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BOND vs. ELD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOND vs. ELD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Active Bond ETF (BOND) and WisdomTree Emerging Markets Local Debt Fund (ELD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BOND achieves a -0.03% return, which is significantly higher than ELD's -0.49% return. Over the past 10 years, BOND has underperformed ELD with an annualized return of 2.08%, while ELD has yielded a comparatively higher 2.66% annualized return.


BOND

1D
-0.12%
1M
-0.86%
YTD
-0.03%
6M
0.53%
1Y
6.21%
3Y*
4.91%
5Y*
0.34%
10Y*
2.08%

ELD

1D
-0.25%
1M
-1.95%
YTD
-0.49%
6M
1.34%
1Y
9.35%
3Y*
6.90%
5Y*
2.01%
10Y*
2.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOND vs. ELD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOND
PIMCO Active Bond ETF
-0.03%8.39%2.77%6.48%-14.57%-0.77%7.80%8.54%0.08%4.76%
ELD
WisdomTree Emerging Markets Local Debt Fund
-0.49%21.77%-4.56%14.29%-9.25%-9.75%1.79%12.89%-7.53%12.72%

Correlation

The correlation between BOND and ELD is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.36

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2012

0.18

The correlation between BOND and ELD shifts across timeframes, from 0.18 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BOND vs. ELD — Risk / Return Rank

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

BOND
BOND Risk / Return Rank: 4949
Overall Rank
BOND Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BOND Sortino Ratio Rank: 5353
Sortino Ratio Rank
BOND Omega Ratio Rank: 5050
Omega Ratio Rank
BOND Calmar Ratio Rank: 4646
Calmar Ratio Rank
BOND Martin Ratio Rank: 4444
Martin Ratio Rank

ELD
ELD Risk / Return Rank: 3333
Overall Rank
ELD Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
ELD Sortino Ratio Rank: 3434
Sortino Ratio Rank
ELD Omega Ratio Rank: 3333
Omega Ratio Rank
ELD Calmar Ratio Rank: 2929
Calmar Ratio Rank
ELD Martin Ratio Rank: 3333
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.

BOND vs. ELD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Active Bond ETF (BOND) and WisdomTree Emerging Markets Local Debt Fund (ELD). 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.


BONDELDDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.28

1.20

+0.08

Calmar ratioReturn relative to maximum drawdown

2.07

1.31

+0.75

Martin ratioReturn relative to average drawdown

6.47

4.55

+1.92

BOND vs. ELD - Sharpe Ratio Comparison

The current BOND Sharpe Ratio is 1.59, which is higher than the ELD Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of BOND and ELD, 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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Sharpe Ratios by Period


BONDELDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

1.10

+0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.18

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.24

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.12

+0.51

Drawdowns

BOND vs. ELD - Drawdown Comparison

The maximum BOND drawdown since its inception was -19.71%, smaller than the maximum ELD drawdown of -31.92%. Use the drawdown chart below to compare losses from any high point for BOND and ELD.


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Drawdown Indicators


BONDELDDifference

Max Drawdown

Largest peak-to-trough decline

-19.71%

-31.92%

+12.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-7.15%

+4.14%

Max Drawdown (3Y)

Largest decline over 3 years

-6.12%

-10.89%

+4.77%

Max Drawdown (5Y)

Largest decline over 5 years

-19.71%

-23.56%

+3.85%

Max Drawdown (10Y)

Largest decline over 10 years

-19.71%

-25.15%

+5.44%

Current Drawdown

Current decline from peak

-2.06%

-3.94%

+1.88%

Average Drawdown

Average peak-to-trough decline

-3.50%

-13.30%

+9.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

2.06%

-1.10%

Volatility

BOND vs. ELD - Volatility Comparison

The current volatility for PIMCO Active Bond ETF (BOND) is 1.42%, while WisdomTree Emerging Markets Local Debt Fund (ELD) has a volatility of 2.72%. This indicates that BOND experiences smaller price fluctuations and is considered to be less risky than ELD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BONDELDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

2.72%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.93%

7.16%

-4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

3.93%

8.54%

-4.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.77%

10.94%

-5.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.09%

11.26%

-6.17%

BOND vs. ELD - Expense Ratio Comparison

BOND has a 0.54% expense ratio, which is lower than ELD's 0.55% expense ratio.


Dividends

BOND vs. ELD - Dividend Comparison

BOND's dividend yield for the trailing twelve months is around 5.21%, less than ELD's 5.89% yield.


PositionTTM20252024202320222021202020192018201720162015
BOND
PIMCO Active Bond ETF
5.21%5.11%5.02%4.06%3.44%2.58%2.66%3.38%3.18%2.87%2.85%4.14%
ELD
WisdomTree Emerging Markets Local Debt Fund
5.89%5.38%5.75%4.85%5.29%4.98%4.70%4.92%6.30%4.68%4.86%5.57%

Frequently Asked Questions


BOND and ELD have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ELD has higher volatility (2.72%) compared to BOND (1.42%). In terms of maximum drawdown, BOND dropped -19.71% vs ELD's -31.92%.

On 10-year performance, ELD leads with 2.66% vs 2.08% for BOND. On fees, BOND is cheaper at 0.54% per year. On volatility, BOND has been the lower-risk option at 1.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ELD has performed better with a 2.66% return vs 2.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BOND is cheaper with a 0.54% expense ratio, compared with 0.55% for ELD.

ELD has the higher dividend yield at 5.89%, compared with 5.21% for BOND.

BOND is categorized as Intermediate Core-Plus Bond, while ELD is Emerging Markets Bonds. They also come from different issuers: PIMCO and WisdomTree. Their fees differ too: 0.54% for BOND and 0.55% for ELD.

BOND currently has the higher Sharpe Ratio (1.59 vs 1.10), 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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