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BKEM vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BKEM vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Emerging Markets Equity ETF (BKEM) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BKEM achieves a 24.97% return, which is significantly lower than UGA's 64.09% return.


BKEM

1D
-5.37%
1M
2.20%
YTD
24.97%
6M
25.93%
1Y
47.05%
3Y*
22.54%
5Y*
6.77%
10Y*

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BKEM vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BKEM
BNY Mellon Emerging Markets Equity ETF
24.97%30.55%7.53%8.68%-19.43%-3.91%48.44%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%119.40%

Correlation

The correlation between BKEM and UGA is -0.19, 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

-0.19

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

-0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2020

0.15

The correlation between BKEM and UGA shifts across timeframes, from -0.19 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BKEM vs. UGA — Risk / Return Rank

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

BKEM
BKEM Risk / Return Rank: 7171
Overall Rank
BKEM Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BKEM Sortino Ratio Rank: 6262
Sortino Ratio Rank
BKEM Omega Ratio Rank: 7272
Omega Ratio Rank
BKEM Calmar Ratio Rank: 7575
Calmar Ratio Rank
BKEM Martin Ratio Rank: 7474
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
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.

BKEM vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Emerging Markets Equity ETF (BKEM) and United States Gasoline Fund LP (UGA). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BKEMUGADifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.40

1.30

+0.10

Calmar ratioReturn relative to maximum drawdown

3.61

3.17

+0.44

Martin ratioReturn relative to average drawdown

13.18

9.39

+3.79

BKEM vs. UGA - Sharpe Ratio Comparison

The current BKEM Sharpe Ratio is 2.14, which is comparable to the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of BKEM and UGA, 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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Drawdowns

BKEM vs. UGA - Drawdown Comparison

The maximum BKEM drawdown since its inception was -39.48%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for BKEM and UGA.


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Drawdown Indicators


BKEMUGADifference

Max Drawdown

Largest peak-to-trough decline

-39.48%

-86.59%

+47.11%

Max Drawdown (1Y)

Largest decline over 1 year

-13.11%

-18.96%

+5.85%

Max Drawdown (3Y)

Largest decline over 3 years

-18.38%

-26.68%

+8.30%

Max Drawdown (5Y)

Largest decline over 5 years

-36.20%

-38.11%

+1.91%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-5.37%

-18.05%

+12.68%

Average Drawdown

Average peak-to-trough decline

-15.89%

-36.69%

+20.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

6.43%

-2.85%

Volatility

BKEM vs. UGA - Volatility Comparison

BNY Mellon Emerging Markets Equity ETF (BKEM) has a higher volatility of 12.30% compared to United States Gasoline Fund LP (UGA) at 9.24%. This indicates that BKEM's price experiences larger fluctuations and is considered to be riskier than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKEMUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

12.30%

9.24%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

20.07%

30.57%

-10.50%

Volatility (1Y)

Calculated over the trailing 1-year period

22.13%

35.22%

-13.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

34.45%

-15.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.55%

37.22%

-17.67%

BKEM vs. UGA - Expense Ratio Comparison

BKEM has a 0.11% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

BKEM vs. UGA - Dividend Comparison

BKEM's dividend yield for the trailing twelve months is around 1.51%, while UGA has not paid dividends to shareholders.


PositionTTM202520242023202220212020
BKEM
BNY Mellon Emerging Markets Equity ETF
1.51%2.25%2.76%3.02%3.15%2.22%1.78%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BKEM and UGA have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BKEM has higher volatility (12.30%) compared to UGA (9.24%). In terms of maximum drawdown, BKEM dropped -39.48% vs UGA's -86.59%.

On 5-year performance, UGA leads with 22.69% vs 6.77% for BKEM. On fees, BKEM is cheaper at 0.11% per year. On volatility, UGA has been the lower-risk option at 9.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UGA has performed better with a 22.69% return vs 6.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BKEM is cheaper with a 0.11% expense ratio, compared with 0.75% for UGA.

BKEM has the higher dividend yield at 1.51%, compared with 0.00% for UGA.

BKEM is categorized as Asia Pacific Equities, while UGA is Oil & Gas. BKEM tracks Morningstar Emerging Markets Large Cap Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: BNY Mellon and Concierge Technologies. Their fees differ too: 0.11% for BKEM and 0.75% for UGA.

BKEM currently has the higher Sharpe Ratio (2.14 vs 1.73), 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.

Portfolio Optimizer

Find the right allocation for BKEM and UGA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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