Summary
LEMB
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return 10.14% 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: 02/06/2026

Current price: $42.31

Expense ratio: 0.30%

Assets under management
$726.5M
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

1.71%

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

-0.49%

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

3.22%

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

10.14%

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

19.79%

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

20.09%

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: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.039%

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
02/06/2026 $42.31 $42.36 $42.25 $42.31 96,200
01/06/2026 $42.07 $42.28 $42.04 $42.23 121,900
29/05/2026 $42.12 $42.16 $42.03 $42.12 283,500
28/05/2026 $41.93 $42.04 $41.91 $42.03 130,300
27/05/2026 $41.95 $42.02 $41.92 $41.96 36,300
26/05/2026 $41.93 $41.97 $41.90 $41.95 56,600
22/05/2026 $41.74 $41.78 $41.65 $41.70 55,000
21/05/2026 $41.54 $41.79 $41.52 $41.73 62,600
20/05/2026 $41.36 $41.68 $41.36 $41.64 107,000
19/05/2026 $41.38 $41.50 $41.26 $41.34 384,900