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

Performance

EBND vs. LEMB - 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 iShares J.P. Morgan EM Local Currency Bond ETF (LEMB). 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 -0.09% return, which is significantly lower than LEMB's 1.47% return. Over the past 10 years, EBND has outperformed LEMB with an annualized return of 1.65%, while LEMB has yielded a comparatively lower 1.35% annualized return.


EBND

1D
0.14%
1M
0.26%
YTD
-0.09%
6M
0.99%
1Y
5.43%
3Y*
5.57%
5Y*
0.06%
10Y*
1.65%

LEMB

1D
0.27%
1M
1.15%
YTD
1.47%
6M
2.61%
1Y
9.55%
3Y*
6.01%
5Y*
0.64%
10Y*
1.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EBND vs. LEMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
-0.09%15.83%-2.70%9.02%-11.84%-9.66%4.49%10.40%-6.52%13.93%
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
1.47%18.02%-1.72%7.23%-10.74%-9.92%3.10%6.40%-7.49%12.49%

Correlation

The correlation between EBND and LEMB is 0.88, 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

0.88

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

0.88

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

0.90

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

0.89

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2011

0.81

The correlation between EBND and LEMB has been stable across timeframes, ranging from 0.81 to 0.90 - 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. LEMB — Risk / Return Rank

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

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

LEMB
LEMB Risk / Return Rank: 4040
Overall Rank
LEMB Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
LEMB Sortino Ratio Rank: 4141
Sortino Ratio Rank
LEMB Omega Ratio Rank: 4545
Omega Ratio Rank
LEMB Calmar Ratio Rank: 3333
Calmar Ratio Rank
LEMB Martin Ratio Rank: 3636
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. LEMB - 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 iShares J.P. Morgan EM Local Currency Bond ETF (LEMB). 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.


EBNDLEMBDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.15

1.28

-0.13

Calmar ratioReturn relative to maximum drawdown

0.82

1.60

-0.78

Martin ratioReturn relative to average drawdown

2.74

5.43

-2.69

EBND vs. LEMB - Sharpe Ratio Comparison

The current EBND Sharpe Ratio is 0.79, which is lower than the LEMB Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of EBND and LEMB, 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


EBNDLEMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.47

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.08

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.15

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.05

+0.06

Drawdowns

EBND vs. LEMB - Drawdown Comparison

The maximum EBND drawdown since its inception was -29.51%, roughly equal to the maximum LEMB drawdown of -30.82%. Use the drawdown chart below to compare losses from any high point for EBND and LEMB.


Loading charts...

Drawdown Indicators


EBNDLEMBDifference

Max Drawdown

Largest peak-to-trough decline

-29.51%

-30.82%

+1.31%

Max Drawdown (1Y)

Largest decline over 1 year

-6.63%

-6.00%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-9.25%

-10.09%

+0.84%

Max Drawdown (5Y)

Largest decline over 5 years

-27.57%

-25.29%

-2.28%

Max Drawdown (10Y)

Largest decline over 10 years

-29.50%

-29.09%

-0.41%

Current Drawdown

Current decline from peak

-3.10%

-4.61%

+1.51%

Average Drawdown

Average peak-to-trough decline

-10.86%

-12.74%

+1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.76%

+0.23%

Volatility

EBND vs. LEMB - Volatility Comparison

SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) has a higher volatility of 2.30% compared to iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) at 2.10%. This indicates that EBND's price experiences larger fluctuations and is considered to be riskier than LEMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EBNDLEMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

2.10%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

5.94%

5.35%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

6.91%

6.53%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.97%

8.23%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.19%

9.29%

-0.10%

EBND vs. LEMB - Expense Ratio Comparison

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


Dividends

EBND vs. LEMB - Dividend Comparison

EBND's dividend yield for the trailing twelve months is around 5.82%, more than LEMB's 2.41% yield.


PositionTTM20252024202320222021202020192018201720162015
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
5.82%5.54%5.89%5.26%4.75%3.83%3.67%4.68%4.70%2.00%0.00%0.00%
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
2.41%2.44%0.00%1.34%0.86%3.89%0.00%4.39%3.46%0.00%0.00%0.64%

Frequently Asked Questions


EBND and LEMB have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EBND has higher volatility (2.30%) compared to LEMB (2.10%). In terms of maximum drawdown, EBND dropped -29.51% vs LEMB's -30.82%.

On 10-year performance, EBND leads with 1.65% vs 1.35% for LEMB. Both ETFs have the same 0.30% expense ratio. On volatility, LEMB has been the lower-risk option at 2.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EBND has performed better with a 1.65% return vs 1.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

EBND has the higher dividend yield at 5.82%, compared with 2.41% for LEMB.

EBND tracks Bloomberg Emerging Market Local Currency Government Diversified, while LEMB tracks J.P. Morgan GBI-EM Global 15 cap 4.5 floor. They also come from different issuers: State Street and iShares.

LEMB currently has the higher Sharpe Ratio (1.47 vs 0.79), 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 LEMB

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