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BEMB vs. GABF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BEMB vs. GABF - 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 Gabelli Financial Services Opportunities ETF (GABF). 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 1.68% return, which is significantly higher than GABF's -4.05% return.


BEMB

1D
-0.33%
1M
1.31%
YTD
1.68%
6M
1.92%
1Y
9.29%
3Y*
8.50%
5Y*
10Y*

GABF

1D
-0.27%
1M
1.29%
YTD
-4.05%
6M
-5.37%
1Y
-0.43%
3Y*
21.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BEMB vs. GABF - Yearly Performance Comparison


2026 (YTD)202520242023
BEMB
Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF
1.68%12.27%5.51%8.88%
GABF
Gabelli Financial Services Opportunities ETF
-4.05%3.60%44.38%23.13%

Correlation

The correlation between BEMB and GABF is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.39

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2023

0.34

The correlation between BEMB and GABF shifts across timeframes, from 0.34 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BEMB vs. GABF — Risk / Return Rank

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

BEMB
BEMB Risk / Return Rank: 6666
Overall Rank
BEMB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BEMB Sortino Ratio Rank: 7474
Sortino Ratio Rank
BEMB Omega Ratio Rank: 7373
Omega Ratio Rank
BEMB Calmar Ratio Rank: 5353
Calmar Ratio Rank
BEMB Martin Ratio Rank: 6262
Martin Ratio Rank

GABF
GABF Risk / Return Rank: 88
Overall Rank
GABF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
GABF Sortino Ratio Rank: 88
Sortino Ratio Rank
GABF Omega Ratio Rank: 88
Omega Ratio Rank
GABF Calmar Ratio Rank: 88
Calmar Ratio Rank
GABF Martin Ratio Rank: 88
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. GABF - 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 Gabelli Financial Services Opportunities ETF (GABF). 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.


BEMBGABFDifference
Sharpe ratioReturn per unit of total volatility

+2.17

Sortino ratioReturn per unit of downside risk

+3.08

Omega ratioGain probability vs. loss probability

1.41

1.01

+0.40

Calmar ratioReturn relative to maximum drawdown

2.55

-0.02

+2.57

Martin ratioReturn relative to average drawdown

10.92

-0.06

+10.97

BEMB vs. GABF - Sharpe Ratio Comparison

The current BEMB Sharpe Ratio is 2.15, which is higher than the GABF Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of BEMB and GABF, 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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Drawdowns

BEMB vs. GABF - Drawdown Comparison

The maximum BEMB drawdown since its inception was -6.17%, smaller than the maximum GABF drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for BEMB and GABF.


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Drawdown Indicators


BEMBGABFDifference

Max Drawdown

Largest peak-to-trough decline

-6.17%

-20.86%

+14.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-17.16%

+13.49%

Max Drawdown (3Y)

Largest decline over 3 years

-6.17%

-20.86%

+14.69%

Current Drawdown

Current decline from peak

-0.33%

-8.77%

+8.44%

Average Drawdown

Average peak-to-trough decline

-0.93%

-4.90%

+3.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

7.52%

-6.67%

Volatility

BEMB vs. GABF - Volatility Comparison

The current volatility for Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) is 1.34%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 4.36%. This indicates that BEMB experiences smaller price fluctuations and is considered to be less risky than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BEMBGABFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

4.36%

-3.02%

Volatility (6M)

Calculated over the trailing 6-month period

3.59%

13.29%

-9.70%

Volatility (1Y)

Calculated over the trailing 1-year period

4.35%

17.50%

-13.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.87%

20.49%

-14.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.87%

20.49%

-14.62%

BEMB vs. GABF - Expense Ratio Comparison

BEMB has a 0.18% expense ratio, which is higher than GABF's 0.10% 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

BEMB vs. GABF - Dividend Comparison

BEMB's dividend yield for the trailing twelve months is around 6.85%, more than GABF's 2.05% yield.


PositionTTM2025202420232022
BEMB
Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF
6.85%6.88%6.31%5.46%0.00%
GABF
Gabelli Financial Services Opportunities ETF
2.05%1.96%4.19%4.95%1.31%

Frequently Asked Questions


BEMB and GABF have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GABF has higher volatility (4.36%) compared to BEMB (1.34%). In terms of maximum drawdown, BEMB dropped -6.17% vs GABF's -20.86%.

On 3-year performance, GABF leads with 21.66% vs 8.50% for BEMB. On fees, GABF is cheaper at 0.10% per year. On volatility, BEMB has been the lower-risk option at 1.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GABF has performed better with a 21.66% return vs 8.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GABF is cheaper with a 0.10% expense ratio, compared with 0.18% for BEMB.

BEMB has the higher dividend yield at 6.85%, compared with 2.05% for GABF.

BEMB is categorized as Emerging Markets Bonds, while GABF is Financials Equities. They also come from different issuers: iShares and Gabelli. Their fees differ too: 0.18% for BEMB and 0.10% for GABF.

BEMB currently has the higher Sharpe Ratio (2.15 vs -0.02), 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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