MVIS EM Sovereign Bond (USD&EUR) Index

The MVIS EM Sovereign Bond (USD&EUR) Index (MVEMSD) tracks the performance of emerging markets sovereign bonds denominated in USD or EUR. MVEMSD is a modified market cap-weighted index, and is 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 the MVEMAG index, bonds must be issued by either 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 Maturity3.41
Average Modified Duration8.72
Average Years to Maturity13.30
Average Coupon4.60
Yield to Worst3.40
Current Yield4.24

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 Yield321 37.64%
Investment Grade343 55.75%
Not Rated54 6.60%
MaturityCountWeight
0 - 3 Years102 11.01%
3 - 5 Years115 14.38%
5 - 7 Years94 13.11%
7 - 10 Years134 18.57%
10 - 15 Years71 9.47%
15 - 20 Years40 5.86%
20+ Years162 27.60%
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