XEMD vs. SGOV
Compare and contrast key facts about BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) and iShares 0-3 Month Treasury Bond ETF (SGOV).
XEMD and SGOV 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. SGOV is a passively managed fund by iShares that tracks the performance of the ICE 0-3 Month US Treasury Securities Index. It was launched on May 26, 2020. Both XEMD and SGOV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XEMD vs. SGOV - Performance Comparison
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XEMD vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | -0.24% | 13.98% | 8.77% | 10.26% | 1.82% |
SGOV iShares 0-3 Month Treasury Bond ETF | 0.88% | 4.24% | 5.27% | 5.12% | 1.39% |
Returns By Period
In the year-to-date period, XEMD achieves a -0.24% return, which is significantly lower than SGOV's 0.88% return.
XEMD
- 1D
- 0.27%
- 1M
- -2.11%
- YTD
- -0.24%
- 6M
- 3.46%
- 1Y
- 10.90%
- 3Y*
- 10.20%
- 5Y*
- —
- 10Y*
- —
SGOV
- 1D
- 0.02%
- 1M
- 0.30%
- YTD
- 0.88%
- 6M
- 1.89%
- 1Y
- 4.07%
- 3Y*
- 4.80%
- 5Y*
- 3.41%
- 10Y*
- —
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XEMD vs. SGOV - Expense Ratio Comparison
XEMD has a 0.29% expense ratio, which is higher than SGOV's 0.09% expense ratio.
Return for Risk
XEMD vs. SGOV — Risk / Return Rank
XEMD
SGOV
XEMD vs. SGOV - 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 0-3 Month Treasury Bond ETF (SGOV). 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 | SGOV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.88 | 20.61 | -18.73 |
Sortino ratioReturn per unit of downside risk | 2.65 | 283.87 | -281.22 |
Omega ratioGain probability vs. loss probability | 1.40 | 201.33 | -199.93 |
Calmar ratioReturn relative to maximum drawdown | 3.17 | 411.31 | -408.14 |
Martin ratioReturn relative to average drawdown | 13.31 | 4,618.08 | -4,604.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XEMD | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 20.61 | -18.73 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 14.12 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.32 | 12.34 | -11.02 |
Correlation
The correlation between XEMD and SGOV is -0.06. 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. SGOV - Dividend Comparison
XEMD's dividend yield for the trailing twelve months is around 6.06%, more than SGOV's 3.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 6.06% | 6.15% | 6.30% | 6.19% | 3.08% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.95% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
Drawdowns
XEMD vs. SGOV - Drawdown Comparison
The maximum XEMD drawdown since its inception was -10.01%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for XEMD and SGOV.
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Drawdown Indicators
| XEMD | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.01% | -0.03% | -9.98% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -0.01% | -3.51% |
Max Drawdown (5Y)Largest decline over 5 years | — | -0.03% | — |
Current DrawdownCurrent decline from peak | -2.46% | 0.00% | -2.46% |
Average DrawdownAverage peak-to-trough decline | -1.29% | 0.00% | -1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 0.00% | +0.84% |
Volatility
XEMD vs. SGOV - Volatility Comparison
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) has a higher volatility of 2.45% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that XEMD's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XEMD | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 0.06% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 3.39% | 0.13% | +3.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.81% | 0.20% | +5.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.94% | 0.24% | +6.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.94% | 0.24% | +6.70% |