XEMD vs. BEMB
Compare and contrast key facts about BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) and Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB).
XEMD and BEMB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XEMD is a passively managed fund by BondBloxx that tracks the performance of the JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross. It was launched on Jun 28, 2022. BEMB is an actively managed fund by iShares. It was launched on Feb 22, 2023.
Performance
XEMD vs. BEMB - Performance Comparison
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XEMD vs. BEMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | -0.24% | 13.98% | 8.77% | 9.46% |
BEMB Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF | -1.14% | 12.27% | 5.51% | 8.88% |
Returns By Period
In the year-to-date period, XEMD achieves a -0.24% return, which is significantly higher than BEMB's -1.14% return.
XEMD
- 1D
- 0.27%
- 1M
- -2.11%
- YTD
- -0.24%
- 6M
- 3.46%
- 1Y
- 10.90%
- 3Y*
- 10.20%
- 5Y*
- —
- 10Y*
- —
BEMB
- 1D
- 0.21%
- 1M
- -2.24%
- YTD
- -1.14%
- 6M
- 1.05%
- 1Y
- 7.70%
- 3Y*
- 7.88%
- 5Y*
- —
- 10Y*
- —
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XEMD vs. BEMB - Expense Ratio Comparison
XEMD has a 0.29% expense ratio, which is higher than BEMB's 0.18% expense ratio.
Return for Risk
XEMD vs. BEMB — Risk / Return Rank
XEMD
BEMB
XEMD vs. BEMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) and Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB). 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.
| XEMD | BEMB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.88 | 1.42 | +0.47 |
Sortino ratioReturn per unit of downside risk | 2.65 | 1.99 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.30 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 3.17 | 2.12 | +1.05 |
Martin ratioReturn relative to average drawdown | 13.31 | 8.57 | +4.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XEMD | BEMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 1.42 | +0.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.32 | 1.38 | -0.06 |
Correlation
The correlation between XEMD and BEMB is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XEMD vs. BEMB - Dividend Comparison
XEMD's dividend yield for the trailing twelve months is around 6.06%, less than BEMB's 6.99% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 6.06% | 6.15% | 6.30% | 6.19% | 3.08% |
BEMB Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF | 6.99% | 6.88% | 6.31% | 5.46% | 0.00% |
Drawdowns
XEMD vs. BEMB - Drawdown Comparison
The maximum XEMD drawdown since its inception was -10.01%, which is greater than BEMB's maximum drawdown of -6.17%. Use the drawdown chart below to compare losses from any high point for XEMD and BEMB.
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Drawdown Indicators
| XEMD | BEMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.01% | -6.17% | -3.84% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -3.70% | +0.18% |
Current DrawdownCurrent decline from peak | -2.46% | -2.58% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -1.29% | -0.95% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 0.93% | -0.09% |
Volatility
XEMD vs. BEMB - Volatility Comparison
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) and Ishares J.P. Morgan Broad USD Emerging Markets Bond ETF (BEMB) have volatilities of 2.45% and 2.37%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XEMD | BEMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 2.37% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 3.39% | 3.08% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.81% | 5.46% | +0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.94% | 5.92% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.94% | 5.92% | +1.02% |