MVIS EM Aggregate Bond Index

The MVIS EM Aggregate Bond Index (MVEMAG) tracks the performance of emerging markets sovereign bonds and corporate bonds denominated in USD, EUR, or local emerging markets currencies. MVEMAG is a modified market cap-weighted index. To be included in the index, bonds must be issued by either an emerging markets sovereign, a quasi-sovereign issuer, or a corporate issuer whose primary country of risk is deemed to be an emerging market country.

Index Fundamentals

The tables below show fundamental data of the MVIS Bond Index.
Descriptive values are updated on a daily basis. The chart shows historical values on a monthly basis.

Average Yield to Maturity4.61
Average Modified Duration6.55
Average Years to Maturity10.20
Average Coupon5.00
Yield to Worst4.54
Current Yield4.88

Rating and Maturity Breakdown

The tables below show Bloomberg Composite Rating breakdown and Maturity breakdown of the index components.
The data are updated on a daily basis.

RatingCountWeight
High Yield1,045 29.11%
Investment Grade1,559 45.81%
Not Rated972 25.08%
MaturityCountWeight
0 - 3 Years916 19.23%
3 - 5 Years802 18.54%
5 - 7 Years465 14.06%
7 - 10 Years545 17.39%
10 - 15 Years187 8.24%
15 - 20 Years118 5.40%
20+ Years543 17.15%
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