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BEMB vs. EMCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BEMB vs. EMCB - 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 WisdomTree Emerging Markets Corporate Bond Fund (EMCB). 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 1.27% return, which is significantly lower than EMCB's 2.03% return.


BEMB

1D
-0.34%
1M
0.94%
YTD
1.27%
6M
1.64%
1Y
9.77%
3Y*
8.80%
5Y*
10Y*

EMCB

1D
0.09%
1M
0.53%
YTD
2.03%
6M
2.01%
1Y
7.19%
3Y*
7.97%
5Y*
2.17%
10Y*
4.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BEMB vs. EMCB - Yearly Performance Comparison


2026 (YTD)202520242023
BEMB
Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF
1.27%12.27%5.51%8.88%
EMCB
WisdomTree Emerging Markets Corporate Bond Fund
2.03%8.19%7.11%7.37%

Correlation

The correlation between BEMB and EMCB is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2023

0.42

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Return for Risk

BEMB vs. EMCB — Risk / Return Rank

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

BEMB
BEMB Risk / Return Rank: 6767
Overall Rank
BEMB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BEMB Sortino Ratio Rank: 7474
Sortino Ratio Rank
BEMB Omega Ratio Rank: 7575
Omega Ratio Rank
BEMB Calmar Ratio Rank: 5454
Calmar Ratio Rank
BEMB Martin Ratio Rank: 6464
Martin Ratio Rank

EMCB
EMCB Risk / Return Rank: 5151
Overall Rank
EMCB Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
EMCB Sortino Ratio Rank: 5151
Sortino Ratio Rank
EMCB Omega Ratio Rank: 5757
Omega Ratio Rank
EMCB Calmar Ratio Rank: 4848
Calmar Ratio Rank
EMCB Martin Ratio Rank: 4949
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. EMCB - 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 WisdomTree Emerging Markets Corporate Bond Fund (EMCB). 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.


BEMBEMCBDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

1.45

1.35

+0.10

Calmar ratioReturn relative to maximum drawdown

2.68

2.36

+0.32

Martin ratioReturn relative to average drawdown

11.53

8.34

+3.19

BEMB vs. EMCB - Sharpe Ratio Comparison

The current BEMB Sharpe Ratio is 2.30, which is higher than the EMCB Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of BEMB and EMCB, 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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Sharpe Ratios by Period


BEMBEMCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

1.75

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

0.46

+0.99

Drawdowns

BEMB vs. EMCB - Drawdown Comparison

The maximum BEMB drawdown since its inception was -6.17%, smaller than the maximum EMCB drawdown of -22.81%. Use the drawdown chart below to compare losses from any high point for BEMB and EMCB.


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Drawdown Indicators


BEMBEMCBDifference

Max Drawdown

Largest peak-to-trough decline

-6.17%

-22.81%

+16.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-3.07%

-0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-6.17%

-4.20%

-1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

Max Drawdown (10Y)

Largest decline over 10 years

-22.81%

Current Drawdown

Current decline from peak

-0.34%

-0.64%

+0.30%

Average Drawdown

Average peak-to-trough decline

-0.94%

-4.23%

+3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

0.86%

-0.01%

Volatility

BEMB vs. EMCB - Volatility Comparison

Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) and WisdomTree Emerging Markets Corporate Bond Fund (EMCB) have volatilities of 1.49% and 1.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BEMBEMCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

1.55%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.46%

2.89%

+0.57%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

4.16%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.88%

6.94%

-1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.88%

8.48%

-2.60%

BEMB vs. EMCB - Expense Ratio Comparison

BEMB has a 0.18% expense ratio, which is lower than EMCB's 0.60% expense ratio.


Dividends

BEMB vs. EMCB - Dividend Comparison

BEMB's dividend yield for the trailing twelve months is around 6.88%, more than EMCB's 5.35% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
EMCB
WisdomTree Emerging Markets Corporate Bond Fund
5.35%5.47%5.29%5.09%4.04%3.43%3.85%4.17%4.20%4.04%4.08%5.09%

Frequently Asked Questions


BEMB and EMCB have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMCB has higher volatility (1.55%) compared to BEMB (1.49%). In terms of maximum drawdown, BEMB dropped -6.17% vs EMCB's -22.81%.

On 3-year performance, BEMB leads with 8.80% vs 7.97% for EMCB. On fees, BEMB is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BEMB has performed better with a 8.80% return vs 7.97%. 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 0.60% for EMCB.

BEMB has the higher dividend yield at 6.88%, compared with 5.35% for EMCB.

They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.18% for BEMB and 0.60% for EMCB.

BEMB currently has the higher Sharpe Ratio (2.30 vs 1.75), 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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