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BEMB vs. NEMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BEMB vs. NEMD - 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 Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD). 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 NEMD's 3.76% return.


BEMB

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

NEMD

1D
-0.39%
1M
1.56%
YTD
3.76%
6M
4.02%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BEMB vs. NEMD - Yearly Performance Comparison


Correlation

The correlation between BEMB and NEMD is 0.89, 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 Aug 12, 2025

0.89

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Return for Risk

BEMB vs. NEMD — 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

NEMD
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. NEMD - 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 Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD). 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.


BEMBNEMDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

2.68

Martin ratioReturn relative to average drawdown

11.53

BEMB vs. NEMD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BEMBNEMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

2.14

-0.68

Drawdowns

BEMB vs. NEMD - Drawdown Comparison

The maximum BEMB drawdown since its inception was -6.17%, which is greater than NEMD's maximum drawdown of -4.43%. Use the drawdown chart below to compare losses from any high point for BEMB and NEMD.


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Drawdown Indicators


BEMBNEMDDifference

Max Drawdown

Largest peak-to-trough decline

-6.17%

-4.43%

-1.74%

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

-0.34%

-0.39%

+0.05%

Average Drawdown

Average peak-to-trough decline

-0.94%

-0.57%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

Volatility

BEMB vs. NEMD - Volatility Comparison


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Volatility by Period


BEMBNEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

Volatility (6M)

Calculated over the trailing 6-month period

3.46%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

6.51%

-2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.88%

6.51%

-0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.88%

6.51%

-0.63%

BEMB vs. NEMD - Expense Ratio Comparison

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


Dividends

BEMB vs. NEMD - Dividend Comparison

BEMB's dividend yield for the trailing twelve months is around 6.88%, more than NEMD's 4.73% yield.


Frequently Asked Questions


BEMB and NEMD have a correlation of 0.89, 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 0.60% for NEMD.

BEMB has the higher dividend yield at 6.88%, compared with 4.73% for NEMD.

They also come from different issuers: iShares and Neuberger Berman. Their fees differ too: 0.18% for BEMB and 0.60% for NEMD.

Portfolio Optimizer

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