XEMD vs. LLY
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 LLY (Eli Lilly and Company) is a stock. Over the past 3 years, XEMD returned 10.14%/yr vs 37.33%/yr for LLY. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
XEMD vs. LLY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XEMD achieves a 2.49% return, which is significantly lower than LLY's 7.26% return.
XEMD
- 1D
- 0.02%
- 1M
- -0.62%
- 6M
- 1.43%
- YTD
- 2.49%
- 1Y
- 8.88%
- 3Y*
- 10.14%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 9.24%
LLY
- 1D
- -0.53%
- 1M
- -3.60%
- 6M
- 11.14%
- YTD
- 7.26%
- 1Y
- 56.33%
- 3Y*
- 37.33%
- 5Y*
- 37.67%
- 10Y*
- 32.12%
- ALL TIME*
- 16.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.62B | $2.84B | $3.35B | |
| $5.44M | $11.46M | $8.01M |
XEMD vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 2.49% | 13.98% | 8.77% | 10.26% | 2.40% |
LLY Eli Lilly and Company | 7.26% | 40.25% | 33.30% | 60.91% | 13.95% |
Correlation
The correlation between XEMD and LLY is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 2022 | 0.15 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XEMD vs. LLY — Risk / Return Rank
XEMD
LLY
XEMD vs. LLY - 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 Eli Lilly and Company (LLY). 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 | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.40 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.28 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.53 | 2.44 | +0.09 |
| Martin ratioReturn relative to average drawdown | 10.95 | 6.60 | +4.35 |
Loading charts...
Drawdowns
XEMD vs. LLY - Drawdown Comparison
The maximum XEMD drawdown since its inception was -10.01%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for XEMD and LLY.
Loading charts...
Drawdown Indicators
| XEMD | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.01% | -68.24% | +58.23% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -23.18% | +19.66% |
Max Drawdown (3Y)Largest decline over 3 years | -4.23% | -34.48% | +30.25% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.48% | — |
Current DrawdownCurrent decline from peak | -0.96% | -7.02% | +6.06% |
Average DrawdownAverage peak-to-trough decline | -1.23% | -19.17% | +17.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.81% | 8.56% | -7.75% |
Volatility
XEMD vs. LLY - Volatility Comparison
The current volatility for BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) is 0.96%, while Eli Lilly and Company (LLY) has a volatility of 8.88%. This indicates that XEMD experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XEMD | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.96% | 8.88% | -7.92% |
Volatility (6M)Calculated over the trailing 6-month period | 3.80% | 27.69% | -23.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.74% | 38.37% | -33.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.80% | 32.64% | -25.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.80% | 30.37% | -23.57% |
Dividends
XEMD vs. LLY - Dividend Comparison
XEMD's dividend yield for the trailing twelve months is around 5.82%, more than LLY's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.56% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 5.82% | 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 LLY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (8.88%) compared to XEMD (0.96%). In terms of maximum drawdown, XEMD dropped -10.01% vs LLY's -68.24%.
XEMD currently has the higher Sharpe Ratio (1.88 vs 1.48), 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.
Find the right allocation for XEMD and LLY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer