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BBBL vs. XEMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBBL vs. XEMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). The values are adjusted to include any dividend payments, if applicable.

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BBBL vs. XEMD - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BBBL achieves a -0.52% return, which is significantly lower than XEMD's -0.24% return.


BBBL

1D
0.04%
1M
-2.45%
YTD
-0.52%
6M
-1.66%
1Y
3.82%
3Y*
5Y*
10Y*

XEMD

1D
0.27%
1M
-2.11%
YTD
-0.24%
6M
3.46%
1Y
10.90%
3Y*
10.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BBBL vs. XEMD - Expense Ratio Comparison

BBBL has a 0.19% expense ratio, which is lower than XEMD's 0.29% expense ratio.


Return for Risk

BBBL vs. XEMD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBBL
BBBL Risk / Return Rank: 2323
Overall Rank
BBBL Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BBBL Sortino Ratio Rank: 2020
Sortino Ratio Rank
BBBL Omega Ratio Rank: 2020
Omega Ratio Rank
BBBL Calmar Ratio Rank: 2828
Calmar Ratio Rank
BBBL Martin Ratio Rank: 2323
Martin Ratio Rank

XEMD
XEMD Risk / Return Rank: 9090
Overall Rank
XEMD Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XEMD Sortino Ratio Rank: 9090
Sortino Ratio Rank
XEMD Omega Ratio Rank: 9191
Omega Ratio Rank
XEMD Calmar Ratio Rank: 9090
Calmar Ratio Rank
XEMD Martin Ratio Rank: 9191
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.

BBBL vs. XEMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BBBLXEMDDifference

Sharpe ratio

Return per unit of total volatility

0.38

1.88

-1.50

Sortino ratio

Return per unit of downside risk

0.58

2.65

-2.07

Omega ratio

Gain probability vs. loss probability

1.08

1.40

-0.32

Calmar ratio

Return relative to maximum drawdown

0.76

3.17

-2.42

Martin ratio

Return relative to average drawdown

1.81

13.31

-11.50

BBBL vs. XEMD - Sharpe Ratio Comparison

The current BBBL Sharpe Ratio is 0.38, which is lower than the XEMD Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of BBBL and XEMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BBBLXEMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

1.88

-1.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

1.32

-0.99

Correlation

The correlation between BBBL and XEMD is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BBBL vs. XEMD - Dividend Comparison

BBBL's dividend yield for the trailing twelve months is around 5.79%, less than XEMD's 6.06% yield.


TTM2025202420232022
BBBL
Bondbloxx BBB Rated 10+ Year Corporate Bond ETF
5.79%5.77%5.19%0.00%0.00%
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
6.06%6.15%6.30%6.19%3.08%

Drawdowns

BBBL vs. XEMD - Drawdown Comparison

The maximum BBBL drawdown since its inception was -9.43%, smaller than the maximum XEMD drawdown of -10.01%. Use the drawdown chart below to compare losses from any high point for BBBL and XEMD.


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Drawdown Indicators


BBBLXEMDDifference

Max Drawdown

Largest peak-to-trough decline

-9.43%

-10.01%

+0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-5.70%

-3.52%

-2.18%

Current Drawdown

Current decline from peak

-3.58%

-2.46%

-1.12%

Average Drawdown

Average peak-to-trough decline

-3.36%

-1.29%

-2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

0.84%

+1.53%

Volatility

BBBL vs. XEMD - Volatility Comparison

Bondbloxx BBB Rated 10+ Year Corporate Bond ETF (BBBL) has a higher volatility of 3.98% compared to BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) at 2.45%. This indicates that BBBL's price experiences larger fluctuations and is considered to be riskier than XEMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBBLXEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

2.45%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

5.55%

3.39%

+2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

10.08%

5.81%

+4.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.96%

6.94%

+3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.96%

6.94%

+3.02%