See what your fund actually adds
iShares J.P. Morgan EM Corporate Bond ETF CEMB
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | CEMB | Replication |
|---|---|---|
| Annualized growth | 1.7% | 2.4% |
| Annualized volatility | 4.5% | 4.0% |
| Sharpe ratio | 0.40 | 0.60 |
| Maximum drawdown | 19.0% | 13.7% |
| Replication fit (R²) | 0.84 · Tracking error 1.8% | |
Replication portfolio
The published portfolio below is the investable basket used to model CEMB’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VCSH | FI · Short Corp | 35.8% |
| VWOB | FI · EM Bonds USD | 31.9% |
| BKLN | FI · Senior Bank Loans | 18.7% |
| MUB | FI · Municipal | 13.6% |