 | 61,200 |
| 02/10/2026 | $43.85 | $43.85 | $43.68 | $43.74 | 53,900 |