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XEMD vs. GEV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEMD vs. GEV - 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 GE Vernova Inc. (GEV). 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 3.09% return, which is significantly lower than GEV's 67.33% return.


XEMD

1D
0.10%
1M
-0.07%
6M
2.43%
YTD
3.09%
1Y
10.58%
3Y*
10.88%
5Y*
10Y*

GEV

1D
1.52%
1M
20.44%
6M
75.55%
YTD
67.33%
1Y
103.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEMD vs. GEV - Yearly Performance Comparison


2026 (YTD)20252024
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
3.09%13.98%5.54%
GEV
GE Vernova Inc.
67.33%99.02%186.24%

Correlation

The correlation between XEMD and GEV is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2024

0.31

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Return for Risk

XEMD vs. GEV — Risk / Return Rank

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

XEMD
XEMD Risk / Return Rank: 8383
Overall Rank
XEMD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XEMD Sortino Ratio Rank: 8989
Sortino Ratio Rank
XEMD Omega Ratio Rank: 8787
Omega Ratio Rank
XEMD Calmar Ratio Rank: 7272
Calmar Ratio Rank
XEMD Martin Ratio Rank: 8383
Martin Ratio Rank

GEV
GEV Risk / Return Rank: 9090
Overall Rank
GEV Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
GEV Sortino Ratio Rank: 8989
Sortino Ratio Rank
GEV Omega Ratio Rank: 8787
Omega Ratio Rank
GEV Calmar Ratio Rank: 9292
Calmar Ratio Rank
GEV 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.

XEMD vs. GEV - 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 GE Vernova Inc. (GEV). 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.


XEMDGEVDifference
Sharpe ratioReturn per unit of total volatility

+0.17

Sortino ratioReturn per unit of downside risk

+0.55

Omega ratioGain probability vs. loss probability

1.42

1.33

+0.09

Calmar ratioReturn relative to maximum drawdown

2.90

4.21

-1.31

Martin ratioReturn relative to average drawdown

12.99

12.07

+0.92

XEMD vs. GEV - Sharpe Ratio Comparison

The current XEMD Sharpe Ratio is 2.17, which is comparable to the GEV Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of XEMD and GEV, 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. GEV - Drawdown Comparison

The maximum XEMD drawdown since its inception was -10.01%, smaller than the maximum GEV drawdown of -38.29%. Use the drawdown chart below to compare losses from any high point for XEMD and GEV.


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Drawdown Indicators


XEMDGEVDifference

Max Drawdown

Largest peak-to-trough decline

-10.01%

-38.29%

+28.28%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-24.57%

+21.05%

Max Drawdown (3Y)

Largest decline over 3 years

-4.31%

Current Drawdown

Current decline from peak

-0.38%

-7.09%

+6.71%

Average Drawdown

Average peak-to-trough decline

-1.24%

-6.99%

+5.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

8.56%

-7.77%

Volatility

XEMD vs. GEV - Volatility Comparison

The current volatility for BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) is 1.26%, while GE Vernova Inc. (GEV) has a volatility of 20.29%. This indicates that XEMD experiences smaller price fluctuations and is considered to be less risky than GEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEMDGEVDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

20.29%

-19.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.77%

36.05%

-32.28%

Volatility (1Y)

Calculated over the trailing 1-year period

4.71%

51.76%

-47.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.84%

54.12%

-47.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.84%

54.12%

-47.28%

Dividends

XEMD vs. GEV - Dividend Comparison

XEMD's dividend yield for the trailing twelve months is around 5.78%, more than GEV's 0.18% yield.


PositionTTM2025202420232022
GEV
GE Vernova Inc.
0.18%0.11%0.08%0.00%0.00%
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
5.78%6.15%6.30%6.19%3.08%

Frequently Asked Questions


XEMD and GEV have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GEV has higher volatility (20.29%) compared to XEMD (1.26%). In terms of maximum drawdown, XEMD dropped -10.01% vs GEV's -38.29%.

XEMD currently has the higher Sharpe Ratio (2.17 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

Find the right allocation for XEMD and GEV

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