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BEMB vs. PIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BEMB vs. PIT - 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 VanEck Commodity Strategy ETF (PIT). 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 PIT's 41.36% return.


BEMB

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

PIT

1D
0.58%
1M
-2.84%
YTD
41.36%
6M
42.58%
1Y
62.93%
3Y*
24.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BEMB vs. PIT - 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%
PIT
VanEck Commodity Strategy ETF
41.36%21.63%6.77%1.29%

Correlation

The correlation between BEMB and PIT is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.29

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

-0.04

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

-0.03

Over the past year, the inverse relationship between BEMB and PIT has strengthened: their correlation has moved from -0.03 to -0.29, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

BEMB vs. PIT — 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

PIT
PIT Risk / Return Rank: 8787
Overall Rank
PIT Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
PIT Sortino Ratio Rank: 7777
Sortino Ratio Rank
PIT Omega Ratio Rank: 8484
Omega Ratio Rank
PIT Calmar Ratio Rank: 9393
Calmar Ratio Rank
PIT Martin Ratio Rank: 9292
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. PIT - 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 VanEck Commodity Strategy ETF (PIT). 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.


BEMBPITDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.45

1.52

-0.07

Calmar ratioReturn relative to maximum drawdown

2.68

6.83

-4.15

Martin ratioReturn relative to average drawdown

11.53

23.27

-11.73

BEMB vs. PIT - Sharpe Ratio Comparison

The current BEMB Sharpe Ratio is 2.30, which is comparable to the PIT Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of BEMB and PIT, 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


BEMBPITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

2.97

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

1.45

1.07

+0.38

Drawdowns

BEMB vs. PIT - Drawdown Comparison

The maximum BEMB drawdown since its inception was -6.17%, smaller than the maximum PIT drawdown of -12.27%. Use the drawdown chart below to compare losses from any high point for BEMB and PIT.


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Drawdown Indicators


BEMBPITDifference

Max Drawdown

Largest peak-to-trough decline

-6.17%

-12.27%

+6.10%

Max Drawdown (1Y)

Largest decline over 1 year

-3.67%

-9.27%

+5.60%

Max Drawdown (3Y)

Largest decline over 3 years

-6.17%

-12.27%

+6.10%

Current Drawdown

Current decline from peak

-0.34%

-4.56%

+4.22%

Average Drawdown

Average peak-to-trough decline

-0.94%

-3.99%

+3.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

2.71%

-1.86%

Volatility

BEMB vs. PIT - Volatility Comparison

The current volatility for Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) is 1.49%, while VanEck Commodity Strategy ETF (PIT) has a volatility of 6.08%. This indicates that BEMB experiences smaller price fluctuations and is considered to be less risky than PIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BEMBPITDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

6.08%

-4.59%

Volatility (6M)

Calculated over the trailing 6-month period

3.46%

19.02%

-15.56%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

21.30%

-17.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.88%

17.47%

-11.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.88%

17.47%

-11.59%

BEMB vs. PIT - Expense Ratio Comparison

BEMB has a 0.18% expense ratio, which is lower than PIT's 0.55% expense ratio.


Dividends

BEMB vs. PIT - Dividend Comparison

BEMB's dividend yield for the trailing twelve months is around 6.88%, more than PIT's 6.31% yield.


PositionTTM202520242023
BEMB
Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF
6.88%6.88%6.31%5.46%
PIT
VanEck Commodity Strategy ETF
6.31%8.92%3.59%6.44%

Frequently Asked Questions


BEMB and PIT have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PIT has higher volatility (6.08%) compared to BEMB (1.49%). In terms of maximum drawdown, BEMB dropped -6.17% vs PIT's -12.27%.

On 3-year performance, PIT leads with 24.30% vs 8.80% for BEMB. On fees, BEMB is cheaper at 0.18% per year. On volatility, BEMB has been the lower-risk option at 1.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, PIT has performed better with a 24.30% return vs 8.80%. 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 0.55% for PIT.

BEMB has the higher dividend yield at 6.88%, compared with 6.31% for PIT.

BEMB is categorized as Emerging Markets Bonds, while PIT is Commodities. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.18% for BEMB and 0.55% for PIT.

PIT currently has the higher Sharpe Ratio (2.97 vs 2.30), 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.

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