PortfoliosLab logoPortfoliosLab logo
GAEM vs. BREM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GAEM vs. BREM - Performance Comparison

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

Loading charts...

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with GAEM at 3.26% and BREM at 3.26%.


GAEM

1D
-0.20%
1M
0.20%
YTD
3.26%
6M
4.63%
1Y
13.15%
3Y*
5Y*
10Y*

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)

GAEM vs. BREM - Yearly Performance Comparison


Correlation

The correlation between GAEM and BREM is 0.70, 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

0.70

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GAEM vs. BREM — Risk / Return Rank

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

GAEM
GAEM Risk / Return Rank: 8484
Overall Rank
GAEM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
GAEM Sortino Ratio Rank: 9292
Sortino Ratio Rank
GAEM Omega Ratio Rank: 8989
Omega Ratio Rank
GAEM Calmar Ratio Rank: 7373
Calmar Ratio Rank
GAEM Martin Ratio Rank: 8383
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.

GAEM vs. BREM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Gamma Emerging Market Bond ETF (GAEM) 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.


GAEMBREMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.57

Calmar ratioReturn relative to maximum drawdown

3.66

Martin ratioReturn relative to average drawdown

16.69

GAEM vs. BREM - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


GAEMBREMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

Sharpe Ratio (All Time)

Calculated using the full available price history

2.33

1.75

+0.57

Drawdowns

GAEM vs. BREM - Drawdown Comparison

The maximum GAEM drawdown since its inception was -3.84%, smaller than the maximum BREM drawdown of -4.54%. Use the drawdown chart below to compare losses from any high point for GAEM and BREM.


Loading charts...

Drawdown Indicators


GAEMBREMDifference

Max Drawdown

Largest peak-to-trough decline

-3.84%

-4.54%

+0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-3.61%

Current Drawdown

Current decline from peak

-0.20%

-0.21%

+0.01%

Average Drawdown

Average peak-to-trough decline

-0.52%

-0.67%

+0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

Volatility

GAEM vs. BREM - Volatility Comparison


Loading charts...

Volatility by Period


GAEMBREMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

4.71%

5.70%

-0.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.96%

5.70%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.96%

5.70%

-0.74%

GAEM vs. BREM - Expense Ratio Comparison

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


Dividends

GAEM vs. BREM - Dividend Comparison

GAEM's dividend yield for the trailing twelve months is around 7.54%, more than BREM's 3.91% yield.


PositionTTM20252024
BREM
iShares Emerging Markets Bond Active ETF
3.91%1.19%0.00%
GAEM
Simplify Gamma Emerging Market Bond ETF
7.54%6.50%3.78%

Frequently Asked Questions


GAEM and BREM have a correlation of 0.70, 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 GAEM.

GAEM has the higher dividend yield at 7.54%, compared with 3.91% for BREM.

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

Portfolio Optimizer

Find the right allocation for GAEM and BREM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer