Summary
EMB
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 9.83% Volatility 7.03% Sharpe 0.68
Official loaded data — not a live quote.

ISHARES J.P. MORGAN USD EMERGING MARKETS BOND ETF

Symbol: EMB

Exchange: NASDAQ

Sector: N/A

Category: Emerging Markets Bond

Inception date: 17/12/2007

Latest date: 16/07/2026

Current price: $95.59

Expense ratio: 0.39%

Assets under management
$14.6B
0.09% 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. -29.29% (Sharpe / Sortino numerator)

Volatility

10.80%

Sharpe ratio

-3.049

VaR 95%

-1.02%

CVaR 95%: -1.30%
Max drawdown: -4.05%
Sortino ratio: -5.244
Calmar ratio: -7.24

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

0.90%

Ann. -7.88% (Sharpe / Sortino numerator)

Volatility

7.22%

Sharpe ratio

-1.594

VaR 95%

-0.84%

CVaR 95%: -1.10%
Max drawdown: -5.33%
Sortino ratio: -1.910
Calmar ratio: -1.48

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

1.97%

Ann. 0.76% (Sharpe / Sortino numerator)

Volatility

5.85%

Sharpe ratio

-0.490

VaR 95%

-0.54%

CVaR 95%: -0.91%
Max drawdown: -5.33%
Sortino ratio: -0.592
Calmar ratio: 0.14

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

9.83%

Ann. 8.44% (Sharpe / Sortino numerator)

Volatility

7.03%

Sharpe ratio

0.683

VaR 95%

-0.65%

CVaR 95%: -1.11%
Max drawdown: -5.33%
Sortino ratio: 0.831
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

17.76%

Ann. 7.94% (Sharpe / Sortino numerator)

Volatility

6.88%

Sharpe ratio

0.626

VaR 95%

-0.65%

CVaR 95%: -1.04%
Max drawdown: -5.33%
Sortino ratio: 0.830
Calmar ratio: 1.49

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

28.40%

Ann. 8.25% (Sharpe / Sortino numerator)

Volatility

7.55%

Sharpe ratio

0.611

VaR 95%

-0.78%

CVaR 95%: -1.08%
Max drawdown: -7.95%
Sortino ratio: 0.883
Calmar ratio: 1.04

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.

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

0.038%

Best day

1.192%

08/04/2026
Worst day

-1.564%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $95.50 $95.69 $95.47 $95.59 4,193,900
15/07/2026 $95.71 $95.83 $95.63 $95.73 4,021,400
14/07/2026 $95.73 $95.79 $95.42 $95.57 5,672,500
13/07/2026 $95.69 $95.91 $95.33 $95.38 7,052,500
10/07/2026 $95.93 $96.00 $95.77 $95.99 5,939,700
09/07/2026 $95.73 $96.03 $95.70 $95.96 4,765,200
08/07/2026 $95.77 $95.79 $95.46 $95.79 11,891,900
07/07/2026 $96.10 $96.21 $95.83 $95.94 4,552,500
06/07/2026 $96.29 $96.41 $96.14 $96.35 3,853,900
02/07/2026 $96.11 $96.24 $96.02 $96.20 7,169,200