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FEMB vs. BNO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEMB vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Emerging Markets Local Currency Bond ETF (FEMB) and United States Brent Oil Fund LP (BNO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEMB achieves a 2.20% return, which is significantly lower than BNO's 77.90% return. Over the past 10 years, FEMB has underperformed BNO with an annualized return of 1.90%, while BNO has yielded a comparatively higher 15.06% annualized return.


FEMB

1D
-0.10%
1M
0.67%
6M
-0.39%
YTD
2.20%
1Y
9.79%
3Y*
6.39%
5Y*
2.76%
10Y*
1.90%
ALL TIME*
1.09%

BNO

1D
1.45%
1M
27.00%
6M
52.90%
YTD
77.90%
1Y
62.83%
3Y*
20.31%
5Y*
20.89%
10Y*
15.06%
ALL TIME*
4.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$107.13M$97.34M$147.52M
$2.81M$3.29M$2.60M

FEMB vs. BNO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEMB
First Trust Emerging Markets Local Currency Bond ETF
2.20%21.77%-5.61%17.12%-10.50%-13.40%3.16%11.52%-7.19%11.92%
BNO
United States Brent Oil Fund LP
77.90%-5.44%9.67%-3.43%35.25%62.34%-38.23%36.01%-15.30%15.43%

Correlation

The correlation between FEMB and BNO is -0.34, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.34

Correlation (3Y)
Balances recent behavior with more history.

-0.13

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.01

Correlation (10Y)
Provides a long-term view across more market conditions.

0.09

Correlation (All Time)
Calculated using the full available price history since Nov 5, 2014

0.08

The correlation between FEMB and BNO shifts across timeframes, from -0.34 (1 year) to 0.09 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

FEMB vs. BNO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

FEMB
FEMB Risk / Return Rank: 4646
Overall Rank
FEMB Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
FEMB Sortino Ratio Rank: 5252
Sortino Ratio Rank
FEMB Omega Ratio Rank: 5151
Omega Ratio Rank
FEMB Calmar Ratio Rank: 3939
Calmar Ratio Rank
FEMB Martin Ratio Rank: 3838
Martin Ratio Rank

BNO
BNO Risk / Return Rank: 5252
Overall Rank
BNO Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 5555
Sortino Ratio Rank
BNO Omega Ratio Rank: 5555
Omega Ratio Rank
BNO Calmar Ratio Rank: 4747
Calmar Ratio Rank
BNO Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

FEMB vs. BNO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Emerging Markets Local Currency Bond ETF (FEMB) and United States Brent Oil Fund LP (BNO). 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.


FEMBBNODifference
Sharpe ratioReturn per unit of total volatility

-0.06

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.23

1.24

-0.01

Calmar ratioReturn relative to maximum drawdown

1.35

1.70

-0.35

Martin ratioReturn relative to average drawdown

3.90

5.15

-1.25

FEMB vs. BNO - Sharpe Ratio Comparison

The current FEMB Sharpe Ratio is 1.25, which is comparable to the BNO Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of FEMB and BNO, 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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Drawdowns

FEMB vs. BNO - Drawdown Comparison

The maximum FEMB drawdown since its inception was -30.44%, smaller than the maximum BNO drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for FEMB and BNO.


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Drawdown Indicators


FEMBBNODifference

Max Drawdown

Largest peak-to-trough decline

-30.44%

-87.06%

+56.62%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-34.46%

+26.88%

Max Drawdown (3Y)

Largest decline over 3 years

-10.13%

-34.46%

+24.33%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

-34.46%

+9.31%

Max Drawdown (10Y)

Largest decline over 10 years

-30.44%

-75.18%

+44.74%

Current Drawdown

Current decline from peak

-2.39%

-16.21%

+13.82%

Average Drawdown

Average peak-to-trough decline

-9.84%

-39.99%

+30.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

11.86%

-9.24%

Volatility

FEMB vs. BNO - Volatility Comparison

The current volatility for First Trust Emerging Markets Local Currency Bond ETF (FEMB) is 1.79%, while United States Brent Oil Fund LP (BNO) has a volatility of 17.47%. This indicates that FEMB experiences smaller price fluctuations and is considered to be less risky than BNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEMBBNODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.79%

17.47%

-15.68%

Volatility (6M)

Calculated over the trailing 6-month period

6.95%

40.96%

-34.01%

Volatility (1Y)

Calculated over the trailing 1-year period

8.20%

44.54%

-36.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.23%

36.41%

-26.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.66%

36.98%

-26.32%

FEMB vs. BNO - Expense Ratio Comparison

FEMB has a 0.85% expense ratio, which is lower than BNO's 1.00% expense ratio.


Dividends

FEMB vs. BNO - Dividend Comparison

FEMB's dividend yield for the trailing twelve months is around 6.19%, while BNO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
BNO
United States Brent Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FEMB
First Trust Emerging Markets Local Currency Bond ETF
6.19%5.67%6.09%5.15%6.35%6.12%5.29%5.40%5.86%6.38%5.83%4.89%

Frequently Asked Questions


FEMB and BNO have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNO has higher volatility (17.47%) compared to FEMB (1.79%). In terms of maximum drawdown, FEMB dropped -30.44% vs BNO's -87.06%.

On 10-year performance, BNO leads with 15.06% vs 1.90% for FEMB. On fees, FEMB is cheaper at 0.85% per year. On volatility, FEMB has been the lower-risk option at 1.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BNO has performed better with a 15.06% return vs 1.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FEMB is cheaper with a 0.85% expense ratio, compared with 1.00% for BNO.

FEMB has the higher dividend yield at 6.19%, compared with 0.00% for BNO.

FEMB is categorized as Emerging Markets Bonds, while BNO is Oil & Gas. They also come from different issuers: First Trust and USCF. Their fees differ too: 0.85% for FEMB and 1.00% for BNO.

BNO currently has the higher Sharpe Ratio (1.32 vs 1.25), 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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