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EMBX vs. BREM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMBX vs. BREM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Emerging Markets Bond ETF (EMBX) and iShares Emerging Markets Bond Active ETF (BREM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMBX achieves a 3.49% return, which is significantly higher than BREM's 3.26% return.


EMBX

1D
-0.40%
1M
0.90%
YTD
3.49%
6M
3.62%
1Y
15.18%
3Y*
10.16%
5Y*
3.88%
10Y*
5.10%

BREM

1D
-0.21%
1M
1.16%
YTD
3.26%
6M
3.89%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMBX vs. BREM - Yearly Performance Comparison


Correlation

The correlation between EMBX and BREM is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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Return for Risk

EMBX vs. BREM — Risk / Return Rank

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

EMBX
EMBX Risk / Return Rank: 7777
Overall Rank
EMBX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
EMBX Sortino Ratio Rank: 8787
Sortino Ratio Rank
EMBX Omega Ratio Rank: 8585
Omega Ratio Rank
EMBX Calmar Ratio Rank: 6060
Calmar Ratio Rank
EMBX Martin Ratio Rank: 6868
Martin Ratio Rank

BREM
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.

EMBX vs. BREM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Emerging Markets Bond ETF (EMBX) and iShares Emerging Markets Bond Active ETF (BREM). 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.


EMBXBREMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.52

Calmar ratioReturn relative to maximum drawdown

2.96

Martin ratioReturn relative to average drawdown

12.58

EMBX vs. BREM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EMBXBREMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

1.75

-1.23

Drawdowns

EMBX vs. BREM - Drawdown Comparison

The maximum EMBX drawdown since its inception was -25.11%, which is greater than BREM's maximum drawdown of -4.54%. Use the drawdown chart below to compare losses from any high point for EMBX and BREM.


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Drawdown Indicators


EMBXBREMDifference

Max Drawdown

Largest peak-to-trough decline

-25.11%

-4.54%

-20.57%

Max Drawdown (1Y)

Largest decline over 1 year

-5.14%

Max Drawdown (3Y)

Largest decline over 3 years

-7.41%

Max Drawdown (5Y)

Largest decline over 5 years

-24.07%

Max Drawdown (10Y)

Largest decline over 10 years

-25.11%

Current Drawdown

Current decline from peak

-0.62%

-0.21%

-0.41%

Average Drawdown

Average peak-to-trough decline

-7.08%

-0.67%

-6.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

Volatility

EMBX vs. BREM - Volatility Comparison


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Volatility by Period


EMBXBREMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

Volatility (6M)

Calculated over the trailing 6-month period

4.77%

Volatility (1Y)

Calculated over the trailing 1-year period

5.72%

5.70%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.10%

5.70%

+0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.65%

5.70%

+0.95%

EMBX vs. BREM - Expense Ratio Comparison

EMBX has a 0.76% expense ratio, which is higher than BREM's 0.50% expense ratio.


Dividends

EMBX vs. BREM - Dividend Comparison

EMBX's dividend yield for the trailing twelve months is around 5.91%, more than BREM's 3.91% yield.


PositionTTM20252024202320222021202020192018201720162015
BREM
iShares Emerging Markets Bond Active ETF
3.91%1.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EMBX
VanEck Emerging Markets Bond ETF
5.91%6.95%8.20%5.49%8.21%5.50%6.56%7.89%7.25%7.66%3.94%6.84%

Frequently Asked Questions


EMBX and BREM have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BREM is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BREM is cheaper with a 0.50% expense ratio, compared with 0.76% for EMBX.

EMBX has the higher dividend yield at 5.91%, compared with 3.91% for BREM.

They also come from different issuers: VanEck and BlackRock. Their fees differ too: 0.76% for EMBX and 0.50% for BREM.

Portfolio Optimizer

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