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LEMB vs. XEMD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LEMB vs. XEMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) 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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LEMB vs. XEMD - Yearly Performance Comparison


2026 (YTD)2025202420232022
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
-1.85%18.02%-1.72%7.23%2.46%
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
-0.51%13.98%8.77%10.26%1.82%

Returns By Period

In the year-to-date period, LEMB achieves a -1.85% return, which is significantly lower than XEMD's -0.51% return.


LEMB

1D
0.94%
1M
-5.03%
YTD
-1.85%
6M
1.44%
1Y
11.60%
3Y*
5.53%
5Y*
0.81%
10Y*
1.00%

XEMD

1D
0.83%
1M
-2.61%
YTD
-0.51%
6M
3.45%
1Y
10.87%
3Y*
10.10%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LEMB vs. XEMD - Expense Ratio Comparison

LEMB has a 0.30% expense ratio, which is higher than XEMD's 0.29% expense ratio.


Return for Risk

LEMB vs. XEMD — Risk / Return Rank

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

LEMB
LEMB Risk / Return Rank: 8383
Overall Rank
LEMB Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LEMB Sortino Ratio Rank: 8686
Sortino Ratio Rank
LEMB Omega Ratio Rank: 8484
Omega Ratio Rank
LEMB Calmar Ratio Rank: 7777
Calmar Ratio Rank
LEMB Martin Ratio Rank: 8181
Martin Ratio Rank

XEMD
XEMD Risk / Return Rank: 9191
Overall Rank
XEMD Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XEMD Sortino Ratio Rank: 9191
Sortino Ratio Rank
XEMD Omega Ratio Rank: 9292
Omega Ratio Rank
XEMD Calmar Ratio Rank: 9191
Calmar Ratio Rank
XEMD Martin Ratio Rank: 9393
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.

LEMB vs. XEMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) 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.


LEMBXEMDDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.88

-0.18

Sortino ratio

Return per unit of downside risk

2.29

2.64

-0.36

Omega ratio

Gain probability vs. loss probability

1.33

1.40

-0.08

Calmar ratio

Return relative to maximum drawdown

1.99

3.10

-1.11

Martin ratio

Return relative to average drawdown

8.51

13.23

-4.73

LEMB vs. XEMD - Sharpe Ratio Comparison

The current LEMB Sharpe Ratio is 1.70, which is comparable to the XEMD Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of LEMB and XEMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LEMBXEMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.88

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

1.31

-1.29

Correlation

The correlation between LEMB and XEMD is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LEMB vs. XEMD - Dividend Comparison

LEMB's dividend yield for the trailing twelve months is around 2.49%, less than XEMD's 6.10% yield.


TTM20252024202320222021202020192018201720162015
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
2.49%2.44%0.00%1.34%0.86%3.89%0.00%4.39%3.46%0.00%0.00%0.64%
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
6.10%6.15%6.30%6.19%3.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LEMB vs. XEMD - Drawdown Comparison

The maximum LEMB drawdown since its inception was -30.82%, which is greater than XEMD's maximum drawdown of -10.01%. Use the drawdown chart below to compare losses from any high point for LEMB and XEMD.


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Drawdown Indicators


LEMBXEMDDifference

Max Drawdown

Largest peak-to-trough decline

-30.82%

-10.01%

-20.81%

Max Drawdown (1Y)

Largest decline over 1 year

-6.00%

-3.52%

-2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-25.29%

Max Drawdown (10Y)

Largest decline over 10 years

-29.09%

Current Drawdown

Current decline from peak

-7.73%

-2.72%

-5.01%

Average Drawdown

Average peak-to-trough decline

-12.83%

-1.29%

-11.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

0.82%

+0.58%

Volatility

LEMB vs. XEMD - Volatility Comparison

iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) has a higher volatility of 3.56% compared to BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) at 2.43%. This indicates that LEMB'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


LEMBXEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

2.43%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

4.71%

3.40%

+1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

6.85%

5.81%

+1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.19%

6.94%

+1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.33%

6.94%

+2.39%