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BEMB vs. XEMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BEMB vs. XEMD - 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 BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). The values are adjusted to include any dividend payments, if applicable.

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BEMB vs. XEMD - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BEMB achieves a -1.14% return, which is significantly lower than XEMD's -0.24% return.


BEMB

1D
0.21%
1M
-2.24%
YTD
-1.14%
6M
1.05%
1Y
7.70%
3Y*
7.88%
5Y*
10Y*

XEMD

1D
0.27%
1M
-2.11%
YTD
-0.24%
6M
3.46%
1Y
10.90%
3Y*
10.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BEMB vs. XEMD - Expense Ratio Comparison

BEMB has a 0.18% expense ratio, which is lower than XEMD's 0.29% expense ratio.


Return for Risk

BEMB vs. XEMD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BEMB
BEMB Risk / Return Rank: 7575
Overall Rank
BEMB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
BEMB Sortino Ratio Rank: 7575
Sortino Ratio Rank
BEMB Omega Ratio Rank: 7777
Omega Ratio Rank
BEMB Calmar Ratio Rank: 7575
Calmar Ratio Rank
BEMB Martin Ratio Rank: 7575
Martin Ratio Rank

XEMD
XEMD Risk / Return Rank: 9090
Overall Rank
XEMD Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XEMD Sortino Ratio Rank: 9090
Sortino Ratio Rank
XEMD Omega Ratio Rank: 9191
Omega Ratio Rank
XEMD Calmar Ratio Rank: 9090
Calmar Ratio Rank
XEMD Martin Ratio Rank: 9191
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. 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.


BEMBXEMDDifference

Sharpe ratio

Return per unit of total volatility

1.42

1.88

-0.47

Sortino ratio

Return per unit of downside risk

1.99

2.65

-0.66

Omega ratio

Gain probability vs. loss probability

1.30

1.40

-0.10

Calmar ratio

Return relative to maximum drawdown

2.12

3.17

-1.05

Martin ratio

Return relative to average drawdown

8.57

13.31

-4.74

BEMB vs. XEMD - Sharpe Ratio Comparison

The current BEMB Sharpe Ratio is 1.42, which is comparable to the XEMD Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of BEMB and XEMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BEMBXEMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

1.88

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

1.38

1.32

+0.06

Correlation

The correlation between BEMB and XEMD is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BEMB vs. XEMD - Dividend Comparison

BEMB's dividend yield for the trailing twelve months is around 6.99%, more than XEMD's 6.06% yield.


TTM2025202420232022
BEMB
Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF
6.99%6.88%6.31%5.46%0.00%
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
6.06%6.15%6.30%6.19%3.08%

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


BEMBXEMDDifference

Max Drawdown

Largest peak-to-trough decline

-6.17%

-10.01%

+3.84%

Max Drawdown (1Y)

Largest decline over 1 year

-3.70%

-3.52%

-0.18%

Current Drawdown

Current decline from peak

-2.58%

-2.46%

-0.12%

Average Drawdown

Average peak-to-trough decline

-0.95%

-1.29%

+0.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.84%

+0.09%

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 2.37% and 2.45%, 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


BEMBXEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

2.45%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

3.39%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

5.46%

5.81%

-0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

6.94%

-1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.92%

6.94%

-1.02%