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Global X Emerging Markets Bond ETF
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- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
| EMBD is an actively managed ETF holding an equally-weighted portfolio of USD-denominated debt from corporate and sovereign issuers in emerging markets. |
| Category | Emerging Market |
| Fund Sponsor | Global X |
| Website | www.globalxetfs.com |
| Inception date | Jun 02, 2020 |
| Assets (mns) | $252 |
| Currency | USD |
| Expense ratio | 39 bp |
| Distributions | Monthly |
| Regulation | Open-Ended Fund |
| Custodian | |
| Weighting | Equal |
| Index replication |
| No. of constituents | 198 |
| No of distinct issuers | 90 |
| Inflation protected | 0% |
| Variable/Fixed coupon | 13% /87% |
| Non-standard maturity (callable, etc.) | 59% |
| 0.0% // | 3.3 % |
| 0.0% // | 1.4 % |
| 0.0% // | 1.4 % |
| 0.0% // | 1.2 % |
| 0.0% // | 1.2 % |
| 0.0% // | 1.2 % |
| 0.0% // | 1.2 % |
| 0.0% // | 1.1 % |
| 0.0% // | 1.1 % |
| 0.0% // | 1.1 % |
| TOTAL | 14.4 % |
|---|
| GOVT OF PERU | 3.9% |
| GOVT OF QATAR | 3.8% |
| GOVT OF THE DOMINICAN REPUBLIC | 3.7% |
| GOVT OF OMAN | 3.2% |
| GOVT OF SOUTH AFRICA | 3.1% |
 |
MEXICO | 8.3 % |
 |
UNITED STATES | 6.5 % |
 |
PERU | 5.1 % |
 |
UNITED ARAB EMIRATES | 4.7 % |
 |
SOUTH AFRICA | 4.4 % |
HISTORICAL RETURNS 
| Custom date range | Compare to | ||
| thru |
| Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
| 11.9% | 10.6% | 2.7% | -- | 4.0% |
| versus... | Beta | R-squared |
|---|---|---|
| Barclays Agg. Bond | 0.91 | 65% |
| S&P500 | 0.42 | 61% |
| MSCI EAFE | 0.39 | 57% |
| MSCI Emg. Mkts. | 0.35 | 45% |
| Recent close | $24.04 |
| 30d moving avg. | $23.88 |
| Annualized volatility | 6.9% |
| Short interest (ETF) | 0.0% |
| Relative strength (RSI) | 59 |
| Avg. volume (thou.) | 76 |
| Avg. daily value traded (mns) | $2 |
| Turnover | 0.7% |
| Bid/Ask (% of price) | 0.33 |
DISTRIBUTION YIELD (TRAILING 12 MONTHS)
| EMBD | 6.8 yrs | Category Avg.* |
8.5 yrs |
| EMBD | 6.6% | Category Avg.* |
8.3% |
| Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
| +300 bp | 8.42% | -16.2% | $20.16 |
| +200 bp | 7.42% | -11.6% | $21.25 |
| +150 bp | 6.92% | -9.0% | $21.87 |
| +100 bp | 6.42% | -6.2% | $22.54 |
| +75 bp | 6.17% | -4.7% | $22.90 |
| +50 bp | 5.92% | -3.2% | $23.27 |
| +25 bp | 5.67% | -1.6% | $23.65 |
| 0 bp | 5.42% | 0% | $24.04 |
| -25 bp | 5.17% | 1.7% | $24.45 |
| -50 bp | 4.92% | 3.4% | $24.86 |
| -75 bp | 4.67% | 5.2% | $25.30 |
| -100 bp | 4.42% | 7.1% | $25.74 |
| -150 bp | 3.92% | 10.9% | $26.67 |
| -200 bp | 3.42% | 15.0% | $27.64 |
| -300 bp | 2.42% | 23.7% | $29.75 |
*Fund Category: EMERGING MARKET
ALTAR Score™
| Calculation of ALTAR Score™ | ||
|---|---|---|
| Adj. Yield to Maturity |
542 | bp |
| Less: Annual "default factor" |
72 | bp |
| Less: Expense ratio | 39 | bp |
| Equals: ALTAR Score | 4.31 | % |
| Average ALTAR Score™ by Category | |
|---|---|
| Aggregate | 2.7% |
| Corporate | 3.7% |
| Emerging Market | 5.2% |
| Government | 6.9% |
| Inflation Protected | 2.0% |
| Mortgage | 4.5% |
| Municipals | 3.2% |
| *Note: The Global X Emerging Markets Bond ETF is classified as a Emerging Market fund. | |