BCI vs. BEMB
BCI (abrdn Bloomberg All Commodity Strategy K-1 Free ETF) and BEMB (Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF) are both exchange-traded funds - BCI is a Commodities fund actively managed by Aberdeen, while BEMB is a Emerging Markets Bonds fund actively managed by iShares. Both are actively managed. Over the past 3 years, BCI returned 15.96%/yr vs 8.80%/yr for BEMB. At a 0.03 correlation, their price movements are largely independent. BCI charges 0.25%/yr vs 0.18%/yr for BEMB.
Performance
BCI vs. BEMB - Performance Comparison
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Returns By Period
In the year-to-date period, BCI achieves a 26.68% return, which is significantly higher than BEMB's 1.27% return.
BCI
- 1D
- -0.12%
- 1M
- -3.06%
- YTD
- 26.68%
- 6M
- 25.55%
- 1Y
- 38.68%
- 3Y*
- 15.96%
- 5Y*
- 11.07%
- 10Y*
- —
BEMB
- 1D
- -0.34%
- 1M
- 0.94%
- YTD
- 1.27%
- 6M
- 1.64%
- 1Y
- 9.77%
- 3Y*
- 8.80%
- 5Y*
- —
- 10Y*
- —
BCI vs. BEMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 26.68% | 15.07% | 5.47% | -2.75% |
BEMB Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF | 1.27% | 12.27% | 5.51% | 8.88% |
Correlation
The correlation between BCI and BEMB is -0.26, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2023 | 0.03 |
The correlation between BCI and BEMB shifts across timeframes, from -0.26 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BCI vs. BEMB — Risk / Return Rank
BCI
BEMB
BCI vs. BEMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) and Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB). 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.
| BCI | BEMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.45 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.10 | 2.68 | +2.43 |
| Martin ratioReturn relative to average drawdown | 13.14 | 11.53 | +1.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BCI | BEMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 2.30 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 1.45 | -0.98 |
Drawdowns
BCI vs. BEMB - Drawdown Comparison
The maximum BCI drawdown since its inception was -32.69%, which is greater than BEMB's maximum drawdown of -6.17%. Use the drawdown chart below to compare losses from any high point for BCI and BEMB.
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Drawdown Indicators
| BCI | BEMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.69% | -6.17% | -26.52% |
Max Drawdown (1Y)Largest decline over 1 year | -7.61% | -3.67% | -3.94% |
Max Drawdown (3Y)Largest decline over 3 years | -11.38% | -6.17% | -5.21% |
Max Drawdown (5Y)Largest decline over 5 years | -26.50% | — | — |
Current DrawdownCurrent decline from peak | -4.52% | -0.34% | -4.18% |
Average DrawdownAverage peak-to-trough decline | -12.00% | -0.94% | -11.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 0.85% | +2.10% |
Volatility
BCI vs. BEMB - Volatility Comparison
abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a higher volatility of 5.16% compared to Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) at 1.49%. This indicates that BCI's price experiences larger fluctuations and is considered to be riskier than BEMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCI | BEMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 1.49% | +3.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 3.46% | +11.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.92% | 4.26% | +12.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 5.88% | +10.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 5.88% | +9.77% |
BCI vs. BEMB - Expense Ratio Comparison
BCI has a 0.25% expense ratio, which is higher than BEMB's 0.18% 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
BCI vs. BEMB - Dividend Comparison
BCI's dividend yield for the trailing twelve months is around 13.01%, more than BEMB's 6.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 13.01% | 16.49% | 3.29% | 3.93% | 19.98% | 19.43% | 0.68% | 1.47% | 1.13% | 5.02% |
BEMB Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF | 6.88% | 6.88% | 6.31% | 5.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BCI and BEMB have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCI has higher volatility (5.16%) compared to BEMB (1.49%). In terms of maximum drawdown, BCI dropped -32.69% vs BEMB's -6.17%.
On 3-year performance, BCI leads with 15.96% vs 8.80% for BEMB. On fees, BEMB is cheaper at 0.18% per year. On volatility, BEMB has been the lower-risk option at 1.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, BCI has performed better with a 15.96% return vs 8.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BEMB is cheaper with a 0.18% expense ratio, compared with 0.25% for BCI.
BCI has the higher dividend yield at 13.01%, compared with 6.88% for BEMB.
BCI is categorized as Commodities, while BEMB is Emerging Markets Bonds. They also come from different issuers: Aberdeen and iShares. Their fees differ too: 0.25% for BCI and 0.18% for BEMB.
BEMB currently has the higher Sharpe Ratio (2.30 vs 2.30), 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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