PortfoliosLab logoPortfoliosLab logo
BBEM vs. IEMG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBEM vs. IEMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) and iShares Core MSCI Emerging Markets ETF (IEMG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with BBEM having a 21.92% return and IEMG slightly higher at 21.95%.


BBEM

1D
-5.86%
1M
2.04%
YTD
21.92%
6M
22.38%
1Y
44.01%
3Y*
21.42%
5Y*
10Y*

IEMG

1D
-5.44%
1M
1.74%
YTD
21.95%
6M
22.64%
1Y
43.66%
3Y*
22.14%
5Y*
7.05%
10Y*
10.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBEM vs. IEMG - Yearly Performance Comparison


2026 (YTD)202520242023
BBEM
JPMorgan Betabuilders Emerging Markets Equity ETF
21.92%32.43%5.61%6.01%
IEMG
iShares Core MSCI Emerging Markets ETF
21.95%32.56%6.50%7.10%

Correlation

The correlation between BBEM and IEMG is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (All Time)
Calculated using the full available price history since May 11, 2023

0.98

The correlation between BBEM and IEMG has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

BBEM vs. IEMG — Risk / Return Rank

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

BBEM
BBEM Risk / Return Rank: 6767
Overall Rank
BBEM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BBEM Sortino Ratio Rank: 5858
Sortino Ratio Rank
BBEM Omega Ratio Rank: 6969
Omega Ratio Rank
BBEM Calmar Ratio Rank: 7171
Calmar Ratio Rank
BBEM Martin Ratio Rank: 7272
Martin Ratio Rank

IEMG
IEMG Risk / Return Rank: 6464
Overall Rank
IEMG Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 5555
Sortino Ratio Rank
IEMG Omega Ratio Rank: 6666
Omega Ratio Rank
IEMG Calmar Ratio Rank: 6969
Calmar Ratio Rank
IEMG Martin Ratio Rank: 6868
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.

BBEM vs. IEMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) and iShares Core MSCI Emerging Markets ETF (IEMG). 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.


BBEMIEMGDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.38

1.38

0.00

Calmar ratioReturn relative to maximum drawdown

3.37

3.32

+0.05

Martin ratioReturn relative to average drawdown

12.56

12.15

+0.42

BBEM vs. IEMG - Sharpe Ratio Comparison

The current BBEM Sharpe Ratio is 1.98, which is comparable to the IEMG Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of BBEM and IEMG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BBEM vs. IEMG - Drawdown Comparison

The maximum BBEM drawdown since its inception was -17.42%, smaller than the maximum IEMG drawdown of -38.71%. Use the drawdown chart below to compare losses from any high point for BBEM and IEMG.


Loading charts...

Drawdown Indicators


BBEMIEMGDifference

Max Drawdown

Largest peak-to-trough decline

-17.42%

-38.71%

+21.29%

Max Drawdown (1Y)

Largest decline over 1 year

-13.12%

-13.21%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-17.42%

-17.21%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-35.75%

Max Drawdown (10Y)

Largest decline over 10 years

-38.71%

Current Drawdown

Current decline from peak

-5.86%

-5.44%

-0.42%

Average Drawdown

Average peak-to-trough decline

-3.71%

-12.93%

+9.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

3.61%

-0.10%

Volatility

BBEM vs. IEMG - Volatility Comparison

JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) and iShares Core MSCI Emerging Markets ETF (IEMG) have volatilities of 12.60% and 12.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BBEMIEMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.60%

12.22%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

20.54%

20.14%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

22.39%

22.12%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

18.99%

-0.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

20.20%

-1.72%

BBEM vs. IEMG - Expense Ratio Comparison

BBEM has a 0.15% expense ratio, which is higher than IEMG's 0.09% 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. IEMG - Dividend Comparison

BBEM's dividend yield for the trailing twelve months is around 4.78%, more than IEMG's 2.21% yield.


PositionTTM20252024202320222021202020192018201720162015
BBEM
JPMorgan Betabuilders Emerging Markets Equity ETF
4.78%5.86%2.73%1.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEMG
iShares Core MSCI Emerging Markets ETF
2.21%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%

Frequently Asked Questions


With a correlation of 0.98, BBEM and IEMG move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BBEM has higher volatility (12.60%) compared to IEMG (12.22%). In terms of maximum drawdown, BBEM dropped -17.42% vs IEMG's -38.71%.

On 3-year performance, IEMG leads with 22.14% vs 21.42% for BBEM. On fees, IEMG is cheaper at 0.09% per year. On volatility, IEMG has been the lower-risk option at 12.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IEMG has performed better with a 22.14% return vs 21.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEMG is cheaper with a 0.09% expense ratio, compared with 0.15% for BBEM.

BBEM has the higher dividend yield at 4.78%, compared with 2.21% for IEMG.

BBEM tracks Morningstar Emerging Markets Target Market Exposure Index - Benchmark TR Net, while IEMG tracks MSCI Emerging Markets Investable Market Index (USD) (Net). They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.15% for BBEM and 0.09% for IEMG.

IEMG currently has the higher Sharpe Ratio (1.98 vs 1.98), 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.

Portfolio Optimizer

Find the right allocation for BBEM and IEMG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer