XEMD vs. VEMY
Compare and contrast key facts about BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) and Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY).
XEMD and VEMY 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. VEMY is an actively managed fund by Virtus. It was launched on Dec 12, 2022.
Performance
XEMD vs. VEMY - Performance Comparison
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XEMD vs. VEMY - 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% | -1.41% |
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 1.17% | 15.27% | 13.48% | 14.45% | -1.08% |
Returns By Period
In the year-to-date period, XEMD achieves a -0.24% return, which is significantly lower than VEMY's 1.17% return.
XEMD
- 1D
- 0.27%
- 1M
- -2.11%
- YTD
- -0.24%
- 6M
- 3.46%
- 1Y
- 10.90%
- 3Y*
- 10.20%
- 5Y*
- —
- 10Y*
- —
VEMY
- 1D
- 0.41%
- 1M
- -2.01%
- YTD
- 1.17%
- 6M
- 5.69%
- 1Y
- 13.36%
- 3Y*
- 14.22%
- 5Y*
- —
- 10Y*
- —
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XEMD vs. VEMY - Expense Ratio Comparison
XEMD has a 0.29% expense ratio, which is lower than VEMY's 0.58% expense ratio.
Return for Risk
XEMD vs. VEMY — Risk / Return Rank
XEMD
VEMY
XEMD vs. VEMY - 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 Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY). 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 | VEMY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.88 | 1.69 | +0.20 |
Sortino ratioReturn per unit of downside risk | 2.65 | 2.33 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.17 | 2.43 | +0.74 |
Martin ratioReturn relative to average drawdown | 13.31 | 10.40 | +2.91 |
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 | VEMY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 1.69 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.32 | 1.71 | -0.38 |
Correlation
The correlation between XEMD and VEMY is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XEMD vs. VEMY - Dividend Comparison
XEMD's dividend yield for the trailing twelve months is around 6.06%, less than VEMY's 8.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 6.06% | 6.15% | 6.30% | 6.19% | 3.08% |
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 8.92% | 8.89% | 10.28% | 9.55% | 0.00% |
Drawdowns
XEMD vs. VEMY - Drawdown Comparison
The maximum XEMD drawdown since its inception was -10.01%, which is greater than VEMY's maximum drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for XEMD and VEMY.
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Drawdown Indicators
| XEMD | VEMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.01% | -8.77% | -1.24% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -5.33% | +1.81% |
Current DrawdownCurrent decline from peak | -2.46% | -2.53% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -1.29% | -1.34% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 1.30% | -0.46% |
Volatility
XEMD vs. VEMY - Volatility Comparison
The current volatility for BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) is 2.45%, while Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) has a volatility of 3.10%. This indicates that XEMD experiences smaller price fluctuations and is considered to be less risky than VEMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XEMD | VEMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 3.10% | -0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 3.39% | 4.66% | -1.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.81% | 7.95% | -2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.94% | 7.69% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.94% | 7.69% | -0.75% |