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BREM vs. BLCR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BREM vs. BLCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Emerging Markets Bond Active ETF (BREM) and Blackrock Large Cap Core ETF (BLCR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BREM achieves a 3.96% return, which is significantly lower than BLCR's 16.56% return.


BREM

1D
0.18%
1M
1.71%
YTD
3.96%
6M
3.84%
1Y
3Y*
5Y*
10Y*

BLCR

1D
-0.18%
1M
-0.59%
YTD
16.56%
6M
15.12%
1Y
38.07%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BREM vs. BLCR - Yearly Performance Comparison


Correlation

The correlation between BREM and BLCR is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 16, 2025

0.59

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Return for Risk

BREM vs. BLCR — Risk / Return Rank

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

BREM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


BLCR
BLCR Risk / Return Rank: 8181
Overall Rank
BLCR Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
BLCR Sortino Ratio Rank: 7979
Sortino Ratio Rank
BLCR Omega Ratio Rank: 7777
Omega Ratio Rank
BLCR Calmar Ratio Rank: 8080
Calmar Ratio Rank
BLCR Martin Ratio Rank: 8787
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.

BREM vs. BLCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Bond Active ETF (BREM) and Blackrock Large Cap Core ETF (BLCR). 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.


BREMBLCRDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

3.73

Martin ratioReturn relative to average drawdown

16.81

BREM vs. BLCR - Sharpe Ratio Comparison


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Drawdowns

BREM vs. BLCR - Drawdown Comparison

The maximum BREM drawdown since its inception was -4.54%, smaller than the maximum BLCR drawdown of -21.29%. Use the drawdown chart below to compare losses from any high point for BREM and BLCR.


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Drawdown Indicators


BREMBLCRDifference

Max Drawdown

Largest peak-to-trough decline

-4.54%

-21.29%

+16.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

Current Drawdown

Current decline from peak

-0.40%

-2.88%

+2.48%

Average Drawdown

Average peak-to-trough decline

-0.63%

-2.20%

+1.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

Volatility

BREM vs. BLCR - Volatility Comparison


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Volatility by Period


BREMBLCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.32%

Volatility (6M)

Calculated over the trailing 6-month period

13.10%

Volatility (1Y)

Calculated over the trailing 1-year period

5.59%

16.42%

-10.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.59%

17.66%

-12.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.59%

17.66%

-12.07%

BREM vs. BLCR - Expense Ratio Comparison

BREM has a 0.50% expense ratio, which is higher than BLCR's 0.36% expense ratio.


Dividends

BREM vs. BLCR - Dividend Comparison

BREM's dividend yield for the trailing twelve months is around 3.88%, more than BLCR's 0.29% yield.


PositionTTM202520242023
BLCR
Blackrock Large Cap Core ETF
0.29%0.33%0.75%0.13%
BREM
iShares Emerging Markets Bond Active ETF
3.88%1.19%0.00%0.00%

Frequently Asked Questions


BREM and BLCR have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BLCR is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BLCR is cheaper with a 0.36% expense ratio, compared with 0.50% for BREM.

BREM has the higher dividend yield at 3.88%, compared with 0.29% for BLCR.

BREM is categorized as Emerging Markets Bonds, while BLCR is Large Cap Blend Equities. Their fees differ too: 0.50% for BREM and 0.36% for BLCR.

Portfolio Optimizer

Find the right allocation for BREM and BLCR

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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