BEMB vs. XEMD
BEMB (Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF) and XEMD (BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF) are both Emerging Markets Bonds funds. BEMB is actively managed, while XEMD is passively managed. Over the past 3 years, BEMB returned 8.80%/yr vs 11.23%/yr for XEMD. Their correlation of 0.88 suggests significant overlap in exposure. BEMB charges 0.18%/yr vs 0.29%/yr for XEMD.
Performance
BEMB vs. XEMD - Performance Comparison
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Returns By Period
In the year-to-date period, BEMB achieves a 1.27% return, which is significantly lower than XEMD's 2.75% return.
BEMB
- 1D
- -0.34%
- 1M
- 0.94%
- YTD
- 1.27%
- 6M
- 1.64%
- 1Y
- 9.77%
- 3Y*
- 8.80%
- 5Y*
- —
- 10Y*
- —
XEMD
- 1D
- -0.37%
- 1M
- 1.21%
- YTD
- 2.75%
- 6M
- 3.27%
- 1Y
- 11.88%
- 3Y*
- 11.23%
- 5Y*
- —
- 10Y*
- —
BEMB vs. XEMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BEMB Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF | 1.27% | 12.27% | 5.51% | 8.88% |
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 2.75% | 13.98% | 8.77% | 9.46% |
Correlation
The correlation between BEMB and XEMD is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2023 | 0.88 |
The correlation between BEMB and XEMD has been stable across timeframes, ranging from 0.84 to 0.88 - a consistent structural relationship.
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Return for Risk
BEMB vs. XEMD — Risk / Return Rank
BEMB
XEMD
BEMB vs. XEMD - 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 BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). 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 | XEMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.51 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | 3.39 | -0.71 |
| Martin ratioReturn relative to average drawdown | 11.53 | 15.27 | -3.73 |
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 | XEMD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.30 | 2.57 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.45 | 1.39 | +0.06 |
Drawdowns
BEMB vs. XEMD - Drawdown Comparison
The maximum BEMB drawdown since its inception was -6.17%, smaller than the maximum XEMD drawdown of -10.01%. Use the drawdown chart below to compare losses from any high point for BEMB and XEMD.
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Drawdown Indicators
| BEMB | XEMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.17% | -10.01% | +3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -3.67% | -3.52% | -0.15% |
Max Drawdown (3Y)Largest decline over 3 years | -6.17% | -4.31% | -1.86% |
Current DrawdownCurrent decline from peak | -0.34% | -0.37% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -0.94% | -1.26% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 0.78% | +0.07% |
Volatility
BEMB vs. XEMD - Volatility Comparison
Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) have volatilities of 1.49% and 1.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BEMB | XEMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 1.43% | +0.06% |
Volatility (6M)Calculated over the trailing 6-month period | 3.46% | 3.70% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.26% | 4.66% | -0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.88% | 6.88% | -1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.88% | 6.88% | -1.00% |
BEMB vs. XEMD - Expense Ratio Comparison
BEMB has a 0.18% expense ratio, which is lower than XEMD's 0.29% expense ratio.
Dividends
BEMB vs. XEMD - Dividend Comparison
BEMB's dividend yield for the trailing twelve months is around 6.88%, more than XEMD's 5.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
BEMB Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF | 6.88% | 6.88% | 6.31% | 5.46% | 0.00% |
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 5.82% | 6.15% | 6.30% | 6.19% | 3.08% |
Frequently Asked Questions
BEMB and XEMD have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BEMB has higher volatility (1.49%) compared to XEMD (1.43%). In terms of maximum drawdown, BEMB dropped -6.17% vs XEMD's -10.01%.
On 3-year performance, XEMD leads with 11.23% vs 8.80% for BEMB. On fees, BEMB is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, XEMD has performed better with a 11.23% 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 0.29% for XEMD.
BEMB has the higher dividend yield at 6.88%, compared with 5.82% for XEMD.
They also come from different issuers: iShares and BondBloxx. Their fees differ too: 0.18% for BEMB and 0.29% for XEMD.
XEMD currently has the higher Sharpe Ratio (2.57 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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