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ISIN
US09789C8799
Issuer
BondBloxx
Inception Date
Jun 28, 2022
Region
Emerging Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$949M

Share Price Chart


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Performance

XEMD Performance Chart

BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) is up 3.0% since the beginning of the year. XEMD is currently trading at $45 per share.


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S&P 500 Index

Returns By Period

BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) has returned 3.04% so far this year and 11.70% over the past 12 months.


BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF

1D
-0.35%
1M
1.03%
YTD
3.04%
6M
3.23%
1Y
11.70%
3Y*
11.00%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEMD Monthly Returns History

Based on dividend-adjusted daily data since Jun 30, 2022, XEMD's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2022 with a return of +7.3%, while the worst month was Sep 2022 at -5.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, XEMD closed higher 53% of trading days. The best single day was Nov 10, 2022 with a return of +3.1%, while the worst single day was Apr 7, 2025 at -1.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.04%1.10%-2.61%2.42%0.91%0.21%3.04%
20252.01%1.28%-1.00%0.62%1.53%2.02%0.64%1.64%0.52%2.36%0.72%0.86%13.98%
2024-0.32%1.20%2.06%-1.49%1.86%-0.04%2.34%1.46%2.11%-1.18%1.23%-0.68%8.77%
20232.71%-1.87%1.11%0.03%-0.35%2.13%1.65%-0.91%-1.68%-0.11%4.11%3.20%10.26%
20220.57%2.05%-1.36%-4.97%0.04%7.32%-0.86%2.40%

Benchmark Metrics

BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF has an annualized alpha of 5.02%, beta of 0.25, and R2 of 0.35 versus S&P 500 Index. Calculated based on daily prices since June 30, 2022.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (35.64%) than losses (29.20%) - typical of diversified or defensive assets.
  • Beta of 0.25 may look defensive, but with R2 of 0.35 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.35 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
5.02%
Beta
0.25
0.35
Upside Capture
35.64%
Downside Capture
29.20%

Expense Ratio

XEMD has an expense ratio of 0.29%, placing it in the medium range.


Return for Risk

Risk / Return Rank

XEMD ranks 80 for risk / return — better than 80% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


XEMD Risk / Return Rank: 8080
Overall Rank
XEMD Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XEMD Sortino Ratio Rank: 8686
Sortino Ratio Rank
XEMD Omega Ratio Rank: 8484
Omega Ratio Rank
XEMD Calmar Ratio Rank: 6969
Calmar Ratio Rank
XEMD Martin Ratio Rank: 7979
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 BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XEMDBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.48

1.37

+0.11

Calmar ratioReturn relative to maximum drawdown

3.34

2.78

+0.55

Martin ratioReturn relative to average drawdown

14.92

12.44

+2.48

Dividends

Dividend History

BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF provided a 5.81% dividend yield over the last twelve months, with an annual payout of $2.61 per share. The fund has been increasing its distributions for 3 consecutive years.


3.00%3.50%4.00%4.50%5.00%5.50%6.00%6.50%$0.00$0.50$1.00$1.50$2.00$2.502022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$2.61$2.74$2.62$2.53$1.21

Dividend yield

5.81%6.15%6.30%6.19%3.08%

Monthly Dividends

The table displays the monthly dividend distributions for BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.22$0.19$0.21$0.20$0.21$1.03
2025$0.00$0.26$0.21$0.23$0.22$0.24$0.22$0.26$0.23$0.18$0.19$0.50$2.74
2024$0.00$0.21$0.20$0.22$0.21$0.22$0.21$0.24$0.21$0.22$0.25$0.44$2.62
2023$0.00$0.19$0.21$0.20$0.20$0.24$0.19$0.22$0.22$0.21$0.22$0.43$2.53
2022$0.21$0.19$0.20$0.19$0.42$1.21

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 BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond 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 BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF was 10.01%, occurring on Oct 20, 2022. Recovery took 60 trading sessions.

The current BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF drawdown is 0.42%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-10.01%Oct 2022
2mo 6d3mo
5mo 6dAug 2022 - Jan 2023
2023 pullback2023
-4.31%Oct 2023
2mo 19d1mo 2d
3mo 21dAug 2023 - Nov 2023
2025 selloff2025
-4.23%Apr 2025
1mo 4d1mo
2mo 4dMar 2025 - May 2025
2023 pullback2023
-4.21%Mar 2023
1mo 15d3mo 24d
5mo 9dFeb 2023 - Jul 2023
Bear market2022
-3.94%Jul 2022
9d13d
22dJul 2022 - Jul 2022

Drawdown Indicators


XEMDBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-10.01%

-56.78%

+46.77%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-9.10%

+5.58%

Max Drawdown (3Y)

Largest decline over 3 years

-4.31%

-18.90%

+14.59%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.42%

-1.80%

+1.38%

Average Drawdown

Average peak-to-trough decline

-1.25%

-10.71%

+9.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

2.03%

-1.24%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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