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BNY Mellon Emerging Markets Equity ETF (BKEM)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Inception Date
Apr 24, 2020
Region
Emerging Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
Morningstar Emerging Markets Large Cap Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

BNY Mellon Emerging Markets Equity ETF (BKEM) has returned 5.83% so far this year and 33.56% over the past 12 months.


BNY Mellon Emerging Markets Equity ETF

1D
3.62%
1M
-8.93%
YTD
5.83%
6M
9.17%
1Y
33.56%
3Y*
15.90%
5Y*
3.63%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 24, 2020, BKEM's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +15.7%, while the worst month was Sep 2022 at -11.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, BKEM closed higher 52% of trading days. The best single day was Mar 16, 2022 with a return of +8.3%, while the worst single day was Apr 4, 2025 at -6.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.55%7.06%-8.93%5.83%
20251.51%0.88%1.03%-0.53%4.24%6.91%0.70%2.82%6.59%3.29%-1.90%1.80%30.55%
2024-4.02%4.10%2.74%-0.71%2.27%2.58%1.22%1.06%6.04%-3.88%-2.03%-1.55%7.53%
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%

Benchmark Metrics

BNY Mellon Emerging Markets Equity ETF has an annualized alpha of 0.48%, beta of 0.75, and R² of 0.46 versus S&P 500 Index. Calculated based on daily prices since April 27, 2020.

  • This ETF participated in 68.24% of S&P 500 Index downside but only 62.90% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.46 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.48%
Beta
0.75
0.46
Upside Capture
62.90%
Downside Capture
68.24%

Expense Ratio

BKEM has an expense ratio of 0.11%, which is considered low.


Return for Risk

Risk / Return Rank

BKEM ranks 83 for risk / return — in the top 83% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


BKEM Risk / Return Rank: 8383
Overall Rank
BKEM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BKEM Sortino Ratio Rank: 8383
Sortino Ratio Rank
BKEM Omega Ratio Rank: 8282
Omega Ratio Rank
BKEM Calmar Ratio Rank: 8484
Calmar Ratio Rank
BKEM Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for BNY Mellon Emerging Markets Equity ETF (BKEM) and compare them to a chosen benchmark (S&P 500 Index).


BKEMBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.68

0.90

+0.78

Sortino ratio

Return per unit of downside risk

2.26

1.39

+0.87

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratio

Return relative to maximum drawdown

2.53

1.40

+1.13

Martin ratio

Return relative to average drawdown

9.54

6.61

+2.93

Explore BKEM risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

BNY Mellon Emerging Markets Equity ETF provided a 2.13% dividend yield over the last twelve months, with an annual payout of $1.68 per share.


2.00%2.50%3.00%$0.00$0.50$1.00$1.50202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$1.68$1.68$1.62$1.70$1.68$1.51$1.29

Dividend yield

2.13%2.25%2.76%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
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.27$0.00$0.00$0.53$0.00$0.00$0.69$0.00$0.20$1.68
2024$0.00$0.00$0.00$0.20$0.00$0.00$0.49$0.00$0.00$0.53$0.00$0.41$1.62
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

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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. Recovery took 724 trading sessions.

The current BNY Mellon Emerging Markets Equity ETF drawdown is 9.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.48%Feb 18, 2021425Oct 24, 2022724Sep 15, 20251149
-13.11%Feb 26, 202623Mar 30, 2026
-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

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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