EDV vs. BBEM
EDV (Vanguard Extended Duration Treasury ETF) and BBEM (JPMorgan Betabuilders Emerging Markets Equity ETF) are both exchange-traded funds - EDV is a Government Bonds fund tracking the Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while BBEM is a Emerging Markets Diversified fund tracking the Morningstar Emerging Markets Target Market Exposure Index - Benchmark TR Net. Both are passively managed. Over the past 3 years, EDV returned -4.76%/yr vs 20.75%/yr for BBEM. At a 0.15 correlation, their price movements are largely independent. EDV charges 0.05%/yr vs 0.15%/yr for BBEM.
Performance
EDV vs. BBEM - Performance Comparison
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Returns By Period
In the year-to-date period, EDV achieves a 0.01% return, which is significantly lower than BBEM's 23.17% return.
EDV
- 1D
- -0.39%
- 1M
- 4.52%
- YTD
- 0.01%
- 6M
- 0.03%
- 1Y
- 3.37%
- 3Y*
- -4.76%
- 5Y*
- -10.27%
- 10Y*
- -3.49%
BBEM
- 1D
- 0.30%
- 1M
- 4.34%
- YTD
- 23.17%
- 6M
- 25.34%
- 1Y
- 45.68%
- 3Y*
- 20.75%
- 5Y*
- —
- 10Y*
- —
EDV vs. BBEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | 0.01% | 0.65% | -12.78% | -4.05% |
BBEM JPMorgan Betabuilders Emerging Markets Equity ETF | 23.17% | 32.43% | 5.61% | 6.01% |
Correlation
The correlation between EDV and BBEM is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since May 11, 2023 | 0.15 |
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Return for Risk
EDV vs. BBEM — Risk / Return Rank
EDV
BBEM
EDV vs. BBEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) and JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM). 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.
| EDV | BBEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.40 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 3.36 | -3.22 |
| Martin ratioReturn relative to average drawdown | 0.31 | 12.61 | -12.30 |
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Drawdowns
EDV vs. BBEM - Drawdown Comparison
The maximum EDV drawdown since its inception was -59.96%, which is greater than BBEM's maximum drawdown of -17.42%. Use the drawdown chart below to compare losses from any high point for EDV and BBEM.
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Drawdown Indicators
| EDV | BBEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.96% | -17.42% | -42.54% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -13.12% | +0.58% |
Max Drawdown (3Y)Largest decline over 3 years | -26.99% | -17.42% | -9.57% |
Max Drawdown (5Y)Largest decline over 5 years | -55.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -59.96% | — | — |
Current DrawdownCurrent decline from peak | -54.12% | -4.30% | -49.82% |
Average DrawdownAverage peak-to-trough decline | -23.48% | -3.72% | -19.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 3.49% | +2.06% |
Volatility
EDV vs. BBEM - Volatility Comparison
The current volatility for Vanguard Extended Duration Treasury ETF (EDV) is 4.21%, while JPMorgan Betabuilders Emerging Markets Equity ETF (BBEM) has a volatility of 10.58%. This indicates that EDV experiences smaller price fluctuations and is considered to be less risky than BBEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDV | BBEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 10.58% | -6.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | 19.04% | -9.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.54% | 21.07% | -6.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.62% | 18.01% | +3.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.82% | 18.01% | +1.81% |
EDV vs. BBEM - Expense Ratio Comparison
EDV has a 0.05% expense ratio, which is lower than BBEM's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EDV vs. BBEM - Dividend Comparison
EDV's dividend yield for the trailing twelve months is around 4.95%, more than BBEM's 4.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBEM JPMorgan Betabuilders Emerging Markets Equity ETF | 4.74% | 5.86% | 2.73% | 1.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EDV Vanguard Extended Duration Treasury ETF | 4.95% | 4.94% | 4.65% | 3.81% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% |
Frequently Asked Questions
EDV and BBEM have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBEM has higher volatility (10.58%) compared to EDV (4.21%). In terms of maximum drawdown, EDV dropped -59.96% vs BBEM's -17.42%.
On 3-year performance, BBEM leads with 20.75% vs -4.76% for EDV. On fees, EDV is cheaper at 0.05% per year. On volatility, EDV has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, BBEM has performed better with a 20.75% return vs -4.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EDV is cheaper with a 0.05% expense ratio, compared with 0.15% for BBEM.
EDV has the higher dividend yield at 4.95%, compared with 4.74% for BBEM.
EDV is categorized as Government Bonds, while BBEM is Emerging Markets Diversified. EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while BBEM tracks Morningstar Emerging Markets Target Market Exposure Index - Benchmark TR Net. They also come from different issuers: Vanguard and JPMorgan. Their fees differ too: 0.05% for EDV and 0.15% for BBEM.
BBEM currently has the higher Sharpe Ratio (2.09 vs 0.12), 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.
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