PortfoliosLab logoPortfoliosLab logo
XEMD vs. XTEN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEMD vs. XTEN - 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 BondBloxx Bloomberg Ten Year Target Duration US Treasury ETF (XTEN). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XEMD achieves a 2.94% return, which is significantly higher than XTEN's -0.36% return.


XEMD

1D
0.18%
1M
0.89%
YTD
2.94%
6M
3.52%
1Y
11.81%
3Y*
11.18%
5Y*
10Y*

XTEN

1D
0.18%
1M
0.14%
YTD
-0.36%
6M
-0.69%
1Y
3.84%
3Y*
1.80%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEMD vs. XTEN - Yearly Performance Comparison


2026 (YTD)2025202420232022
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
2.94%13.98%8.77%10.26%1.30%
XTEN
BondBloxx Bloomberg Ten Year Target Duration US Treasury ETF
-0.36%7.37%-2.15%4.00%-2.94%

Correlation

The correlation between XEMD and XTEN is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2022

0.62

The correlation between XEMD and XTEN has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.

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. XTEN — 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: 8585
Omega Ratio Rank
XEMD Calmar Ratio Rank: 6969
Calmar Ratio Rank
XEMD Martin Ratio Rank: 7979
Martin Ratio Rank

XTEN
XTEN Risk / Return Rank: 1919
Overall Rank
XTEN Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XTEN Sortino Ratio Rank: 1919
Sortino Ratio Rank
XTEN Omega Ratio Rank: 1818
Omega Ratio Rank
XTEN Calmar Ratio Rank: 1818
Calmar Ratio Rank
XTEN Martin Ratio Rank: 1919
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. XTEN - 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 BondBloxx Bloomberg Ten Year Target Duration US Treasury ETF (XTEN). 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.


XEMDXTENDifference
Sharpe ratioReturn per unit of total volatility

+1.94

Sortino ratioReturn per unit of downside risk

+2.94

Omega ratioGain probability vs. loss probability

1.51

1.11

+0.40

Calmar ratioReturn relative to maximum drawdown

3.37

0.71

+2.66

Martin ratioReturn relative to average drawdown

15.17

2.06

+13.11

XEMD vs. XTEN - Sharpe Ratio Comparison

The current XEMD Sharpe Ratio is 2.55, which is higher than the XTEN Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of XEMD and XTEN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XEMDXTENDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.55

0.61

+1.94

Sharpe Ratio (All Time)

Calculated using the full available price history

1.40

0.16

+1.24

Drawdowns

XEMD vs. XTEN - Drawdown Comparison

The maximum XEMD drawdown since its inception was -10.01%, smaller than the maximum XTEN drawdown of -13.86%. Use the drawdown chart below to compare losses from any high point for XEMD and XTEN.


Loading charts...

Drawdown Indicators


XEMDXTENDifference

Max Drawdown

Largest peak-to-trough decline

-10.01%

-13.86%

+3.85%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-5.42%

+1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-4.31%

-11.15%

+6.84%

Current Drawdown

Current decline from peak

-0.19%

-3.34%

+3.15%

Average Drawdown

Average peak-to-trough decline

-1.26%

-4.03%

+2.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

1.87%

-1.09%

Volatility

XEMD vs. XTEN - Volatility Comparison

The current volatility for BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) is 1.36%, while BondBloxx Bloomberg Ten Year Target Duration US Treasury ETF (XTEN) has a volatility of 2.04%. This indicates that XEMD experiences smaller price fluctuations and is considered to be less risky than XTEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XEMDXTENDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

2.04%

-0.68%

Volatility (6M)

Calculated over the trailing 6-month period

3.70%

4.42%

-0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

4.65%

6.41%

-1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.88%

9.56%

-2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.88%

9.56%

-2.68%

XEMD vs. XTEN - Expense Ratio Comparison

XEMD has a 0.29% expense ratio, which is higher than XTEN's 0.08% expense ratio.


Dividends

XEMD vs. XTEN - Dividend Comparison

XEMD's dividend yield for the trailing twelve months is around 5.81%, more than XTEN's 4.39% yield.


PositionTTM2025202420232022
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
5.81%6.15%6.30%6.19%3.08%
XTEN
BondBloxx Bloomberg Ten Year Target Duration US Treasury ETF
4.39%4.05%4.21%3.71%1.04%

Frequently Asked Questions


XEMD and XTEN have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XTEN has higher volatility (2.04%) compared to XEMD (1.36%). In terms of maximum drawdown, XEMD dropped -10.01% vs XTEN's -13.86%.

On 3-year performance, XEMD leads with 11.18% vs 1.80% for XTEN. On fees, XTEN is cheaper at 0.07% per year. On volatility, XEMD has been the lower-risk option at 1.36%. 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 11.18% return vs 1.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XTEN is cheaper with a 0.07% expense ratio, compared with 0.29% for XEMD.

XEMD has the higher dividend yield at 5.81%, compared with 4.39% for XTEN.

XEMD is categorized as Emerging Markets Bonds, while XTEN is Government Bonds. XEMD tracks JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross, while XTEN tracks Bloomberg US Treasury 10 Year Target Duration Index. Their fees differ too: 0.29% for XEMD and 0.07% for XTEN.

XEMD currently has the higher Sharpe Ratio (2.55 vs 0.61), 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

Find the right allocation for XEMD and XTEN

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