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BBRE vs. IEMG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBRE vs. IEMG - Performance Comparison

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

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Returns By Period

In the year-to-date period, BBRE achieves a 23.40% return, which is significantly higher than IEMG's 15.55% return.


BBRE

1D
2.14%
1M
4.84%
6M
20.78%
YTD
23.40%
1Y
24.14%
3Y*
12.24%
5Y*
5.60%
10Y*
ALL TIME*
8.26%

IEMG

1D
-1.78%
1M
-6.23%
6M
7.28%
YTD
15.55%
1Y
28.48%
3Y*
17.89%
5Y*
6.77%
10Y*
8.78%
ALL TIME*
6.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.35M$4.29M$4.76M
$959.90M$1.12B$1.07B

BBRE vs. IEMG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BBRE
JPMorgan BetaBuilders MSCI US REIT ETF
23.40%2.09%8.24%13.85%-24.68%42.99%-7.55%26.06%-2.41%
IEMG
iShares Core MSCI Emerging Markets ETF
15.55%32.56%6.50%11.52%-19.98%-0.64%17.87%17.81%-11.92%

Correlation

The correlation between BBRE and IEMG is 0.12, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.12

Correlation (3Y)
Balances recent behavior with more history.

0.30

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.38

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2018

0.36

Over the past year, the correlation between BBRE and IEMG has dropped to 0.12 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.

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Return for Risk

BBRE vs. IEMG — Risk / Return Rank

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

BBRE
BBRE Risk / Return Rank: 7474
Overall Rank
BBRE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BBRE Sortino Ratio Rank: 7373
Sortino Ratio Rank
BBRE Omega Ratio Rank: 7070
Omega Ratio Rank
BBRE Calmar Ratio Rank: 8080
Calmar Ratio Rank
BBRE Martin Ratio Rank: 7575
Martin Ratio Rank

IEMG
IEMG Risk / Return Rank: 5454
Overall Rank
IEMG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 4747
Sortino Ratio Rank
IEMG Omega Ratio Rank: 5454
Omega Ratio Rank
IEMG Calmar Ratio Rank: 6161
Calmar Ratio Rank
IEMG Martin Ratio Rank: 5757
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.

BBRE vs. IEMG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) 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.


BBREIEMGDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.29

1.24

+0.06

Calmar ratioReturn relative to maximum drawdown

2.99

2.13

+0.86

Martin ratioReturn relative to average drawdown

9.58

6.72

+2.86

BBRE vs. IEMG - Sharpe Ratio Comparison

The current BBRE Sharpe Ratio is 1.69, which is higher than the IEMG Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of BBRE 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.


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Drawdowns

BBRE vs. IEMG - Drawdown Comparison

The maximum BBRE drawdown since its inception was -43.61%, which is greater than IEMG's maximum drawdown of -38.71%. Use the drawdown chart below to compare losses from any high point for BBRE and IEMG.


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Drawdown Indicators


BBREIEMGDifference

Max Drawdown

Largest peak-to-trough decline

-43.61%

-38.71%

-4.90%

Max Drawdown (1Y)

Largest decline over 1 year

-8.07%

-13.21%

+5.14%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

-17.21%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-31.15%

-33.61%

+2.46%

Max Drawdown (10Y)

Largest decline over 10 years

-38.71%

Current Drawdown

Current decline from peak

0.00%

-10.41%

+10.41%

Average Drawdown

Average peak-to-trough decline

-10.35%

-12.90%

+2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.51%

4.19%

-1.68%

Volatility

BBRE vs. IEMG - Volatility Comparison

The current volatility for JPMorgan BetaBuilders MSCI US REIT ETF (BBRE) is 4.86%, while iShares Core MSCI Emerging Markets ETF (IEMG) has a volatility of 7.86%. This indicates that BBRE experiences smaller price fluctuations and is considered to be less risky than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BBREIEMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

7.86%

-3.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.88%

21.27%

-10.39%

Volatility (1Y)

Calculated over the trailing 1-year period

14.29%

23.23%

-8.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.81%

19.21%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.49%

20.26%

+2.23%

BBRE vs. IEMG - Expense Ratio Comparison

BBRE has a 0.11% 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

BBRE vs. IEMG - Dividend Comparison

BBRE's dividend yield for the trailing twelve months is around 2.51%, more than IEMG's 2.33% yield.


PositionTTM20252024202320222021202020192018201720162015
BBRE
JPMorgan BetaBuilders MSCI US REIT ETF
2.51%3.24%3.19%3.68%2.62%1.70%3.17%2.19%1.96%0.00%0.00%0.00%
IEMG
iShares Core MSCI Emerging Markets ETF
2.33%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


BBRE and IEMG have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEMG has higher volatility (7.86%) compared to BBRE (4.86%). In terms of maximum drawdown, BBRE dropped -43.61% vs IEMG's -38.71%.

On 5-year performance, IEMG leads with 6.77% vs 5.60% for BBRE. On fees, IEMG is cheaper at 0.09% per year. On volatility, BBRE has been the lower-risk option at 4.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IEMG has performed better with a 6.77% return vs 5.60%. 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 0.11% for BBRE.

BBRE has the higher dividend yield at 2.51%, compared with 2.33% for IEMG.

BBRE is categorized as REIT, while IEMG is Emerging Markets Equities. BBRE tracks MSCI US REIT Index, while IEMG tracks MSCI Emerging Markets Investable Market Index (USD) (Net). They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.11% for BBRE and 0.09% for IEMG.

BBRE currently has the higher Sharpe Ratio (1.69 vs 1.21), 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

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