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EBND vs. HAUZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EBND vs. HAUZ - 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 Xtrackers International Real Estate ETF (HAUZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EBND achieves a 0.44% return, which is significantly higher than HAUZ's -0.58% return. Over the past 10 years, EBND has underperformed HAUZ with an annualized return of 1.82%, while HAUZ has yielded a comparatively higher 4.01% annualized return.


EBND

1D
0.34%
1M
0.64%
YTD
0.44%
6M
1.64%
1Y
5.43%
3Y*
5.36%
5Y*
0.21%
10Y*
1.82%

HAUZ

1D
0.56%
1M
-3.21%
YTD
-0.58%
6M
1.03%
1Y
6.09%
3Y*
7.69%
5Y*
-1.46%
10Y*
4.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBND vs. HAUZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
0.44%15.83%-2.70%9.02%-11.84%-9.66%4.49%10.40%-6.52%13.93%
HAUZ
Xtrackers International Real Estate ETF
-0.58%22.70%-5.44%6.29%-22.24%9.82%-6.23%20.89%-9.12%27.52%

Correlation

The correlation between EBND and HAUZ is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.74

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

0.66

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

0.64

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

0.54

Correlation (All Time)
Calculated using the full available price history since Oct 1, 2013

0.48

Over the past year, EBND and HAUZ have become more correlated (0.74) than their long-term average of 0.48, meaning their price movements have been converging.

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Return for Risk

EBND vs. HAUZ — 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: 2525
Sharpe Ratio Rank
EBND Sortino Ratio Rank: 2323
Sortino Ratio Rank
EBND Omega Ratio Rank: 2424
Omega Ratio Rank
EBND Calmar Ratio Rank: 2121
Calmar Ratio Rank
EBND Martin Ratio Rank: 2424
Martin Ratio Rank

HAUZ
HAUZ Risk / Return Rank: 1616
Overall Rank
HAUZ Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
HAUZ Sortino Ratio Rank: 1616
Sortino Ratio Rank
HAUZ Omega Ratio Rank: 1616
Omega Ratio Rank
HAUZ Calmar Ratio Rank: 1515
Calmar Ratio Rank
HAUZ Martin Ratio Rank: 1616
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. HAUZ - 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 Xtrackers International Real Estate ETF (HAUZ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EBNDHAUZDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.15

1.09

+0.06

Calmar ratioReturn relative to maximum drawdown

0.82

0.43

+0.39

Martin ratioReturn relative to average drawdown

2.63

1.21

+1.42

EBND vs. HAUZ - Sharpe Ratio Comparison

The current EBND Sharpe Ratio is 0.77, which is higher than the HAUZ Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of EBND and HAUZ, 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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Drawdowns

EBND vs. HAUZ - Drawdown Comparison

The maximum EBND drawdown since its inception was -29.51%, smaller than the maximum HAUZ drawdown of -39.51%. Use the drawdown chart below to compare losses from any high point for EBND and HAUZ.


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Drawdown Indicators


EBNDHAUZDifference

Max Drawdown

Largest peak-to-trough decline

-29.51%

-39.51%

+10.00%

Max Drawdown (1Y)

Largest decline over 1 year

-6.63%

-14.08%

+7.45%

Max Drawdown (3Y)

Largest decline over 3 years

-9.25%

-17.88%

+8.63%

Max Drawdown (5Y)

Largest decline over 5 years

-27.00%

-34.26%

+7.26%

Max Drawdown (10Y)

Largest decline over 10 years

-29.50%

-39.51%

+10.01%

Current Drawdown

Current decline from peak

-2.59%

-9.86%

+7.27%

Average Drawdown

Average peak-to-trough decline

-10.85%

-11.75%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

5.04%

-2.97%

Volatility

EBND vs. HAUZ - Volatility Comparison

The current volatility for SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) is 2.61%, while Xtrackers International Real Estate ETF (HAUZ) has a volatility of 4.34%. This indicates that EBND experiences smaller price fluctuations and is considered to be less risky than HAUZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBNDHAUZDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.61%

4.34%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

6.19%

11.67%

-5.48%

Volatility (1Y)

Calculated over the trailing 1-year period

7.11%

14.02%

-6.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.00%

15.97%

-6.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.19%

16.97%

-7.78%

EBND vs. HAUZ - Expense Ratio Comparison

EBND has a 0.30% expense ratio, which is higher than HAUZ's 0.10% expense ratio.


Dividends

EBND vs. HAUZ - Dividend Comparison

EBND's dividend yield for the trailing twelve months is around 5.79%, more than HAUZ's 4.49% yield.


PositionTTM20252024202320222021202020192018201720162015
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
5.79%5.54%5.89%5.26%4.75%3.83%3.67%4.68%4.70%2.00%0.00%0.00%
HAUZ
Xtrackers International Real Estate ETF
4.49%4.46%4.50%3.50%1.99%4.84%3.37%3.69%1.93%2.59%2.18%9.42%

Frequently Asked Questions


EBND and HAUZ have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HAUZ has higher volatility (4.34%) compared to EBND (2.61%). In terms of maximum drawdown, EBND dropped -29.51% vs HAUZ's -39.51%.

On 10-year performance, HAUZ leads with 4.01% vs 1.82% for EBND. On fees, HAUZ is cheaper at 0.10% per year. On volatility, EBND has been the lower-risk option at 2.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HAUZ has performed better with a 4.01% return vs 1.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HAUZ is cheaper with a 0.10% expense ratio, compared with 0.30% for EBND.

EBND has the higher dividend yield at 5.79%, compared with 4.49% for HAUZ.

EBND is categorized as Emerging Markets Bonds, while HAUZ is REIT. EBND tracks Bloomberg Emerging Market Local Currency Government Diversified, while HAUZ tracks iSTOXX Developed and Emerging Markets ex USA PK VN Real Estate Index. They also come from different issuers: State Street and DWS. Their fees differ too: 0.30% for EBND and 0.10% for HAUZ.

EBND currently has the higher Sharpe Ratio (0.77 vs 0.44), 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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