BEMB vs. SOXX
BEMB (Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - BEMB is a Emerging Markets Bonds fund actively managed by iShares, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. BEMB is actively managed, while SOXX is passively managed. Over the past 3 years, BEMB returned 8.77%/yr vs 57.09%/yr for SOXX. At a 0.31 correlation, their price movements are largely independent. BEMB charges 0.18%/yr vs 0.34%/yr for SOXX.
Performance
BEMB vs. SOXX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BEMB achieves a 1.45% return, which is significantly lower than SOXX's 100.26% return.
BEMB
- 1D
- 0.18%
- 1M
- 0.78%
- YTD
- 1.45%
- 6M
- 1.90%
- 1Y
- 9.57%
- 3Y*
- 8.77%
- 5Y*
- —
- 10Y*
- —
SOXX
- 1D
- -2.10%
- 1M
- 24.86%
- YTD
- 100.26%
- 6M
- 97.20%
- 1Y
- 179.78%
- 3Y*
- 57.09%
- 5Y*
- 33.93%
- 10Y*
- 35.54%
BEMB vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BEMB Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF | 1.45% | 12.27% | 5.51% | 8.88% |
SOXX iShares Semiconductor ETF | 100.26% | 40.74% | 12.92% | 43.14% |
Correlation
The correlation between BEMB and SOXX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2023 | 0.31 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BEMB vs. SOXX — Risk / Return Rank
BEMB
SOXX
BEMB vs. SOXX - 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 Semiconductor ETF (SOXX). 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 | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.71 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 11.48 | -8.85 |
| Martin ratioReturn relative to average drawdown | 11.29 | 43.90 | -32.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| BEMB | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 5.29 | -3.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.94 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.07 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.46 | 0.44 | +1.02 |
Drawdowns
BEMB vs. SOXX - Drawdown Comparison
The maximum BEMB drawdown since its inception was -6.17%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for BEMB and SOXX.
Loading charts...
Drawdown Indicators
| BEMB | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.17% | -70.21% | +64.04% |
Max Drawdown (1Y)Largest decline over 1 year | -3.67% | -15.77% | +12.10% |
Max Drawdown (3Y)Largest decline over 3 years | -6.17% | -41.36% | +35.19% |
Max Drawdown (5Y)Largest decline over 5 years | — | -45.75% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -0.16% | -2.10% | +1.94% |
Average DrawdownAverage peak-to-trough decline | -0.94% | -19.97% | +19.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 4.11% | -3.26% |
Volatility
BEMB vs. SOXX - Volatility Comparison
The current volatility for Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) is 1.46%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.08%. This indicates that BEMB experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BEMB | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.46% | 14.08% | -12.62% |
Volatility (6M)Calculated over the trailing 6-month period | 3.46% | 27.45% | -23.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.26% | 34.20% | -29.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.88% | 36.11% | -30.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.88% | 33.43% | -27.55% |
BEMB vs. SOXX - Expense Ratio Comparison
BEMB has a 0.18% expense ratio, which is lower than SOXX's 0.34% expense ratio.
Dividends
BEMB vs. SOXX - Dividend Comparison
BEMB's dividend yield for the trailing twelve months is around 6.87%, more than SOXX's 0.28% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEMB Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF | 6.87% | 6.88% | 6.31% | 5.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.28% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
BEMB and SOXX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (14.08%) compared to BEMB (1.46%). In terms of maximum drawdown, BEMB dropped -6.17% vs SOXX's -70.21%.
On 3-year performance, SOXX leads with 57.09% vs 8.77% for BEMB. On fees, BEMB is cheaper at 0.18% per year. On volatility, BEMB has been the lower-risk option at 1.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SOXX has performed better with a 57.09% return vs 8.77%. 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 0.34% for SOXX.
BEMB has the higher dividend yield at 6.87%, compared with 0.28% for SOXX.
BEMB is categorized as Emerging Markets Bonds, while SOXX is Semiconductors. Their fees differ too: 0.18% for BEMB and 0.34% for SOXX.
SOXX currently has the higher Sharpe Ratio (5.29 vs 2.26), 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.
Find the right allocation for BEMB and SOXX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer