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BEMB vs. BREM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BEMB vs. BREM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) and iShares Emerging Markets Bond Active ETF (BREM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BEMB achieves a 1.56% return, which is significantly lower than BREM's 3.77% return.


BEMB

1D
-0.11%
1M
1.20%
YTD
1.56%
6M
1.82%
1Y
8.89%
3Y*
8.46%
5Y*
10Y*

BREM

1D
-0.20%
1M
1.52%
YTD
3.77%
6M
3.87%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BEMB vs. BREM - Yearly Performance Comparison


Correlation

The correlation between BEMB and BREM is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 16, 2025

0.82

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Return for Risk

BEMB vs. BREM — Risk / Return Rank

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

BEMB
BEMB Risk / Return Rank: 6565
Overall Rank
BEMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BEMB Sortino Ratio Rank: 7373
Sortino Ratio Rank
BEMB Omega Ratio Rank: 7272
Omega Ratio Rank
BEMB Calmar Ratio Rank: 5353
Calmar Ratio Rank
BEMB Martin Ratio Rank: 6262
Martin Ratio Rank

BREM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

BEMB vs. BREM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) and iShares Emerging Markets Bond Active ETF (BREM). 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.


BEMBBREMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.43

Martin ratioReturn relative to average drawdown

10.44

BEMB vs. BREM - Sharpe Ratio Comparison


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Drawdowns

BEMB vs. BREM - Drawdown Comparison

The maximum BEMB drawdown since its inception was -6.17%, which is greater than BREM's maximum drawdown of -4.54%. Use the drawdown chart below to compare losses from any high point for BEMB and BREM.


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Drawdown Indicators


BEMBBREMDifference

Max Drawdown

Largest peak-to-trough decline

-6.17%

-4.54%

-1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

Max Drawdown (3Y)

Largest decline over 3 years

-6.17%

Current Drawdown

Current decline from peak

-0.45%

-0.58%

+0.13%

Average Drawdown

Average peak-to-trough decline

-0.93%

-0.63%

-0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

Volatility

BEMB vs. BREM - Volatility Comparison


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Volatility by Period


BEMBBREMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

Volatility (6M)

Calculated over the trailing 6-month period

3.57%

Volatility (1Y)

Calculated over the trailing 1-year period

4.35%

5.61%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.87%

5.61%

+0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.87%

5.61%

+0.26%

BEMB vs. BREM - Expense Ratio Comparison

BEMB has a 0.18% expense ratio, which is lower than BREM's 0.50% expense ratio.


Dividends

BEMB vs. BREM - Dividend Comparison

BEMB's dividend yield for the trailing twelve months is around 6.86%, more than BREM's 3.89% yield.


PositionTTM202520242023
BEMB
Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF
6.86%6.88%6.31%5.46%
BREM
iShares Emerging Markets Bond Active ETF
3.89%1.19%0.00%0.00%

Frequently Asked Questions


BEMB and BREM have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BEMB is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BEMB is cheaper with a 0.18% expense ratio, compared with 0.50% for BREM.

BEMB has the higher dividend yield at 6.86%, compared with 3.89% for BREM.

They also come from different issuers: iShares and BlackRock. Their fees differ too: 0.18% for BEMB and 0.50% for BREM.

Portfolio Optimizer

Find the right allocation for BEMB and BREM

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