EMB vs. BYDDF
EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF) is Emerging Markets Bonds fund tracking the JPMorgan EMBI Global Core Index, while BYDDF (BYD Company Limited) is a stock. Over the past 10 years, EMB returned 3.39%/yr vs 20.79%/yr for BYDDF. At a 0.19 correlation, their price movements are largely independent.
Performance
EMB vs. BYDDF - Performance Comparison
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Returns By Period
In the year-to-date period, EMB achieves a 2.29% return, which is significantly higher than BYDDF's -8.79% return. Over the past 10 years, EMB has underperformed BYDDF with an annualized return of 3.39%, while BYDDF has yielded a comparatively higher 20.79% annualized return.
EMB
- 1D
- 0.09%
- 1M
- 1.29%
- YTD
- 2.29%
- 6M
- 2.72%
- 1Y
- 11.53%
- 3Y*
- 9.63%
- 5Y*
- 1.79%
- 10Y*
- 3.39%
BYDDF
- 1D
- 0.54%
- 1M
- -12.16%
- YTD
- -8.79%
- 6M
- -10.23%
- 1Y
- -34.03%
- 3Y*
- 1.99%
- 5Y*
- 4.98%
- 10Y*
- 20.79%
EMB vs. BYDDF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 2.29% | 13.85% | 5.54% | 10.62% | -18.63% | -2.23% | 5.42% | 15.48% | -5.47% | 10.28% |
BYDDF BYD Company Limited | -8.79% | 11.38% | 24.71% | 13.22% | -27.71% | 28.77% | 432.27% | -21.10% | -27.99% | 72.50% |
Correlation
The correlation between EMB and BYDDF 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 | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2007 | 0.19 |
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Return for Risk
EMB vs. BYDDF — Risk / Return Rank
EMB
BYDDF
EMB vs. BYDDF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) and BYD Company Limited (BYDDF). 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.
| EMB | BYDDF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.93 | ||
| Sortino ratioReturn per unit of downside risk | +4.33 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.84 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 2.41 | -1.01 | +3.42 |
| Martin ratioReturn relative to average drawdown | 10.28 | -1.53 | +11.81 |
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Drawdowns
EMB vs. BYDDF - Drawdown Comparison
The maximum EMB drawdown since its inception was -34.70%, smaller than the maximum BYDDF drawdown of -86.78%. Use the drawdown chart below to compare losses from any high point for EMB and BYDDF.
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Drawdown Indicators
| EMB | BYDDF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.70% | -86.78% | +52.08% |
Max Drawdown (1Y)Largest decline over 1 year | -4.51% | -35.94% | +31.43% |
Max Drawdown (3Y)Largest decline over 3 years | -7.95% | -42.33% | +34.38% |
Max Drawdown (5Y)Largest decline over 5 years | -28.74% | -48.35% | +19.61% |
Max Drawdown (10Y)Largest decline over 10 years | -28.74% | -58.45% | +29.71% |
Current DrawdownCurrent decline from peak | 0.00% | -41.95% | +41.95% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -40.96% | +35.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 24.18% | -23.12% |
Volatility
EMB vs. BYDDF - Volatility Comparison
The current volatility for iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) is 2.02%, while BYD Company Limited (BYDDF) has a volatility of 8.62%. This indicates that EMB experiences smaller price fluctuations and is considered to be less risky than BYDDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMB | BYDDF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.02% | 8.62% | -6.60% |
Volatility (6M)Calculated over the trailing 6-month period | 4.66% | 26.73% | -22.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.67% | 35.63% | -29.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.76% | 45.54% | -35.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.96% | 47.10% | -37.14% |
Dividends
EMB vs. BYDDF - Dividend Comparison
EMB's dividend yield for the trailing twelve months is around 5.03%, more than BYDDF's 0.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BYDDF BYD Company Limited | 0.47% | 6.04% | 1.28% | 0.58% | 0.07% | 0.07% | 0.03% | 0.58% | 0.00% | 2.03% | 0.00% | 0.00% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.03% | 4.98% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% |
Frequently Asked Questions
EMB and BYDDF 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.
BYDDF has higher volatility (8.62%) compared to EMB (2.02%). In terms of maximum drawdown, EMB dropped -34.70% vs BYDDF's -86.78%.
EMB currently has the higher Sharpe Ratio (1.92 vs -1.02), 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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