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XEMD vs. EMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEMD vs. EMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) 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, XEMD achieves a 3.04% return, which is significantly higher than EMB's 2.33% return.


XEMD

1D
-0.35%
1M
1.03%
YTD
3.04%
6M
3.23%
1Y
11.70%
3Y*
11.00%
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)

XEMD vs. EMB - Yearly Performance Comparison


2026 (YTD)2025202420232022
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
3.04%13.98%8.77%10.26%2.40%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
2.33%13.85%5.54%10.62%2.50%

Correlation

The correlation between XEMD and EMB is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.87

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2022

0.93

The correlation between XEMD and EMB has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

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Return for Risk

XEMD vs. EMB — Risk / Return Rank

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

XEMD
XEMD Risk / Return Rank: 8080
Overall Rank
XEMD Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XEMD Sortino Ratio Rank: 8686
Sortino Ratio Rank
XEMD Omega Ratio Rank: 8484
Omega Ratio Rank
XEMD Calmar Ratio Rank: 6969
Calmar Ratio Rank
XEMD Martin Ratio Rank: 7979
Martin Ratio Rank

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.

XEMD vs. EMB - 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 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.


XEMDEMBDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.48

1.39

+0.09

Calmar ratioReturn relative to maximum drawdown

3.34

2.52

+0.82

Martin ratioReturn relative to average drawdown

14.92

10.72

+4.20

XEMD vs. EMB - Sharpe Ratio Comparison

The current XEMD Sharpe Ratio is 2.45, which is comparable to the EMB Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of XEMD and EMB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XEMD vs. EMB - Drawdown Comparison

The maximum XEMD drawdown since its inception was -10.01%, smaller than the maximum EMB drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for XEMD and EMB.


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Drawdown Indicators


XEMDEMBDifference

Max Drawdown

Largest peak-to-trough decline

-10.01%

-34.70%

+24.69%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-4.51%

+0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-4.31%

-7.95%

+3.64%

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

-0.42%

-0.34%

-0.08%

Average Drawdown

Average peak-to-trough decline

-1.25%

-5.05%

+3.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

1.06%

-0.27%

Volatility

XEMD vs. EMB - Volatility Comparison

The current volatility for BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) is 1.48%, while iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) has a volatility of 1.77%. This indicates that XEMD experiences smaller price fluctuations and is considered to be less risky than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEMDEMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

1.77%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

4.70%

-0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

4.80%

5.69%

-0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.88%

9.76%

-2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.88%

9.96%

-3.08%

XEMD vs. EMB - Expense Ratio Comparison

XEMD has a 0.29% expense ratio, which is lower than EMB's 0.39% expense ratio.


Dividends

XEMD vs. EMB - Dividend Comparison

XEMD's dividend yield for the trailing twelve months is around 5.81%, more 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%
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
5.81%6.15%6.30%6.19%3.08%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XEMD and EMB have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMB has higher volatility (1.77%) compared to XEMD (1.48%). In terms of maximum drawdown, XEMD dropped -10.01% vs EMB's -34.70%.

On 3-year performance, XEMD leads with 11.00% vs 9.42% for EMB. On fees, XEMD is cheaper at 0.29% per year. On volatility, XEMD has been the lower-risk option at 1.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XEMD has performed better with a 11.00% return vs 9.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XEMD is cheaper with a 0.29% expense ratio, compared with 0.39% for EMB.

XEMD has the higher dividend yield at 5.81%, compared with 5.03% for EMB.

XEMD tracks JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross, while EMB tracks J.P. Morgan EMBI Global Core Index. They also come from different issuers: BondBloxx and iShares. Their fees differ too: 0.29% for XEMD and 0.39% for EMB.

XEMD currently has the higher Sharpe Ratio (2.45 vs 2.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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