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BEMB vs. CEMB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BEMB vs. CEMB - 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 J.P. Morgan EM Corporate Bond ETF (CEMB). The values are adjusted to include any dividend payments, if applicable.

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BEMB vs. CEMB - Yearly Performance Comparison


2026 (YTD)202520242023
BEMB
Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF
-1.34%12.27%5.51%8.88%
CEMB
iShares J.P. Morgan EM Corporate Bond ETF
-0.47%8.86%5.81%7.00%

Returns By Period

In the year-to-date period, BEMB achieves a -1.34% return, which is significantly lower than CEMB's -0.47% return.


BEMB

1D
0.75%
1M
-2.78%
YTD
-1.34%
6M
1.14%
1Y
7.75%
3Y*
7.81%
5Y*
10Y*

CEMB

1D
0.56%
1M
-2.14%
YTD
-0.47%
6M
0.49%
1Y
5.50%
3Y*
6.60%
5Y*
1.80%
10Y*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BEMB vs. CEMB - Expense Ratio Comparison

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


Return for Risk

BEMB vs. CEMB — Risk / Return Rank

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

BEMB
BEMB Risk / Return Rank: 7979
Overall Rank
BEMB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BEMB Sortino Ratio Rank: 7979
Sortino Ratio Rank
BEMB Omega Ratio Rank: 8080
Omega Ratio Rank
BEMB Calmar Ratio Rank: 7878
Calmar Ratio Rank
BEMB Martin Ratio Rank: 8080
Martin Ratio Rank

CEMB
CEMB Risk / Return Rank: 7474
Overall Rank
CEMB Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CEMB Sortino Ratio Rank: 7070
Sortino Ratio Rank
CEMB Omega Ratio Rank: 7878
Omega Ratio Rank
CEMB Calmar Ratio Rank: 7373
Calmar Ratio Rank
CEMB Martin Ratio Rank: 7373
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.

BEMB vs. CEMB - 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 J.P. Morgan EM Corporate Bond ETF (CEMB). 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.


BEMBCEMBDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.30

+0.12

Sortino ratio

Return per unit of downside risk

2.01

1.73

+0.27

Omega ratio

Gain probability vs. loss probability

1.30

1.29

+0.01

Calmar ratio

Return relative to maximum drawdown

2.11

1.85

+0.26

Martin ratio

Return relative to average drawdown

8.64

7.37

+1.28

BEMB vs. CEMB - Sharpe Ratio Comparison

The current BEMB Sharpe Ratio is 1.43, which is comparable to the CEMB Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of BEMB and CEMB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BEMBCEMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.30

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

0.48

+0.90

Correlation

The correlation between BEMB and CEMB is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BEMB vs. CEMB - Dividend Comparison

BEMB's dividend yield for the trailing twelve months is around 6.97%, more than CEMB's 5.17% yield.


TTM20252024202320222021202020192018201720162015
BEMB
Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF
6.97%6.88%6.31%5.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CEMB
iShares J.P. Morgan EM Corporate Bond ETF
5.17%5.14%5.11%4.77%4.29%3.51%3.86%4.19%4.66%4.06%4.26%4.76%

Drawdowns

BEMB vs. CEMB - Drawdown Comparison

The maximum BEMB drawdown since its inception was -6.17%, smaller than the maximum CEMB drawdown of -20.84%. Use the drawdown chart below to compare losses from any high point for BEMB and CEMB.


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Drawdown Indicators


BEMBCEMBDifference

Max Drawdown

Largest peak-to-trough decline

-6.17%

-20.84%

+14.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.76%

-3.04%

-0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-20.48%

Max Drawdown (10Y)

Largest decline over 10 years

-20.84%

Current Drawdown

Current decline from peak

-2.78%

-2.14%

-0.64%

Average Drawdown

Average peak-to-trough decline

-0.94%

-3.69%

+2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.76%

+0.16%

Volatility

BEMB vs. CEMB - Volatility Comparison

Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) has a higher volatility of 2.35% compared to iShares J.P. Morgan EM Corporate Bond ETF (CEMB) at 1.56%. This indicates that BEMB's price experiences larger fluctuations and is considered to be riskier than CEMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BEMBCEMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

1.56%

+0.79%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

2.30%

+0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

5.46%

4.24%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.93%

5.62%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.93%

6.40%

-0.47%