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BREM vs. ELD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BREM vs. ELD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Emerging Markets Bond Active ETF (BREM) and WisdomTree Emerging Markets Local Debt Fund (ELD). 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 3.36% return, which is significantly higher than ELD's 0.84% return.


BREM

1D
0.10%
1M
0.99%
YTD
3.36%
6M
4.05%
1Y
3Y*
5Y*
10Y*

ELD

1D
0.10%
1M
0.51%
YTD
0.84%
6M
2.40%
1Y
9.96%
3Y*
7.84%
5Y*
2.33%
10Y*
2.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BREM vs. ELD - Yearly Performance Comparison


Correlation

The correlation between BREM and ELD is 0.52, 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 17, 2025

0.52

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Return for Risk

BREM vs. ELD — Risk / Return Rank

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

BREM

ELD
ELD Risk / Return Rank: 3333
Overall Rank
ELD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
ELD Sortino Ratio Rank: 3434
Sortino Ratio Rank
ELD Omega Ratio Rank: 3333
Omega Ratio Rank
ELD Calmar Ratio Rank: 2929
Calmar Ratio Rank
ELD Martin Ratio Rank: 3333
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. ELD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Bond Active ETF (BREM) and WisdomTree Emerging Markets Local Debt Fund (ELD). 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.


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

BREM vs. ELD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BREMELDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

1.78

0.12

+1.65

Drawdowns

BREM vs. ELD - Drawdown Comparison

The maximum BREM drawdown since its inception was -4.54%, smaller than the maximum ELD drawdown of -31.92%. Use the drawdown chart below to compare losses from any high point for BREM and ELD.


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Drawdown Indicators


BREMELDDifference

Max Drawdown

Largest peak-to-trough decline

-4.54%

-31.92%

+27.38%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

Max Drawdown (3Y)

Largest decline over 3 years

-10.89%

Max Drawdown (5Y)

Largest decline over 5 years

-23.56%

Max Drawdown (10Y)

Largest decline over 10 years

-25.15%

Current Drawdown

Current decline from peak

-0.11%

-2.65%

+2.54%

Average Drawdown

Average peak-to-trough decline

-0.66%

-13.31%

+12.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

BREM vs. ELD - Volatility Comparison


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Volatility by Period


BREMELDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

Volatility (1Y)

Calculated over the trailing 1-year period

5.69%

8.50%

-2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.69%

10.93%

-5.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.69%

11.27%

-5.58%

BREM vs. ELD - Expense Ratio Comparison

BREM has a 0.50% expense ratio, which is lower than ELD's 0.55% expense ratio.


Dividends

BREM vs. ELD - Dividend Comparison

BREM's dividend yield for the trailing twelve months is around 3.90%, less than ELD's 5.81% yield.


PositionTTM20252024202320222021202020192018201720162015
BREM
iShares Emerging Markets Bond Active ETF
3.90%1.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ELD
WisdomTree Emerging Markets Local Debt Fund
5.81%5.38%5.75%4.85%5.29%4.98%4.70%4.92%6.30%4.68%4.86%5.57%

Frequently Asked Questions


BREM and ELD have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BREM is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BREM is cheaper with a 0.50% expense ratio, compared with 0.55% for ELD.

ELD has the higher dividend yield at 5.81%, compared with 3.90% for BREM.

They also come from different issuers: BlackRock and WisdomTree. Their fees differ too: 0.50% for BREM and 0.55% for ELD.

Portfolio Optimizer

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