Summary
LEMB
Prices · period metrics · 12M
NAV as of 17/07/2026
02/04/2025 → 02/04/2026
Return 7.71% Volatility 6.88% Sharpe 1.21
Official loaded data — not a live quote.

ISHARES J.P. MORGAN EM LOCAL CURRENCY BOND ETF

Symbol: LEMB

Exchange: NYSE

Sector: N/A

Category: Emerging-Markets Local-Currency Bond

Inception date: 18/10/2011

Latest date: 17/07/2026

Current price: $42.28

Expense ratio: 0.30%

Assets under management
$720.3M
0.00% 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

-0.35%

Ann. -32.71% (Sharpe / Sortino numerator)

Volatility

11.98%

Sharpe ratio

-3.034

VaR 95%

-1.24%

CVaR 95%: -1.51%
Max drawdown: -3.78%
Sortino ratio: -4.783
Calmar ratio: -8.64

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

-0.66%

Ann. -5.73% (Sharpe / Sortino numerator)

Volatility

8.44%

Sharpe ratio

-1.110

VaR 95%

-1.03%

CVaR 95%: -1.31%
Max drawdown: -6.00%
Sortino ratio: -1.322
Calmar ratio: -0.96

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

1.12%

Ann. 3.69% (Sharpe / Sortino numerator)

Volatility

6.70%

Sharpe ratio

0.009

VaR 95%

-0.71%

CVaR 95%: -1.09%
Max drawdown: -6.00%
Sortino ratio: 0.011
Calmar ratio: 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

7.71%

Ann. 11.98% (Sharpe / Sortino numerator)

Volatility

6.88%

Sharpe ratio

1.214

VaR 95%

-0.67%

CVaR 95%: -1.08%
Max drawdown: -6.00%
Sortino ratio: 1.479
Calmar ratio: 2.00

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

18.52%

Ann. 8.12% (Sharpe / Sortino numerator)

Volatility

6.84%

Sharpe ratio

0.656

VaR 95%

-0.68%

CVaR 95%: -0.97%
Max drawdown: -7.09%
Sortino ratio: 0.936
Calmar ratio: 1.14

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

15.77%

Ann. 5.74% (Sharpe / Sortino numerator)

Volatility

6.90%

Sharpe ratio

0.305

VaR 95%

-0.70%

CVaR 95%: -0.96%
Max drawdown: -10.09%
Sortino ratio: 0.450
Calmar ratio: 0.57

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: 17/07/2025 - 17/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.03%

Best day

1.7%

08/04/2026
Worst day

-1.764%

03/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
17/07/2026 $42.28 $42.34 $42.24 $42.28 39,400
16/07/2026 $42.40 $42.42 $42.35 $42.40 100,300
15/07/2026 $42.54 $42.54 $42.43 $42.49 919,400
14/07/2026 $42.52 $42.59 $42.50 $42.53 62,700
13/07/2026 $42.52 $42.54 $42.39 $42.39 34,100
10/07/2026 $42.52 $42.64 $42.47 $42.59 30,400
09/07/2026 $42.37 $42.52 $42.37 $42.47 27,100
08/07/2026 $42.33 $42.40 $42.25 $42.39 89,800
07/07/2026 $42.54 $42.58 $42.45 $42.49 77,400
06/07/2026 $42.48 $42.62 $42.48 $42.59 65,900