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XEMD vs. STIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEMD vs. STIP - 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 iShares 0-5 Year TIPS Bond ETF (STIP). 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 3.04% return, which is significantly higher than STIP's 1.33% return.


XEMD

1D
-0.35%
1M
1.03%
YTD
3.04%
6M
3.23%
1Y
11.70%
3Y*
11.00%
5Y*
10Y*

STIP

1D
-0.22%
1M
-0.30%
YTD
1.33%
6M
1.45%
1Y
3.64%
3Y*
4.99%
5Y*
3.26%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEMD vs. STIP - Yearly Performance Comparison


2026 (YTD)2025202420232022
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
3.04%13.98%8.77%10.26%2.40%
STIP
iShares 0-5 Year TIPS Bond ETF
1.33%6.03%4.77%4.63%-1.55%

Correlation

The correlation between XEMD and STIP 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 (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2022

0.50

Over the past year, the correlation between XEMD and STIP has dropped to 0.23 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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Return for Risk

XEMD vs. STIP — Risk / Return Rank

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

XEMD
XEMD Risk / Return Rank: 8080
Overall Rank
XEMD Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XEMD Sortino Ratio Rank: 8686
Sortino Ratio Rank
XEMD Omega Ratio Rank: 8484
Omega Ratio Rank
XEMD Calmar Ratio Rank: 6969
Calmar Ratio Rank
XEMD Martin Ratio Rank: 7979
Martin Ratio Rank

STIP
STIP Risk / Return Rank: 8585
Overall Rank
STIP Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 8787
Sortino Ratio Rank
STIP Omega Ratio Rank: 8585
Omega Ratio Rank
STIP Calmar Ratio Rank: 8989
Calmar Ratio Rank
STIP Martin Ratio Rank: 8989
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. STIP - 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 0-5 Year TIPS Bond ETF (STIP). 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.


XEMDSTIPDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.48

1.49

-0.01

Calmar ratioReturn relative to maximum drawdown

3.34

5.04

-1.70

Martin ratioReturn relative to average drawdown

14.92

19.01

-4.09

XEMD vs. STIP - Sharpe Ratio Comparison

The current XEMD Sharpe Ratio is 2.45, which is comparable to the STIP Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of XEMD and STIP, 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. STIP - Drawdown Comparison

The maximum XEMD drawdown since its inception was -10.01%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for XEMD and STIP.


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Drawdown Indicators


XEMDSTIPDifference

Max Drawdown

Largest peak-to-trough decline

-10.01%

-5.50%

-4.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-0.73%

-2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-4.31%

-0.95%

-3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-5.50%

Current Drawdown

Current decline from peak

-0.42%

-0.73%

+0.31%

Average Drawdown

Average peak-to-trough decline

-1.25%

-0.99%

-0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.19%

+0.60%

Volatility

XEMD vs. STIP - Volatility Comparison

BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) has a higher volatility of 1.48% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.65%. This indicates that XEMD's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEMDSTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

0.65%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

1.14%

+2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

4.80%

1.54%

+3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.88%

2.74%

+4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.88%

2.46%

+4.42%

XEMD vs. STIP - Expense Ratio Comparison

XEMD has a 0.29% expense ratio, which is higher than STIP's 0.06% expense ratio.


Dividends

XEMD vs. STIP - Dividend Comparison

XEMD's dividend yield for the trailing twelve months is around 5.81%, more than STIP's 4.33% yield.


PositionTTM2025202420232022202120202019201820172016
STIP
iShares 0-5 Year TIPS Bond ETF
4.33%4.11%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
5.81%6.15%6.30%6.19%3.08%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XEMD and STIP 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.

XEMD has higher volatility (1.48%) compared to STIP (0.65%). In terms of maximum drawdown, XEMD dropped -10.01% vs STIP's -5.50%.

On 3-year performance, XEMD leads with 11.00% vs 4.99% for STIP. On fees, STIP is cheaper at 0.06% per year. On volatility, STIP has been the lower-risk option at 0.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, XEMD has performed better with a 11.00% return vs 4.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

STIP is cheaper with a 0.06% expense ratio, compared with 0.29% for XEMD.

XEMD has the higher dividend yield at 5.81%, compared with 4.33% for STIP.

XEMD is categorized as Emerging Markets Bonds, while STIP is Inflation-Protected Bonds. XEMD tracks JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross, while STIP tracks Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). They also come from different issuers: BondBloxx and iShares. Their fees differ too: 0.29% for XEMD and 0.06% for STIP.

XEMD currently has the higher Sharpe Ratio (2.45 vs 2.38), 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

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