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BEMB vs. EBND
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BEMB vs. EBND - 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 SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND). The values are adjusted to include any dividend payments, if applicable.

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BEMB vs. EBND - 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%
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
-2.55%15.83%-2.70%8.75%

Returns By Period

In the year-to-date period, BEMB achieves a -1.34% return, which is significantly higher than EBND's -2.55% return.


BEMB

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

EBND

1D
1.23%
1M
-5.27%
YTD
-2.55%
6M
-0.61%
1Y
8.84%
3Y*
4.78%
5Y*
0.35%
10Y*
1.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BEMB vs. EBND - Expense Ratio Comparison

BEMB has a 0.18% expense ratio, which is lower than EBND's 0.30% expense ratio.


Return for Risk

BEMB vs. EBND — 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

EBND
EBND Risk / Return Rank: 6767
Overall Rank
EBND Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
EBND Sortino Ratio Rank: 7373
Sortino Ratio Rank
EBND Omega Ratio Rank: 7070
Omega Ratio Rank
EBND Calmar Ratio Rank: 5757
Calmar Ratio Rank
EBND Martin Ratio Rank: 6464
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. EBND - 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 SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND). 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.


BEMBEBNDDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.24

+0.19

Sortino ratio

Return per unit of downside risk

2.01

1.78

+0.23

Omega ratio

Gain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratio

Return relative to maximum drawdown

2.11

1.38

+0.72

Martin ratio

Return relative to average drawdown

8.64

6.16

+2.48

BEMB vs. EBND - Sharpe Ratio Comparison

The current BEMB Sharpe Ratio is 1.43, which is comparable to the EBND Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of BEMB and EBND, 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


BEMBEBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.24

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

0.09

+1.29

Correlation

The correlation between BEMB and EBND is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BEMB vs. EBND - Dividend Comparison

BEMB's dividend yield for the trailing twelve months is around 6.97%, more than EBND's 5.80% yield.


TTM202520242023202220212020201920182017
BEMB
Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF
6.46%6.88%6.31%5.46%0.00%0.00%0.00%0.00%0.00%0.00%
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
5.32%5.54%5.89%5.26%4.75%3.83%3.67%4.68%4.70%2.00%

Drawdowns

BEMB vs. EBND - Drawdown Comparison

The maximum BEMB drawdown since its inception was -6.17%, smaller than the maximum EBND drawdown of -29.51%. Use the drawdown chart below to compare losses from any high point for BEMB and EBND.


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Drawdown Indicators


BEMBEBNDDifference

Max Drawdown

Largest peak-to-trough decline

-6.17%

-29.51%

+23.34%

Max Drawdown (1Y)

Largest decline over 1 year

-3.76%

-6.63%

+2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

Max Drawdown (10Y)

Largest decline over 10 years

-29.50%

Current Drawdown

Current decline from peak

-2.78%

-5.49%

+2.71%

Average Drawdown

Average peak-to-trough decline

-0.94%

-10.96%

+10.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.49%

-0.57%

Volatility

BEMB vs. EBND - Volatility Comparison

The current volatility for Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) is 2.35%, while SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) has a volatility of 3.89%. This indicates that BEMB experiences smaller price fluctuations and is considered to be less risky than EBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BEMBEBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

3.89%

-1.54%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

4.82%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

5.46%

7.16%

-1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.93%

8.90%

-2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.93%

9.18%

-3.25%