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SPDR Bloomberg Barclays Emerging Markets Local Bon...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS78464A3914
CUSIP78464A391
IssuerState Street
Inception DateFeb 23, 2011
RegionBroad Asia (Pacific ex-Japan)
CategoryEmerging Markets Bonds
Index TrackedBloomberg Emerging Market Local Currency Government Diversified
Asset ClassBond

Expense Ratio

The SPDR Bloomberg Barclays Emerging Markets Local Bond ETF has a high expense ratio of 0.30%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.30%

Share Price Chart


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Compare to other instruments

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SPDR Bloomberg Barclays Emerging Markets Local Bond ETF

Popular comparisons: EBND vs. VWOB, EBND vs. EMLC, EBND vs. CMF, EBND vs. LEMB, EBND vs. ELD, EBND vs. EMB, EBND vs. ESHY, EBND vs. BND, EBND vs. IEMG, EBND vs. HYG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDR Bloomberg Barclays Emerging Markets Local Bond ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
4.35%
15.73%
EBND (SPDR Bloomberg Barclays Emerging Markets Local Bond ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR Bloomberg Barclays Emerging Markets Local Bond ETF had a return of -4.74% year-to-date (YTD) and -0.33% in the last 12 months. Over the past 10 years, SPDR Bloomberg Barclays Emerging Markets Local Bond ETF had an annualized return of -1.11%, while the S&P 500 had an annualized return of 10.53%, indicating that SPDR Bloomberg Barclays Emerging Markets Local Bond ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-4.74%6.12%
1 month-3.06%-1.08%
6 months4.34%15.73%
1 year-0.33%22.34%
5 years (annualized)-1.66%11.82%
10 years (annualized)-1.11%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.70%-0.33%-0.58%
2023-4.10%-0.79%5.94%3.81%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EBND is 13, indicating that it is in the bottom 13% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of EBND is 1313
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF(EBND)
The Sharpe Ratio Rank of EBND is 1414Sharpe Ratio Rank
The Sortino Ratio Rank of EBND is 1313Sortino Ratio Rank
The Omega Ratio Rank of EBND is 1313Omega Ratio Rank
The Calmar Ratio Rank of EBND is 1414Calmar Ratio Rank
The Martin Ratio Rank of EBND is 1414Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EBND
Sharpe ratio
The chart of Sharpe ratio for EBND, currently valued at -0.10, compared to the broader market0.002.004.00-0.10
Sortino ratio
The chart of Sortino ratio for EBND, currently valued at -0.09, compared to the broader market-2.000.002.004.006.008.0010.00-0.09
Omega ratio
The chart of Omega ratio for EBND, currently valued at 0.99, compared to the broader market1.001.502.002.500.99
Calmar ratio
The chart of Calmar ratio for EBND, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.00-0.04
Martin ratio
The chart of Martin ratio for EBND, currently valued at -0.22, compared to the broader market0.0020.0040.0060.0080.00-0.22
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current SPDR Bloomberg Barclays Emerging Markets Local Bond ETF Sharpe ratio is -0.10. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
-0.10
1.89
EBND (SPDR Bloomberg Barclays Emerging Markets Local Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

SPDR Bloomberg Barclays Emerging Markets Local Bond ETF granted a 5.55% dividend yield in the last twelve months. The annual payout for that period amounted to $1.11 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.11$1.12$0.95$0.94$1.03$1.31$1.25$0.60$0.00$0.00$0.07$0.69

Dividend yield

5.55%5.27%4.60%3.83%3.67%4.68%4.70%2.00%0.00%0.00%0.24%2.31%

Monthly Dividends

The table displays the monthly dividend distributions for SPDR Bloomberg Barclays Emerging Markets Local Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.10$0.09
2023$0.00$0.09$0.08$0.13$0.08$0.09$0.09$0.10$0.08$0.10$0.10$0.18
2022$0.00$0.08$0.07$0.05$0.04$0.09$0.10$0.09$0.09$0.09$0.09$0.17
2021$0.00$0.08$0.07$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.08$0.16
2020$0.00$0.09$0.09$0.10$0.08$0.09$0.10$0.08$0.08$0.07$0.09$0.16
2019$0.00$0.12$0.10$0.12$0.11$0.12$0.14$0.11$0.11$0.09$0.10$0.19
2018$0.00$0.10$0.10$0.10$0.10$0.11$0.10$0.10$0.11$0.11$0.11$0.20
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.10$0.11$0.25
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2014$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2013$0.07$0.12$0.00$0.06$0.00$0.13$0.10$0.21

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-17.72%
-3.66%
EBND (SPDR Bloomberg Barclays Emerging Markets Local Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR Bloomberg Barclays Emerging Markets Local Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR Bloomberg Barclays Emerging Markets Local Bond ETF was 29.57%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current SPDR Bloomberg Barclays Emerging Markets Local Bond ETF drawdown is 17.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.57%Jan 6, 2021454Oct 24, 2022
-27.33%May 9, 2013681Jan 21, 20161248Jan 5, 20211929
-13.49%Sep 1, 201160Nov 25, 2011213Oct 1, 2012273
-3.18%Aug 1, 20117Aug 9, 201113Aug 26, 201120
-2.59%Jun 6, 20119Jun 16, 201114Jul 7, 201123

Volatility

Volatility Chart

The current SPDR Bloomberg Barclays Emerging Markets Local Bond ETF volatility is 2.11%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
2.11%
3.44%
EBND (SPDR Bloomberg Barclays Emerging Markets Local Bond ETF)
Benchmark (^GSPC)