PortfoliosLab logoPortfoliosLab logo
BREM vs. EMTL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BREM vs. EMTL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Emerging Markets Bond Active ETF (BREM) and SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BREM achieves a 3.77% return, which is significantly higher than EMTL's 0.44% return.


BREM

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

EMTL

1D
-0.28%
1M
0.36%
YTD
0.44%
6M
0.69%
1Y
4.33%
3Y*
6.67%
5Y*
1.54%
10Y*
3.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BREM vs. EMTL - Yearly Performance Comparison


Correlation

The correlation between BREM and EMTL is 0.65, 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

0.65

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BREM vs. EMTL — 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.


EMTL
EMTL Risk / Return Rank: 5858
Overall Rank
EMTL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EMTL Sortino Ratio Rank: 6666
Sortino Ratio Rank
EMTL Omega Ratio Rank: 6767
Omega Ratio Rank
EMTL Calmar Ratio Rank: 4747
Calmar Ratio Rank
EMTL Martin Ratio Rank: 4949
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. EMTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Bond Active ETF (BREM) and SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL). 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.


BREMEMTLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.17

Martin ratioReturn relative to average drawdown

7.69

BREM vs. EMTL - Sharpe Ratio Comparison


Loading charts...

Drawdowns

BREM vs. EMTL - Drawdown Comparison

The maximum BREM drawdown since its inception was -4.54%, smaller than the maximum EMTL drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for BREM and EMTL.


Loading charts...

Drawdown Indicators


BREMEMTLDifference

Max Drawdown

Largest peak-to-trough decline

-4.54%

-22.91%

+18.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.00%

Max Drawdown (3Y)

Largest decline over 3 years

-3.79%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

Max Drawdown (10Y)

Largest decline over 10 years

-22.91%

Current Drawdown

Current decline from peak

-0.58%

-0.39%

-0.19%

Average Drawdown

Average peak-to-trough decline

-0.63%

-3.81%

+3.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

Volatility

BREM vs. EMTL - Volatility Comparison


Loading charts...

Volatility by Period


BREMEMTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

Volatility (6M)

Calculated over the trailing 6-month period

1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

5.61%

2.27%

+3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.61%

4.87%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.61%

4.68%

+0.93%

BREM vs. EMTL - Expense Ratio Comparison

BREM has a 0.50% expense ratio, which is lower than EMTL's 0.65% expense ratio.


Dividends

BREM vs. EMTL - Dividend Comparison

BREM's dividend yield for the trailing twelve months is around 3.89%, less than EMTL's 4.97% yield.


PositionTTM2025202420232022202120202019201820172016
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%
EMTL
SPDR DoubleLine Emerging Markets Fixed Income ETF
4.97%5.09%5.34%4.78%4.19%5.43%3.28%3.96%3.35%4.16%8.87%

Frequently Asked Questions


BREM and EMTL have a correlation of 0.65, 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 0.65% for EMTL.

EMTL has the higher dividend yield at 4.97%, compared with 3.89% for BREM.

They also come from different issuers: BlackRock and State Street. Their fees differ too: 0.50% for BREM and 0.65% for EMTL.

Portfolio Optimizer

Find the right allocation for BREM and EMTL

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

Open Portfolio Optimizer