BEMB vs. SGOV
Compare and contrast key facts about Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) and iShares 0-3 Month Treasury Bond ETF (SGOV).
BEMB and SGOV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BEMB is an actively managed fund by iShares. It was launched on Feb 22, 2023. SGOV is a passively managed fund by iShares that tracks the performance of the ICE 0-3 Month US Treasury Securities Index. It was launched on May 26, 2020.
Performance
BEMB vs. SGOV - Performance Comparison
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BEMB vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BEMB Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF | -1.14% | 12.27% | 5.51% | 8.88% |
SGOV iShares 0-3 Month Treasury Bond ETF | 0.88% | 4.24% | 5.27% | 4.44% |
Returns By Period
In the year-to-date period, BEMB achieves a -1.14% return, which is significantly lower than SGOV's 0.88% return.
BEMB
- 1D
- 0.21%
- 1M
- -2.24%
- YTD
- -1.14%
- 6M
- 1.05%
- 1Y
- 7.70%
- 3Y*
- 7.88%
- 5Y*
- —
- 10Y*
- —
SGOV
- 1D
- 0.02%
- 1M
- 0.30%
- YTD
- 0.88%
- 6M
- 1.89%
- 1Y
- 4.07%
- 3Y*
- 4.80%
- 5Y*
- 3.41%
- 10Y*
- —
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BEMB vs. SGOV - Expense Ratio Comparison
BEMB has a 0.18% expense ratio, which is higher than SGOV's 0.09% 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%.
Return for Risk
BEMB vs. SGOV — Risk / Return Rank
BEMB
SGOV
BEMB vs. SGOV - 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 iShares 0-3 Month Treasury Bond ETF (SGOV). 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.
| BEMB | SGOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 20.61 | -19.19 |
Sortino ratioReturn per unit of downside risk | 1.99 | 283.87 | -281.88 |
Omega ratioGain probability vs. loss probability | 1.30 | 201.33 | -200.03 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 411.31 | -409.19 |
Martin ratioReturn relative to average drawdown | 8.57 | 4,618.08 | -4,609.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BEMB | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.42 | 20.61 | -19.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 14.12 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.38 | 12.34 | -10.96 |
Correlation
The correlation between BEMB and SGOV is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
BEMB vs. SGOV - Dividend Comparison
BEMB's dividend yield for the trailing twelve months is around 6.99%, more than SGOV's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BEMB Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF | 6.99% | 6.88% | 6.31% | 5.46% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.95% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Drawdowns
BEMB vs. SGOV - Drawdown Comparison
The maximum BEMB drawdown since its inception was -6.17%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for BEMB and SGOV.
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Drawdown Indicators
| BEMB | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.17% | -0.03% | -6.14% |
Max Drawdown (1Y)Largest decline over 1 year | -3.70% | -0.01% | -3.69% |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.03% | — |
Current DrawdownCurrent decline from peak | -2.58% | 0.00% | -2.58% |
Average DrawdownAverage peak-to-trough decline | -0.95% | 0.00% | -0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 0.00% | +0.93% |
Volatility
BEMB vs. SGOV - Volatility Comparison
Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) has a higher volatility of 2.37% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that BEMB's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BEMB | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 0.06% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 3.08% | 0.13% | +2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.46% | 0.20% | +5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.92% | 0.24% | +5.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.92% | 0.24% | +5.68% |