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BNY Mellon Emerging Markets Equity ETF (BKEM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerThe Bank of New York Mellon Corp.
Inception DateApr 24, 2020
RegionEmerging Markets (Broad)
CategoryAsia Pacific Equities
Index TrackedMorningstar Emerging Markets Large Cap Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

BKEM has an expense ratio of 0.11%, which is considered low compared to other funds.


Expense ratio chart for BKEM: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BNY Mellon Emerging Markets Equity ETF

Popular comparisons: BKEM vs. SPEM, BKEM vs. BKIE, BKEM vs. VWO, BKEM vs. IEMG, BKEM vs. IEMS.L, BKEM vs. SPEU, BKEM vs. VFV.TO, BKEM vs. XCEM

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BNY Mellon Emerging Markets Equity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%FebruaryMarchAprilMayJuneJuly
31.26%
90.33%
BKEM (BNY Mellon Emerging Markets Equity ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

BNY Mellon Emerging Markets Equity ETF had a return of 5.75% year-to-date (YTD) and 4.28% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.75%13.20%
1 month-0.96%-1.28%
6 months9.02%10.32%
1 year4.28%18.23%
5 years (annualized)N/A12.31%
10 years (annualized)N/A10.58%

Monthly Returns

The table below presents the monthly returns of BKEM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.02%4.10%2.74%-0.71%2.27%2.58%5.75%
20237.96%-7.12%3.43%-0.79%-2.13%3.98%6.60%-6.50%-3.14%-3.52%7.49%3.68%8.68%
20220.72%-4.21%-3.94%-5.36%0.80%-5.46%-0.75%-0.61%-11.06%-2.19%15.66%-2.88%-19.43%
20213.99%0.61%-1.14%0.75%1.45%0.77%-6.74%1.36%-3.68%1.12%-3.60%1.62%-3.91%
20202.80%4.05%6.30%8.05%2.89%-0.89%1.46%8.48%6.99%47.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BKEM is 21, indicating that it is in the bottom 21% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of BKEM is 2121
BKEM (BNY Mellon Emerging Markets Equity ETF)
The Sharpe Ratio Rank of BKEM is 2222Sharpe Ratio Rank
The Sortino Ratio Rank of BKEM is 2121Sortino Ratio Rank
The Omega Ratio Rank of BKEM is 2121Omega Ratio Rank
The Calmar Ratio Rank of BKEM is 2020Calmar Ratio Rank
The Martin Ratio Rank of BKEM is 2121Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for BNY Mellon Emerging Markets Equity ETF (BKEM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BKEM
Sharpe ratio
The chart of Sharpe ratio for BKEM, currently valued at 0.35, compared to the broader market0.002.004.006.000.35
Sortino ratio
The chart of Sortino ratio for BKEM, currently valued at 0.59, compared to the broader market0.005.0010.0015.000.59
Omega ratio
The chart of Omega ratio for BKEM, currently valued at 1.07, compared to the broader market1.002.003.001.07
Calmar ratio
The chart of Calmar ratio for BKEM, currently valued at 0.14, compared to the broader market0.005.0010.0015.0020.000.14
Martin ratio
The chart of Martin ratio for BKEM, currently valued at 0.86, compared to the broader market0.0050.00100.00150.000.86
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market0.002.004.006.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market0.005.0010.0015.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market1.002.003.001.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.005.0010.0015.0020.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0050.00100.00150.005.98

Sharpe Ratio

The current BNY Mellon Emerging Markets Equity ETF Sharpe ratio is 0.35. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of BNY Mellon Emerging Markets Equity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.35
1.58
BKEM (BNY Mellon Emerging Markets Equity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

BNY Mellon Emerging Markets Equity ETF granted a 2.74% dividend yield in the last twelve months. The annual payout for that period amounted to $1.61 per share.


PeriodTTM2023202220212020
Dividend$1.61$1.70$1.68$1.51$1.29

Dividend yield

2.74%3.02%3.15%2.22%1.78%

Monthly Dividends

The table displays the monthly dividend distributions for BNY Mellon Emerging Markets Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.20$0.00$0.00$0.49$0.69
2023$0.00$0.00$0.00$0.28$0.00$0.00$0.49$0.00$0.00$0.58$0.00$0.34$1.70
2022$0.00$0.00$0.00$0.32$0.00$0.00$0.60$0.00$0.00$0.64$0.00$0.12$1.68
2021$0.00$0.00$0.00$0.19$0.00$0.00$0.44$0.00$0.00$0.61$0.00$0.27$1.51
2020$0.31$0.00$0.00$0.45$0.00$0.53$1.29

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-21.29%
-4.73%
BKEM (BNY Mellon Emerging Markets Equity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BNY Mellon Emerging Markets Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BNY Mellon Emerging Markets Equity ETF was 39.48%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current BNY Mellon Emerging Markets Equity ETF drawdown is 21.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.48%Feb 18, 2021425Oct 24, 2022
-5.89%Apr 30, 20202May 1, 202011May 18, 202013
-5.58%Jun 11, 20201Jun 11, 202015Jul 2, 202016
-5.48%Aug 31, 202018Sep 24, 202011Oct 9, 202029
-5.36%Jan 22, 20216Jan 29, 20217Feb 9, 202113

Volatility

Volatility Chart

The current BNY Mellon Emerging Markets Equity ETF volatility is 3.49%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%FebruaryMarchAprilMayJuneJuly
3.49%
3.80%
BKEM (BNY Mellon Emerging Markets Equity ETF)
Benchmark (^GSPC)