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EMB vs. XEMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMB vs. XEMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMB achieves a 1.80% return, which is significantly lower than XEMD's 2.75% return.


EMB

1D
-0.37%
1M
1.29%
YTD
1.80%
6M
1.93%
1Y
11.56%
3Y*
9.74%
5Y*
1.86%
10Y*
3.29%

XEMD

1D
-0.37%
1M
1.21%
YTD
2.75%
6M
3.27%
1Y
11.88%
3Y*
11.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMB vs. XEMD - Yearly Performance Comparison


2026 (YTD)2025202420232022
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
1.80%13.85%5.54%10.62%2.08%
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
2.75%13.98%8.77%10.26%1.82%

Correlation

The correlation between EMB and XEMD is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2022

0.92

The correlation between EMB and XEMD has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.

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Return for Risk

EMB vs. XEMD — Risk / Return Rank

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

EMB
EMB Risk / Return Rank: 6161
Overall Rank
EMB Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
EMB Sortino Ratio Rank: 6565
Sortino Ratio Rank
EMB Omega Ratio Rank: 6666
Omega Ratio Rank
EMB Calmar Ratio Rank: 5151
Calmar Ratio Rank
EMB Martin Ratio Rank: 6161
Martin Ratio Rank

XEMD
XEMD Risk / Return Rank: 7979
Overall Rank
XEMD Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XEMD Sortino Ratio Rank: 8686
Sortino Ratio Rank
XEMD Omega Ratio Rank: 8383
Omega Ratio Rank
XEMD Calmar Ratio Rank: 6868
Calmar Ratio Rank
XEMD Martin Ratio Rank: 7878
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.

EMB vs. XEMD - 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 BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). 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.


EMBXEMDDifference
Sharpe ratioReturn per unit of total volatility

-0.47

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.41

1.51

-0.10

Calmar ratioReturn relative to maximum drawdown

2.58

3.39

-0.81

Martin ratioReturn relative to average drawdown

11.01

15.27

-4.25

EMB vs. XEMD - Sharpe Ratio Comparison

The current EMB Sharpe Ratio is 2.09, which is comparable to the XEMD Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of EMB and XEMD, 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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Sharpe Ratios by Period


EMBXEMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

2.57

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.39

-0.96

Drawdowns

EMB vs. XEMD - Drawdown Comparison

The maximum EMB drawdown since its inception was -34.70%, which is greater than XEMD's maximum drawdown of -10.01%. Use the drawdown chart below to compare losses from any high point for EMB and XEMD.


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Drawdown Indicators


EMBXEMDDifference

Max Drawdown

Largest peak-to-trough decline

-34.70%

-10.01%

-24.69%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-3.52%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-7.95%

-4.31%

-3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-28.74%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

Current Drawdown

Current decline from peak

-0.37%

-0.37%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.06%

-1.26%

-3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.78%

+0.27%

Volatility

EMB vs. XEMD - Volatility Comparison

iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) has a higher volatility of 1.85% compared to BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) at 1.43%. This indicates that EMB's price experiences larger fluctuations and is considered to be riskier than XEMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMBXEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

1.43%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

4.52%

3.70%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

4.66%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.75%

6.88%

+2.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.96%

6.88%

+3.08%

EMB vs. XEMD - Expense Ratio Comparison

EMB has a 0.39% expense ratio, which is higher than XEMD's 0.29% expense ratio.


Dividends

EMB vs. XEMD - Dividend Comparison

EMB's dividend yield for the trailing twelve months is around 5.06%, less than XEMD's 5.82% yield.


PositionTTM20252024202320222021202020192018201720162015
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
5.06%4.98%5.46%4.74%5.04%3.89%3.88%4.51%5.64%4.54%4.83%4.84%
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
5.82%6.15%6.30%6.19%3.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMB and XEMD have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMB has higher volatility (1.85%) compared to XEMD (1.43%). In terms of maximum drawdown, EMB dropped -34.70% vs XEMD's -10.01%.

On 3-year performance, XEMD leads with 11.23% vs 9.74% for EMB. On fees, XEMD is cheaper at 0.29% per year. On volatility, XEMD has been the lower-risk option at 1.43%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XEMD has performed better with a 11.23% return vs 9.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XEMD is cheaper with a 0.29% expense ratio, compared with 0.39% for EMB.

XEMD has the higher dividend yield at 5.82%, compared with 5.06% for EMB.

EMB tracks JPMorgan EMBI Global Core Index, while XEMD tracks JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross. They also come from different issuers: iShares and BondBloxx. Their fees differ too: 0.39% for EMB and 0.29% for XEMD.

XEMD currently has the higher Sharpe Ratio (2.57 vs 2.09), 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

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