CEMB vs. VUCP.DE
Compare and contrast key facts about iShares J.P. Morgan EM Corporate Bond ETF (CEMB) and Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.DE).
CEMB and VUCP.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEMB is a passively managed fund by iShares that tracks the performance of the JP Morgan CEMBI Broad Diversified. It was launched on Apr 17, 2012. VUCP.DE is a passively managed fund by Vanguard that tracks the performance of the Bloomberg US Corp Bond TR USD. It was launched on Feb 24, 2016. Both CEMB and VUCP.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEMB or VUCP.DE.
Key characteristics
| CEMB | VUCP.DE | |
|---|---|---|
| YTD Return | 6.14% | 7.55% |
| 1Y Return | 12.67% | 11.81% |
| 3Y Return (Ann) | 0.29% | 0.74% |
| 5Y Return (Ann) | 1.62% | 1.45% |
| Sharpe Ratio | 3.02 | 2.15 |
| Sortino Ratio | 4.69 | 3.56 |
| Omega Ratio | 1.62 | 1.41 |
| Calmar Ratio | 1.01 | 1.08 |
| Martin Ratio | 20.60 | 11.84 |
| Ulcer Index | 0.61% | 1.01% |
| Daily Std Dev | 4.18% | 5.62% |
| Max Drawdown | -20.84% | -14.51% |
| Current Drawdown | -1.59% | -0.07% |
Correlation
The correlation between CEMB and VUCP.DE is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CEMB vs. VUCP.DE - Performance Comparison
In the year-to-date period, CEMB achieves a 6.14% return, which is significantly lower than VUCP.DE's 7.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CEMB vs. VUCP.DE - Expense Ratio Comparison
CEMB has a 0.50% expense ratio, which is higher than VUCP.DE's 0.09% expense ratio.
Risk-Adjusted Performance
CEMB vs. VUCP.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan EM Corporate Bond ETF (CEMB) and Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.DE). 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.
Dividends
CEMB vs. VUCP.DE - Dividend Comparison
CEMB's dividend yield for the trailing twelve months is around 5.07%, more than VUCP.DE's 4.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEMB iShares J.P. Morgan EM Corporate Bond ETF | 5.07% | 4.77% | 4.28% | 3.51% | 3.86% | 4.19% | 4.66% | 4.06% | 4.25% | 4.76% | 4.23% | 3.93% |
VUCP.DE Vanguard USD Corporate Bond UCITS ETF Distributing | 4.77% | 4.45% | 3.56% | 2.50% | 3.06% | 3.27% | 3.48% | 3.36% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CEMB vs. VUCP.DE - Drawdown Comparison
The maximum CEMB drawdown since its inception was -20.84%, which is greater than VUCP.DE's maximum drawdown of -14.51%. Use the drawdown chart below to compare losses from any high point for CEMB and VUCP.DE. For additional features, visit the drawdowns tool.
Volatility
CEMB vs. VUCP.DE - Volatility Comparison
The current volatility for iShares J.P. Morgan EM Corporate Bond ETF (CEMB) is 1.17%, while Vanguard USD Corporate Bond UCITS ETF Distributing (VUCP.DE) has a volatility of 2.00%. This indicates that CEMB experiences smaller price fluctuations and is considered to be less risky than VUCP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.