MVIS EM Sovereign Bond Index (USD&EUR)

The modified market cap-weighted index tracks the performance of emerging markets sovereign bonds denominated in USD or EUR. The MVIS EM Sovereign Bond Index (USD&EUR) (MVEMSD) is derived from the MVIS EM Aggregate Bond Index (MVEMAG), which tracks the performance of emerging markets sovereign bonds and corporate bonds denominated in USD, EUR or local emerging markets currencies. To be included in MVEMAG index bonds must be issued by an emerging markets sovereign or 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 Maturity3.23
Average Modified Duration8.69
Average Years to Maturity13.34
Average Coupon4.75
Yield to Worst3.23
Current Yield4.20

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 Yield278 34.15%
Investment Grade323 59.75%
Not Rated42 6.09%
MaturityCountWeight
0 - 3 Years87 11.38%
3 - 5 Years109 14.24%
5 - 7 Years94 13.51%
7 - 10 Years122 18.85%
10 - 15 Years63 9.18%
15 - 20 Years28 4.47%
20+ Years140 28.36%
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