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EMCB vs. BREM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMCB vs. BREM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Corporate Bond Fund (EMCB) 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, EMCB achieves a 2.12% return, which is significantly lower than BREM's 3.77% return.


EMCB

1D
-0.17%
1M
1.01%
YTD
2.12%
6M
1.71%
1Y
6.40%
3Y*
7.72%
5Y*
2.13%
10Y*
4.25%

BREM

1D
-0.20%
1M
1.52%
YTD
3.77%
6M
3.87%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMCB vs. BREM - Yearly Performance Comparison


Correlation

The correlation between EMCB and BREM is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 16, 2025

0.44

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Return for Risk

EMCB vs. BREM — Risk / Return Rank

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

EMCB
EMCB Risk / Return Rank: 5252
Overall Rank
EMCB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EMCB Sortino Ratio Rank: 5858
Sortino Ratio Rank
EMCB Omega Ratio Rank: 5757
Omega Ratio Rank
EMCB Calmar Ratio Rank: 4444
Calmar Ratio Rank
EMCB Martin Ratio Rank: 4747
Martin Ratio Rank

BREM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

EMCB vs. BREM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Corporate Bond Fund (EMCB) 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.

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.


EMCBBREMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.10

Martin ratioReturn relative to average drawdown

7.40

EMCB vs. BREM - Sharpe Ratio Comparison


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Drawdowns

EMCB vs. BREM - Drawdown Comparison

The maximum EMCB drawdown since its inception was -22.81%, which is greater than BREM's maximum drawdown of -4.54%. Use the drawdown chart below to compare losses from any high point for EMCB and BREM.


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Drawdown Indicators


EMCBBREMDifference

Max Drawdown

Largest peak-to-trough decline

-22.81%

-4.54%

-18.27%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

Max Drawdown (3Y)

Largest decline over 3 years

-4.20%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

Max Drawdown (10Y)

Largest decline over 10 years

-22.81%

Current Drawdown

Current decline from peak

-0.55%

-0.58%

+0.03%

Average Drawdown

Average peak-to-trough decline

-4.22%

-0.63%

-3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

Volatility

EMCB vs. BREM - Volatility Comparison


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Volatility by Period


EMCBBREMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

5.61%

-1.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.93%

5.61%

+1.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.46%

5.61%

+2.85%

EMCB vs. BREM - Expense Ratio Comparison

EMCB has a 0.60% expense ratio, which is higher than BREM's 0.50% expense ratio.


Dividends

EMCB vs. BREM - Dividend Comparison

EMCB's dividend yield for the trailing twelve months is around 5.35%, more than BREM's 3.89% yield.


PositionTTM20252024202320222021202020192018201720162015
BREM
iShares Emerging Markets Bond Active ETF
3.89%1.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EMCB
WisdomTree Emerging Markets Corporate Bond Fund
5.35%5.47%5.29%5.09%4.04%3.43%3.85%4.17%4.20%4.04%4.08%5.09%

Frequently Asked Questions


EMCB and BREM have a correlation of 0.44, 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 0.60% for EMCB.

EMCB has the higher dividend yield at 5.35%, compared with 3.89% for BREM.

They also come from different issuers: WisdomTree and BlackRock. Their fees differ too: 0.60% for EMCB and 0.50% for BREM.

Portfolio Optimizer

Find the right allocation for EMCB and BREM

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