BBEM vs. EDV
BBEM (JPMorgan Betabuilders Emerging Markets Equity ETF) and EDV (Vanguard Extended Duration Treasury ETF) are both exchange-traded funds - BBEM is a Emerging Markets Diversified fund tracking the Morningstar Emerging Markets Target Market Exposure Index - Benchmark TR Net, while EDV is a Government Bonds fund tracking the Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. Both are passively managed. Over the past 3 years, BBEM returned 20.75%/yr vs -4.76%/yr for EDV. At a 0.15 correlation, their price movements are largely independent. BBEM charges 0.15%/yr vs 0.05%/yr for EDV.
Performance
BBEM vs. EDV - Performance Comparison
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Returns By Period
In the year-to-date period, BBEM achieves a 23.17% return, which is significantly higher than EDV's 0.01% return.
BBEM
- 1D
- 0.30%
- 1M
- 4.34%
- YTD
- 23.17%
- 6M
- 25.34%
- 1Y
- 45.68%
- 3Y*
- 20.75%
- 5Y*
- —
- 10Y*
- —
EDV
- 1D
- -0.39%
- 1M
- 4.52%
- YTD
- 0.01%
- 6M
- 0.03%
- 1Y
- 3.37%
- 3Y*
- -4.76%
- 5Y*
- -10.27%
- 10Y*
- -3.49%
BBEM vs. EDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BBEM JPMorgan Betabuilders Emerging Markets Equity ETF | 23.17% | 32.43% | 5.61% | 6.01% |
EDV Vanguard Extended Duration Treasury ETF | 0.01% | 0.65% | -12.78% | -4.05% |
Correlation
The correlation between BBEM and EDV is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since May 11, 2023 | 0.15 |
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Return for Risk
BBEM vs. EDV — Risk / Return Rank
BBEM
EDV
BBEM vs. EDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) and Vanguard Extended Duration Treasury ETF (EDV). 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.
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.
| BBEM | EDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.97 | ||
| Sortino ratioReturn per unit of downside risk | +2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.03 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 0.14 | +3.22 |
| Martin ratioReturn relative to average drawdown | 12.61 | 0.31 | +12.30 |
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Drawdowns
BBEM vs. EDV - Drawdown Comparison
The maximum BBEM drawdown since its inception was -17.42%, smaller than the maximum EDV drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for BBEM and EDV.
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Drawdown Indicators
| BBEM | EDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.42% | -59.96% | +42.54% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -12.54% | -0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -17.42% | -26.99% | +9.57% |
Max Drawdown (5Y)Largest decline over 5 years | — | -55.03% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.96% | — |
Current DrawdownCurrent decline from peak | -4.30% | -54.12% | +49.82% |
Average DrawdownAverage peak-to-trough decline | -3.72% | -23.48% | +19.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 5.55% | -2.06% |
Volatility
BBEM vs. EDV - Volatility Comparison
JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) has a higher volatility of 10.58% compared to Vanguard Extended Duration Treasury ETF (EDV) at 4.21%. This indicates that BBEM's price experiences larger fluctuations and is considered to be riskier than EDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBEM | EDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.58% | 4.21% | +6.37% |
Volatility (6M)Calculated over the trailing 6-month period | 19.04% | 9.89% | +9.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.07% | 14.54% | +6.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.01% | 21.62% | -3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 19.82% | -1.81% |
BBEM vs. EDV - Expense Ratio Comparison
BBEM has a 0.15% expense ratio, which is higher than EDV's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
BBEM vs. EDV - Dividend Comparison
BBEM's dividend yield for the trailing twelve months is around 4.74%, less than EDV's 4.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBEM JPMorgan Betabuilders Emerging Markets Equity ETF | 4.74% | 5.86% | 2.73% | 1.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EDV Vanguard Extended Duration Treasury ETF | 4.95% | 4.94% | 4.65% | 3.81% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% |
Frequently Asked Questions
BBEM and EDV have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBEM has higher volatility (10.58%) compared to EDV (4.21%). In terms of maximum drawdown, BBEM dropped -17.42% vs EDV's -59.96%.
On 3-year performance, BBEM leads with 20.75% vs -4.76% for EDV. On fees, EDV is cheaper at 0.05% per year. On volatility, EDV has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, BBEM has performed better with a 20.75% return vs -4.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EDV is cheaper with a 0.05% expense ratio, compared with 0.15% for BBEM.
EDV has the higher dividend yield at 4.95%, compared with 4.74% for BBEM.
BBEM is categorized as Emerging Markets Diversified, while EDV is Government Bonds. BBEM tracks Morningstar Emerging Markets Target Market Exposure Index - Benchmark TR Net, while EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. They also come from different issuers: JPMorgan and Vanguard. Their fees differ too: 0.15% for BBEM and 0.05% for EDV.
BBEM currently has the higher Sharpe Ratio (2.09 vs 0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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