XEMD vs. GOOG
XEMD (BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF) is Emerging Markets Bonds fund tracking the JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross, while GOOG (Alphabet Inc) is a stock. Over the past 3 years, XEMD returned 10.88%/yr vs 44.91%/yr for GOOG. At a 0.37 correlation, their price movements are largely independent.
Performance
XEMD vs. GOOG - Performance Comparison
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Returns By Period
In the year-to-date period, XEMD achieves a 3.09% return, which is significantly lower than GOOG's 13.29% return.
XEMD
- 1D
- 0.10%
- 1M
- -0.07%
- 6M
- 2.43%
- YTD
- 3.09%
- 1Y
- 10.58%
- 3Y*
- 10.88%
- 5Y*
- —
- 10Y*
- —
GOOG
- 1D
- -0.34%
- 1M
- -0.43%
- 6M
- 8.01%
- YTD
- 13.29%
- 1Y
- 96.37%
- 3Y*
- 44.91%
- 5Y*
- 22.55%
- 10Y*
- 25.82%
XEMD vs. GOOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 3.09% | 13.98% | 8.77% | 10.26% | 2.40% |
GOOG Alphabet Inc | 13.29% | 65.42% | 35.62% | 58.83% | -20.96% |
Correlation
The correlation between XEMD and GOOG is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2022 | 0.37 |
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Return for Risk
XEMD vs. GOOG — Risk / Return Rank
XEMD
GOOG
XEMD vs. GOOG - 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 Alphabet Inc (GOOG). 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.
| XEMD | GOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.56 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 4.81 | -1.91 |
| Martin ratioReturn relative to average drawdown | 12.99 | 15.22 | -2.24 |
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Drawdowns
XEMD vs. GOOG - Drawdown Comparison
The maximum XEMD drawdown since its inception was -10.01%, smaller than the maximum GOOG drawdown of -44.60%. Use the drawdown chart below to compare losses from any high point for XEMD and GOOG.
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Drawdown Indicators
| XEMD | GOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.01% | -44.60% | +34.59% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -20.75% | +17.23% |
Max Drawdown (3Y)Largest decline over 3 years | -4.31% | -29.35% | +25.04% |
Max Drawdown (5Y)Largest decline over 5 years | — | -44.60% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.60% | — |
Current DrawdownCurrent decline from peak | -0.38% | -10.98% | +10.60% |
Average DrawdownAverage peak-to-trough decline | -1.24% | -8.90% | +7.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.79% | 6.54% | -5.75% |
Volatility
XEMD vs. GOOG - Volatility Comparison
The current volatility for BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) is 1.26%, while Alphabet Inc (GOOG) has a volatility of 9.73%. This indicates that XEMD experiences smaller price fluctuations and is considered to be less risky than GOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XEMD | GOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.26% | 9.73% | -8.47% |
Volatility (6M)Calculated over the trailing 6-month period | 3.77% | 21.66% | -17.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.71% | 29.43% | -24.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.84% | 31.40% | -24.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.84% | 29.11% | -22.27% |
Dividends
XEMD vs. GOOG - Dividend Comparison
XEMD's dividend yield for the trailing twelve months is around 5.78%, more than GOOG's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GOOG Alphabet Inc | 0.24% | 0.26% | 0.32% | 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 GOOG have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOOG has higher volatility (9.73%) compared to XEMD (1.26%). In terms of maximum drawdown, XEMD dropped -10.01% vs GOOG's -44.60%.
GOOG currently has the higher Sharpe Ratio (3.39 vs 2.17), 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.
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