Summary
BKEM
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 34.25% Volatility 20.19% Sharpe 1.45
Official loaded data — not a live quote.

BNY MELLON EMERGING MARKETS EQUITY ETF

Symbol: BKEM

Exchange: NYSE

Sector: Technology

Category: Diversified Emerging Mkts

Inception date: 22/04/2020

Latest date: 16/07/2026

Current price: $88.62

Expense ratio: 0.11%

Assets under management
$88.6M
-2.13% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-6.34%

Ann. -60.26% (Sharpe / Sortino numerator)

Volatility

34.88%

Sharpe ratio

-1.832

VaR 95%

-3.21%

CVaR 95%: -4.23%
Max drawdown: -7.36%
Sortino ratio: -2.632
Calmar ratio: -8.19

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

2.50%

Ann. 11.79% (Sharpe / Sortino numerator)

Volatility

25.15%

Sharpe ratio

0.324

VaR 95%

-3.13%

CVaR 95%: -3.71%
Max drawdown: -13.11%
Sortino ratio: 0.430
Calmar ratio: 0.90

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

12.85%

Ann. 15.84% (Sharpe / Sortino numerator)

Volatility

20.88%

Sharpe ratio

0.585

VaR 95%

-1.84%

CVaR 95%: -3.26%
Max drawdown: -13.11%
Sortino ratio: 0.768
Calmar ratio: 1.21

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

34.25%

Ann. 32.83% (Sharpe / Sortino numerator)

Volatility

20.19%

Sharpe ratio

1.446

VaR 95%

-1.70%

CVaR 95%: -3.09%
Max drawdown: -13.11%
Sortino ratio: 1.822
Calmar ratio: 2.50

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

50.55%

Ann. 19.85% (Sharpe / Sortino numerator)

Volatility

18.16%

Sharpe ratio

0.893

VaR 95%

-1.71%

CVaR 95%: -2.63%
Max drawdown: -18.38%
Sortino ratio: 1.197
Calmar ratio: 1.08

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

67.17%

Ann. 15.83% (Sharpe / Sortino numerator)

Volatility

16.91%

Sharpe ratio

0.721

VaR 95%

-1.61%

CVaR 95%: -2.38%
Max drawdown: -18.38%
Sortino ratio: 1.016
Calmar ratio: 0.86

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.128%

Best day

5.032%

08/04/2026
Worst day

-6.738%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $90.55 $90.55 $88.48 $88.62 2,600
15/07/2026 $90.28 $90.42 $90.15 $90.36 1,400
14/07/2026 $90.20 $90.65 $90.20 $90.63 1,600
13/07/2026 $90.29 $90.47 $89.11 $89.11 1,500
10/07/2026 $92.01 $92.87 $92.01 $92.47 1,500
09/07/2026 $92.45 $92.75 $91.28 $92.24 3,300
08/07/2026 $90.84 $91.58 $90.66 $91.58 1,600
07/07/2026 $91.55 $91.82 $90.51 $90.65 3,100
06/07/2026 $93.16 $94.06 $93.16 $93.24 2,200
02/07/2026 $92.97 $92.97 $89.89 $90.73 3,200