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BREM vs. EMLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BREM vs. EMLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Emerging Markets Bond Active ETF (BREM) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). 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 3.77% return, which is significantly higher than EMLC's 0.96% return.


BREM

1D
-0.20%
1M
1.52%
YTD
3.77%
6M
3.87%
1Y
3Y*
5Y*
10Y*

EMLC

1D
-0.59%
1M
0.82%
YTD
0.96%
6M
1.15%
1Y
8.66%
3Y*
6.31%
5Y*
1.57%
10Y*
2.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BREM vs. EMLC - Yearly Performance Comparison


Correlation

The correlation between BREM and EMLC is 0.67, 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

0.67

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Return for Risk

BREM vs. EMLC — 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.


EMLC
EMLC Risk / Return Rank: 3333
Overall Rank
EMLC Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 3434
Sortino Ratio Rank
EMLC Omega Ratio Rank: 3636
Omega Ratio Rank
EMLC Calmar Ratio Rank: 2929
Calmar Ratio Rank
EMLC 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. EMLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Bond Active ETF (BREM) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). 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.


BREMEMLCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.40

Martin ratioReturn relative to average drawdown

4.64

BREM vs. EMLC - Sharpe Ratio Comparison


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Drawdowns

BREM vs. EMLC - Drawdown Comparison

The maximum BREM drawdown since its inception was -4.54%, smaller than the maximum EMLC drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for BREM and EMLC.


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Drawdown Indicators


BREMEMLCDifference

Max Drawdown

Largest peak-to-trough decline

-4.54%

-32.43%

+27.89%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

Max Drawdown (3Y)

Largest decline over 3 years

-9.15%

Max Drawdown (5Y)

Largest decline over 5 years

-23.91%

Max Drawdown (10Y)

Largest decline over 10 years

-26.47%

Current Drawdown

Current decline from peak

-0.58%

-4.25%

+3.67%

Average Drawdown

Average peak-to-trough decline

-0.63%

-14.33%

+13.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.87%

Volatility

BREM vs. EMLC - Volatility Comparison


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Volatility by Period


BREMEMLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.36%

Volatility (6M)

Calculated over the trailing 6-month period

6.30%

Volatility (1Y)

Calculated over the trailing 1-year period

5.61%

7.17%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.61%

9.14%

-3.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.61%

9.97%

-4.36%

BREM vs. EMLC - Expense Ratio Comparison

BREM has a 0.50% expense ratio, which is higher than EMLC's 0.30% expense ratio.


Dividends

BREM vs. EMLC - Dividend Comparison

BREM's dividend yield for the trailing twelve months is around 3.89%, less than EMLC's 6.19% yield.


PositionTTM20252024202320222021202020192018201720162015
BREM
iShares Emerging Markets Bond Active ETF
3.89%1.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.19%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%

Frequently Asked Questions


BREM and EMLC have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMLC is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMLC is cheaper with a 0.30% expense ratio, compared with 0.50% for BREM.

EMLC has the higher dividend yield at 6.19%, compared with 3.89% for BREM.

They also come from different issuers: BlackRock and VanEck. Their fees differ too: 0.50% for BREM and 0.30% for EMLC.

Portfolio Optimizer

Find the right allocation for BREM and EMLC

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