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CEMB vs. USVN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMB vs. USVN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan EM Corporate Bond ETF (CEMB) and US Treasury 7 Year Note ETF (USVN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CEMB achieves a 1.54% return, which is significantly higher than USVN's -0.54% return.


CEMB

1D
0.04%
1M
0.30%
YTD
1.54%
6M
1.92%
1Y
6.95%
3Y*
7.15%
5Y*
1.92%
10Y*
3.55%

USVN

1D
-0.17%
1M
0.15%
YTD
-0.54%
6M
-0.27%
1Y
3.35%
3Y*
3.04%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEMB vs. USVN - Yearly Performance Comparison


2026 (YTD)202520242023
CEMB
iShares J.P. Morgan EM Corporate Bond ETF
1.54%8.86%5.81%6.72%
USVN
US Treasury 7 Year Note ETF
-0.54%7.66%0.03%0.67%

Correlation

The correlation between CEMB and USVN is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.71

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Mar 28, 2023

0.76

The correlation between CEMB and USVN has been stable across timeframes, ranging from 0.71 to 0.76 - a consistent structural relationship.

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Return for Risk

CEMB vs. USVN — Risk / Return Rank

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

CEMB
CEMB Risk / Return Rank: 7171
Overall Rank
CEMB Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CEMB Sortino Ratio Rank: 8282
Sortino Ratio Rank
CEMB Omega Ratio Rank: 8181
Omega Ratio Rank
CEMB Calmar Ratio Rank: 5252
Calmar Ratio Rank
CEMB Martin Ratio Rank: 6363
Martin Ratio Rank

USVN
USVN Risk / Return Rank: 2222
Overall Rank
USVN Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
USVN Sortino Ratio Rank: 2222
Sortino Ratio Rank
USVN Omega Ratio Rank: 2020
Omega Ratio Rank
USVN Calmar Ratio Rank: 2121
Calmar Ratio Rank
USVN Martin Ratio Rank: 2121
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.

CEMB vs. USVN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan EM Corporate Bond ETF (CEMB) and US Treasury 7 Year Note ETF (USVN). 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.


CEMBUSVNDifference
Sharpe ratioReturn per unit of total volatility

+1.42

Sortino ratioReturn per unit of downside risk

+2.10

Omega ratioGain probability vs. loss probability

1.42

1.12

+0.29

Calmar ratioReturn relative to maximum drawdown

2.31

0.83

+1.48

Martin ratioReturn relative to average drawdown

9.95

2.31

+7.64

CEMB vs. USVN - Sharpe Ratio Comparison

The current CEMB Sharpe Ratio is 2.14, which is higher than the USVN Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of CEMB and USVN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CEMB vs. USVN - Drawdown Comparison

The maximum CEMB drawdown since its inception was -20.84%, which is greater than USVN's maximum drawdown of -8.27%. Use the drawdown chart below to compare losses from any high point for CEMB and USVN.


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Drawdown Indicators


CEMBUSVNDifference

Max Drawdown

Largest peak-to-trough decline

-20.84%

-8.27%

-12.57%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

-3.68%

+0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-3.85%

-5.85%

+2.00%

Max Drawdown (5Y)

Largest decline over 5 years

-20.48%

Max Drawdown (10Y)

Largest decline over 10 years

-20.84%

Current Drawdown

Current decline from peak

-0.20%

-2.51%

+2.31%

Average Drawdown

Average peak-to-trough decline

-3.65%

-2.34%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.32%

-0.65%

Volatility

CEMB vs. USVN - Volatility Comparison

The current volatility for iShares J.P. Morgan EM Corporate Bond ETF (CEMB) is 1.20%, while US Treasury 7 Year Note ETF (USVN) has a volatility of 1.42%. This indicates that CEMB experiences smaller price fluctuations and is considered to be less risky than USVN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEMBUSVNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

1.42%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

3.04%

-0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

4.20%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.64%

5.78%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.29%

5.78%

+0.51%

CEMB vs. USVN - Expense Ratio Comparison

CEMB has a 0.50% expense ratio, which is higher than USVN's 0.15% expense ratio.


Dividends

CEMB vs. USVN - Dividend Comparison

CEMB's dividend yield for the trailing twelve months is around 5.13%, more than USVN's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
CEMB
iShares J.P. Morgan EM Corporate Bond ETF
5.13%5.14%5.11%4.77%4.29%3.51%3.86%4.19%4.66%4.06%4.26%4.76%
USVN
US Treasury 7 Year Note ETF
3.74%3.81%4.07%2.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CEMB and USVN have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USVN has higher volatility (1.42%) compared to CEMB (1.20%). In terms of maximum drawdown, CEMB dropped -20.84% vs USVN's -8.27%.

On 3-year performance, CEMB leads with 7.15% vs 3.04% for USVN. On fees, USVN is cheaper at 0.15% per year. On volatility, CEMB has been the lower-risk option at 1.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CEMB has performed better with a 7.15% return vs 3.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USVN is cheaper with a 0.15% expense ratio, compared with 0.50% for CEMB.

CEMB has the higher dividend yield at 5.13%, compared with 3.74% for USVN.

CEMB is categorized as Corporate Bonds, while USVN is Government Bonds. CEMB tracks JP Morgan CEMBI Broad Diversified, while USVN tracks ICE BofA Current 7-Year US Treasury Index - Benchmark TR Gross. They also come from different issuers: iShares and US Benchmark Series. Their fees differ too: 0.50% for CEMB and 0.15% for USVN.

CEMB currently has the higher Sharpe Ratio (2.14 vs 0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CEMB and USVN

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