XEMD vs. ILS

Last updated Apr 1, 2026

Compare and contrast key facts about BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) and Brookmont Catastrophic Bond ETF (ILS).

XEMD and ILS 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. ILS is an actively managed fund by Brookmont. It was launched on Mar 31, 2025.

Performance

XEMD vs. ILS - 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 Brookmont Catastrophic Bond ETF (ILS). The values are adjusted to include any dividend payments, if applicable.

XEMD vs. ILS - Yearly Performance Comparison

	2026 (YTD)	2025
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF	-0.51%	11.17%
ILS Brookmont Catastrophic Bond ETF	1.04%	5.60%

Returns By Period

In the year-to-date period, XEMD achieves a -0.51% return, which is significantly lower than ILS's 1.04% return.

XEMD

• 1D: 0.83%
• 1M: -2.61%
• YTD: -0.51%
• 6M: 3.45%
• 1Y: 10.87%
• 3Y*: 10.10%
• 5Y*: —
• 10Y*: —

ILS

• 1D: 0.10%
• 1M: 0.27%
• YTD: 1.04%
• 6M: 2.11%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XEMD vs. ILS - Expense Ratio Comparison

XEMD has a 0.29% expense ratio, which is lower than ILS's 1.58% expense ratio.

ILS

Brookmont Catastrophic Bond ETF

XEMD

BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF

Return for Risk

XEMD vs. ILS — Risk / Return Rank

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

XEMD

XEMD Risk / Return Rank: 91
XEMD Sharpe Ratio Rank: 89
XEMD Sortino Ratio Rank: 91
XEMD Omega Ratio Rank: 92
XEMD Calmar Ratio Rank: 91
XEMD Martin Ratio Rank: 93

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. ILS - 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 Brookmont Catastrophic Bond ETF (ILS). 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	ILS	Difference
Sharpe ratio Return per unit of total volatility	1.88	—	—
Sortino ratio Return per unit of downside risk	2.64	—	—
Omega ratio Gain probability vs. loss probability	1.40	—	—
Calmar ratio Return relative to maximum drawdown	3.10	—	—
Martin ratio Return relative to average drawdown	13.23	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XEMD	ILS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.88	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.31	1.92	-0.61

Correlation

The correlation between XEMD and ILS is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

XEMD vs. ILS - Dividend Comparison

XEMD's dividend yield for the trailing twelve months is around 6.10%, less than ILS's 8.15% yield.

	TTM	2025	2024	2023	2022
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF	6.10%	6.15%	6.30%	6.19%	3.08%
ILS Brookmont Catastrophic Bond ETF	8.15%	6.06%	0.00%	0.00%	0.00%

Drawdowns

XEMD vs. ILS - Drawdown Comparison

The maximum XEMD drawdown since its inception was -10.01%, which is greater than ILS's maximum drawdown of -1.56%. Use the drawdown chart below to compare losses from any high point for XEMD and ILS.

Drawdown Indicators

	XEMD	ILS	Difference
Max Drawdown Largest peak-to-trough decline	-10.01%	-1.56%	-8.45%
Max Drawdown (1Y) Largest decline over 1 year	-3.52%	—	—
Current Drawdown Current decline from peak	-2.72%	0.00%	-2.72%
Average Drawdown Average peak-to-trough decline	-1.29%	-0.28%	-1.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.82%	—	—

Volatility

Volatility by Period

	XEMD	ILS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.43%	—	—
Volatility (6M) Calculated over the trailing 6-month period	3.40%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	5.81%	3.53%	+2.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.94%	3.53%	+3.41%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.94%	3.53%	+3.41%