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NBCM vs. NEMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NBCM vs. NEMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Commodity Strategy ETF (NBCM) and Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NBCM achieves a 28.62% return, which is significantly higher than NEMD's 4.12% return.


NBCM

1D
-0.95%
1M
-2.98%
YTD
28.62%
6M
28.05%
1Y
43.15%
3Y*
18.06%
5Y*
10Y*

NEMD

1D
0.35%
1M
1.38%
YTD
4.12%
6M
4.49%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NBCM vs. NEMD - Yearly Performance Comparison


Correlation

The correlation between NBCM and NEMD is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 12, 2025

-0.20

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Return for Risk

NBCM vs. NEMD — Risk / Return Rank

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

NBCM
NBCM Risk / Return Rank: 7777
Overall Rank
NBCM Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
NBCM Sortino Ratio Rank: 6868
Sortino Ratio Rank
NBCM Omega Ratio Rank: 7676
Omega Ratio Rank
NBCM Calmar Ratio Rank: 8484
Calmar Ratio Rank
NBCM Martin Ratio Rank: 8181
Martin Ratio Rank

NEMD
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.

NBCM vs. NEMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Commodity Strategy ETF (NBCM) and Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD). 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.


NBCMNEMDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.44

Calmar ratioReturn relative to maximum drawdown

4.47

Martin ratioReturn relative to average drawdown

15.96

NBCM vs. NEMD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NBCMNEMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

2.20

-1.29

Drawdowns

NBCM vs. NEMD - Drawdown Comparison

The maximum NBCM drawdown since its inception was -12.84%, which is greater than NEMD's maximum drawdown of -4.43%. Use the drawdown chart below to compare losses from any high point for NBCM and NEMD.


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Drawdown Indicators


NBCMNEMDDifference

Max Drawdown

Largest peak-to-trough decline

-12.84%

-4.43%

-8.41%

Max Drawdown (1Y)

Largest decline over 1 year

-9.70%

Max Drawdown (3Y)

Largest decline over 3 years

-11.47%

Current Drawdown

Current decline from peak

-5.39%

-0.04%

-5.35%

Average Drawdown

Average peak-to-trough decline

-4.18%

-0.57%

-3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

Volatility

NBCM vs. NEMD - Volatility Comparison


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Volatility by Period


NBCMNEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.03%

Volatility (6M)

Calculated over the trailing 6-month period

15.49%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

6.51%

+10.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

6.51%

+8.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.94%

6.51%

+8.43%

NBCM vs. NEMD - Expense Ratio Comparison

NBCM has a 0.66% expense ratio, which is higher than NEMD's 0.60% expense ratio.


Dividends

NBCM vs. NEMD - Dividend Comparison

NBCM's dividend yield for the trailing twelve months is around 6.57%, more than NEMD's 4.71% yield.


PositionTTM2025202420232022
NBCM
Neuberger Berman Commodity Strategy ETF
6.57%8.46%5.22%4.37%0.80%
NEMD
Neuberger Berman Emerging Markets Debt Hard Currency ETF
4.71%2.39%0.00%0.00%0.00%

Frequently Asked Questions


NBCM and NEMD have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NEMD is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NEMD is cheaper with a 0.60% expense ratio, compared with 0.66% for NBCM.

NBCM has the higher dividend yield at 6.57%, compared with 4.71% for NEMD.

NBCM is categorized as Commodities, while NEMD is Emerging Markets Bonds. Their fees differ too: 0.66% for NBCM and 0.60% for NEMD.

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