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EBND vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EBND and BND is -0.10. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

EBND vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
7.11%
35.90%
EBND
BND

Key characteristics

Sharpe Ratio

EBND:

1.09

BND:

1.33

Sortino Ratio

EBND:

1.69

BND:

1.93

Omega Ratio

EBND:

1.21

BND:

1.23

Calmar Ratio

EBND:

0.49

BND:

0.52

Martin Ratio

EBND:

2.49

BND:

3.43

Ulcer Index

EBND:

3.53%

BND:

2.05%

Daily Std Dev

EBND:

8.07%

BND:

5.31%

Max Drawdown

EBND:

-29.51%

BND:

-18.84%

Current Drawdown

EBND:

-10.06%

BND:

-6.87%

Returns By Period

In the year-to-date period, EBND achieves a 6.87% return, which is significantly higher than BND's 2.74% return. Over the past 10 years, EBND has underperformed BND with an annualized return of 0.44%, while BND has yielded a comparatively higher 1.43% annualized return.


EBND

YTD

6.87%

1M

3.26%

6M

4.37%

1Y

9.55%

5Y*

1.18%

10Y*

0.44%

BND

YTD

2.74%

1M

0.67%

6M

1.94%

1Y

7.62%

5Y*

-0.84%

10Y*

1.43%

*Annualized

Compare stocks, funds, or ETFs

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EBND vs. BND - Expense Ratio Comparison

EBND has a 0.30% expense ratio, which is higher than BND's 0.03% expense ratio.


Expense ratio chart for EBND: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EBND: 0.30%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

EBND vs. BND — Risk-Adjusted Performance Rank

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

EBND
The Risk-Adjusted Performance Rank of EBND is 7474
Overall Rank
The Sharpe Ratio Rank of EBND is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of EBND is 8484
Sortino Ratio Rank
The Omega Ratio Rank of EBND is 8080
Omega Ratio Rank
The Calmar Ratio Rank of EBND is 6060
Calmar Ratio Rank
The Martin Ratio Rank of EBND is 6666
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 7979
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7676
Martin 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.

EBND vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) and Vanguard Total Bond Market ETF (BND). 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.


The chart of Sharpe ratio for EBND, currently valued at 1.09, compared to the broader market-1.000.001.002.003.004.00
EBND: 1.09
BND: 1.33
The chart of Sortino ratio for EBND, currently valued at 1.69, compared to the broader market-2.000.002.004.006.008.00
EBND: 1.69
BND: 1.93
The chart of Omega ratio for EBND, currently valued at 1.21, compared to the broader market0.501.001.502.002.50
EBND: 1.21
BND: 1.23
The chart of Calmar ratio for EBND, currently valued at 0.49, compared to the broader market0.002.004.006.008.0010.0012.00
EBND: 0.49
BND: 0.52
The chart of Martin ratio for EBND, currently valued at 2.49, compared to the broader market0.0020.0040.0060.00
EBND: 2.49
BND: 3.43

The current EBND Sharpe Ratio is 1.09, which is comparable to the BND Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of EBND and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.09
1.33
EBND
BND

Dividends

EBND vs. BND - Dividend Comparison

EBND's dividend yield for the trailing twelve months is around 5.54%, more than BND's 3.69% yield.


TTM20242023202220212020201920182017201620152014
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
5.54%5.89%5.26%4.75%3.83%3.67%4.68%4.70%2.00%0.00%0.00%0.24%
BND
Vanguard Total Bond Market ETF
3.69%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

EBND vs. BND - Drawdown Comparison

The maximum EBND drawdown since its inception was -29.51%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for EBND and BND. For additional features, visit the drawdowns tool.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%NovemberDecember2025FebruaryMarchApril
-10.06%
-6.87%
EBND
BND

Volatility

EBND vs. BND - Volatility Comparison

SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) has a higher volatility of 3.82% compared to Vanguard Total Bond Market ETF (BND) at 2.19%. This indicates that EBND's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%NovemberDecember2025FebruaryMarchApril
3.82%
2.19%
EBND
BND