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NEMD vs. EMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NEMD vs. EMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NEMD achieves a 3.51% return, which is significantly higher than EMB's 2.33% return.


NEMD

1D
-1.20%
1M
1.02%
YTD
3.51%
6M
3.55%
1Y
3Y*
5Y*
10Y*

EMB

1D
-0.34%
1M
1.72%
YTD
2.33%
6M
2.30%
1Y
11.30%
3Y*
9.42%
5Y*
1.91%
10Y*
3.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NEMD vs. EMB - Yearly Performance Comparison


Correlation

The correlation between NEMD and EMB is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 11, 2025

0.91

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Return for Risk

NEMD vs. EMB — Risk / Return Rank

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

NEMD

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


EMB
EMB Risk / Return Rank: 6262
Overall Rank
EMB Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EMB Sortino Ratio Rank: 6767
Sortino Ratio Rank
EMB Omega Ratio Rank: 6767
Omega Ratio Rank
EMB Calmar Ratio Rank: 5252
Calmar Ratio Rank
EMB Martin Ratio Rank: 6161
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.

NEMD vs. EMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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.


NEMDEMBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

2.52

Martin ratioReturn relative to average drawdown

10.72

NEMD vs. EMB - Sharpe Ratio Comparison


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Drawdowns

NEMD vs. EMB - Drawdown Comparison

The maximum NEMD drawdown since its inception was -4.43%, smaller than the maximum EMB drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for NEMD and EMB.


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Drawdown Indicators


NEMDEMBDifference

Max Drawdown

Largest peak-to-trough decline

-4.43%

-34.70%

+30.27%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-7.95%

Max Drawdown (5Y)

Largest decline over 5 years

-28.74%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

Current Drawdown

Current decline from peak

-1.31%

-0.34%

-0.97%

Average Drawdown

Average peak-to-trough decline

-0.56%

-5.05%

+4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

Volatility

NEMD vs. EMB - Volatility Comparison


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Volatility by Period


NEMDEMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

Volatility (6M)

Calculated over the trailing 6-month period

4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

6.65%

5.69%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.65%

9.76%

-3.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.65%

9.96%

-3.31%

NEMD vs. EMB - Expense Ratio Comparison

NEMD has a 0.60% expense ratio, which is higher than EMB's 0.39% expense ratio.


Dividends

NEMD vs. EMB - Dividend Comparison

NEMD's dividend yield for the trailing twelve months is around 4.74%, less than EMB's 5.03% yield.


PositionTTM20252024202320222021202020192018201720162015
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
5.03%4.98%5.46%4.74%5.04%3.89%3.88%4.51%5.64%4.54%4.83%4.84%
NEMD
Neuberger Berman Emerging Markets Debt Hard Currency ETF
4.74%2.39%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, NEMD and EMB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, EMB is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMB is cheaper with a 0.39% expense ratio, compared with 0.60% for NEMD.

EMB has the higher dividend yield at 5.03%, compared with 4.74% for NEMD.

They also come from different issuers: Neuberger Berman and iShares. Their fees differ too: 0.60% for NEMD and 0.39% for EMB.

Portfolio Optimizer

Find the right allocation for NEMD and EMB

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

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