PortfoliosLab logoPortfoliosLab logo
EBND vs. EMLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EBND vs. EMLC - 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 VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EBND achieves a -0.23% return, which is significantly lower than EMLC's 0.92% return. Over the past 10 years, EBND has underperformed EMLC with an annualized return of 1.72%, while EMLC has yielded a comparatively higher 2.14% annualized return.


EBND

1D
-0.57%
1M
0.59%
YTD
-0.23%
6M
0.63%
1Y
5.78%
3Y*
5.59%
5Y*
0.03%
10Y*
1.72%

EMLC

1D
-0.55%
1M
1.06%
YTD
0.92%
6M
1.94%
1Y
9.54%
3Y*
6.92%
5Y*
1.17%
10Y*
2.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBND vs. EMLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
-0.23%15.83%-2.70%9.02%-11.84%-9.66%4.49%10.40%-6.52%13.93%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
0.92%18.81%-2.97%11.18%-10.58%-9.72%3.08%9.79%-7.57%13.84%

Correlation

The correlation between EBND and EMLC is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.94

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

0.93

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

0.93

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

0.92

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2011

0.85

The correlation between EBND and EMLC has been stable across timeframes, ranging from 0.85 to 0.94 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EBND vs. EMLC — Risk / Return Rank

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

EBND
EBND Risk / Return Rank: 2323
Overall Rank
EBND Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
EBND Sortino Ratio Rank: 2222
Sortino Ratio Rank
EBND Omega Ratio Rank: 2323
Omega Ratio Rank
EBND Calmar Ratio Rank: 2020
Calmar Ratio Rank
EBND Martin Ratio Rank: 2323
Martin Ratio Rank

EMLC
EMLC Risk / Return Rank: 3636
Overall Rank
EMLC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 3737
Sortino Ratio Rank
EMLC Omega Ratio Rank: 4141
Omega Ratio Rank
EMLC Calmar Ratio Rank: 3131
Calmar Ratio Rank
EMLC Martin Ratio Rank: 3535
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.

EBND vs. EMLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). 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.


EBNDEMLCDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.16

1.27

-0.11

Calmar ratioReturn relative to maximum drawdown

0.88

1.55

-0.67

Martin ratioReturn relative to average drawdown

2.93

5.34

-2.41

EBND vs. EMLC - Sharpe Ratio Comparison

The current EBND Sharpe Ratio is 0.84, which is lower than the EMLC Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of EBND and EMLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


EBNDEMLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.39

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.13

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.21

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.11

-0.01

Drawdowns

EBND vs. EMLC - Drawdown Comparison

The maximum EBND drawdown since its inception was -29.51%, smaller than the maximum EMLC drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for EBND and EMLC.


Loading charts...

Drawdown Indicators


EBNDEMLCDifference

Max Drawdown

Largest peak-to-trough decline

-29.51%

-32.43%

+2.92%

Max Drawdown (1Y)

Largest decline over 1 year

-6.63%

-6.19%

-0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-9.25%

-9.15%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

-25.26%

-2.31%

Max Drawdown (10Y)

Largest decline over 10 years

-29.50%

-26.47%

-3.03%

Current Drawdown

Current decline from peak

-3.24%

-4.28%

+1.04%

Average Drawdown

Average peak-to-trough decline

-10.87%

-14.37%

+3.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

1.79%

+0.19%

Volatility

EBND vs. EMLC - Volatility Comparison

SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) has a higher volatility of 2.35% compared to VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) at 2.21%. This indicates that EBND's price experiences larger fluctuations and is considered to be riskier than EMLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EBNDEMLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.35%

2.21%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

5.94%

5.99%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

6.92%

6.90%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.98%

9.13%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.19%

10.05%

-0.86%

EBND vs. EMLC - Expense Ratio Comparison

Both EBND and EMLC have an expense ratio of 0.30%.


Dividends

EBND vs. EMLC - Dividend Comparison

EBND's dividend yield for the trailing twelve months is around 5.83%, less than EMLC's 6.19% yield.


PositionTTM20252024202320222021202020192018201720162015
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
5.83%5.54%5.89%5.26%4.75%3.83%3.67%4.68%4.70%2.00%0.00%0.00%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.19%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%

Frequently Asked Questions


With a correlation of 0.94, EBND and EMLC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

EBND has higher volatility (2.35%) compared to EMLC (2.21%). In terms of maximum drawdown, EBND dropped -29.51% vs EMLC's -32.43%.

On 10-year performance, EMLC leads with 2.14% vs 1.72% for EBND. Both ETFs have the same 0.30% expense ratio. On volatility, EMLC has been the lower-risk option at 2.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EMLC has performed better with a 2.14% return vs 1.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EBND and EMLC have the same expense ratio: 0.30% per year.

EMLC has the higher dividend yield at 6.19%, compared with 5.83% for EBND.

EBND tracks Bloomberg Emerging Market Local Currency Government Diversified, while EMLC tracks J.P. Morgan Government Bond Index Emerging Markets Global Core Index. They also come from different issuers: State Street and VanEck.

EMLC currently has the higher Sharpe Ratio (1.39 vs 0.84), 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

Find the right allocation for EBND and EMLC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer