ISHARES J.P. MORGAN EM HIGH YIELD BOND ETF
Symbol: EMHY
Exchange: BATS
Sector: Industrials
Category: Emerging Markets Bond
Inception date: 03/04/2012
Latest date: 16/07/2026
Current price: $40.37
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
-0.38%
Ann. -28.03% (Sharpe / Sortino numerator)
Volatility
10.75%
Sharpe ratio
-2.946
VaR 95%
-1.02%
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
1.70%
Ann. -7.66% (Sharpe / Sortino numerator)
Volatility
7.00%
Sharpe ratio
-1.612
VaR 95%
-0.81%
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
3.04%
Ann. 3.31% (Sharpe / Sortino numerator)
Volatility
6.17%
Sharpe ratio
-0.051
VaR 95%
-0.75%
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
11.56%
Ann. 9.23% (Sharpe / Sortino numerator)
Volatility
7.60%
Sharpe ratio
0.737
VaR 95%
-0.76%
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
22.19%
Ann. 9.52% (Sharpe / Sortino numerator)
Volatility
6.87%
Sharpe ratio
0.857
VaR 95%
-0.62%
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
36.27%
Ann. 11.00% (Sharpe / Sortino numerator)
Volatility
7.01%
Sharpe ratio
1.051
VaR 95%
-0.68%
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
0.044%
Best day
1.371%
Worst day
-1.362%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 16/07/2026 | $40.36 | $40.41 | $40.33 | $40.37 | 54,600 |
| 15/07/2026 | $40.44 | $40.49 | $40.37 | $40.42 | 64,300 |
| 14/07/2026 | $40.45 | $40.46 | $40.36 | $40.39 | 85,500 |
| 13/07/2026 | $40.42 | $40.47 | $40.27 | $40.30 | 148,200 |
| 10/07/2026 | $40.48 | $40.51 | $40.46 | $40.51 | 43,600 |
| 09/07/2026 | $40.42 | $40.51 | $40.40 | $40.51 | 161,800 |
| 08/07/2026 | $40.42 | $40.44 | $40.33 | $40.41 | 147,700 |
| 07/07/2026 | $40.53 | $40.53 | $40.46 | $40.49 | 68,300 |
| 06/07/2026 | $40.56 | $40.60 | $40.54 | $40.58 | 65,800 |
| 02/07/2026 | $40.48 | $40.55 | $40.48 | $40.55 | 207,700 |