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BREM vs. VWOB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BREM vs. VWOB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Emerging Markets Bond Active ETF (BREM) and Vanguard Emerging Markets Government Bond ETF (VWOB). 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 VWOB's 1.79% return.


BREM

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

VWOB

1D
0.24%
1M
0.94%
YTD
1.79%
6M
1.96%
1Y
10.67%
3Y*
9.30%
5Y*
2.13%
10Y*
3.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BREM vs. VWOB - Yearly Performance Comparison


Correlation

The correlation between BREM and VWOB is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 17, 2025

0.83

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Return for Risk

BREM vs. VWOB — Risk / Return Rank

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

BREM

VWOB
VWOB Risk / Return Rank: 6161
Overall Rank
VWOB Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VWOB Sortino Ratio Rank: 6767
Sortino Ratio Rank
VWOB Omega Ratio Rank: 6868
Omega Ratio Rank
VWOB Calmar Ratio Rank: 4949
Calmar Ratio Rank
VWOB Martin Ratio Rank: 5858
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. VWOB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Bond Active ETF (BREM) and Vanguard Emerging Markets Government Bond ETF (VWOB). 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. VWOB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BREMVWOBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

1.78

0.42

+1.36

Drawdowns

BREM vs. VWOB - Drawdown Comparison

The maximum BREM drawdown since its inception was -4.54%, smaller than the maximum VWOB drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for BREM and VWOB.


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Drawdown Indicators


BREMVWOBDifference

Max Drawdown

Largest peak-to-trough decline

-4.54%

-26.98%

+22.44%

Max Drawdown (1Y)

Largest decline over 1 year

-4.48%

Max Drawdown (3Y)

Largest decline over 3 years

-7.71%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

Max Drawdown (10Y)

Largest decline over 10 years

-26.98%

Current Drawdown

Current decline from peak

-0.11%

-0.12%

+0.01%

Average Drawdown

Average peak-to-trough decline

-0.66%

-4.78%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

Volatility

BREM vs. VWOB - Volatility Comparison


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Volatility by Period


BREMVWOBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

Volatility (6M)

Calculated over the trailing 6-month period

4.16%

Volatility (1Y)

Calculated over the trailing 1-year period

5.69%

5.15%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.69%

9.18%

-3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.69%

9.34%

-3.65%

BREM vs. VWOB - Expense Ratio Comparison

BREM has a 0.50% expense ratio, which is higher than VWOB's 0.20% expense ratio.


Dividends

BREM vs. VWOB - Dividend Comparison

BREM's dividend yield for the trailing twelve months is around 3.90%, less than VWOB's 5.83% 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%
VWOB
Vanguard Emerging Markets Government Bond ETF
5.83%5.92%6.08%5.50%5.30%4.04%4.18%4.58%4.52%4.61%4.71%4.93%

Frequently Asked Questions


BREM and VWOB have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VWOB is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWOB is cheaper with a 0.20% expense ratio, compared with 0.50% for BREM.

VWOB has the higher dividend yield at 5.83%, compared with 3.90% for BREM.

They also come from different issuers: BlackRock and Vanguard. Their fees differ too: 0.50% for BREM and 0.20% for VWOB.

Portfolio Optimizer

Find the right allocation for BREM and VWOB

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