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

Correlation

The correlation between EBND and LEMB is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

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.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%NovemberDecember2025FebruaryMarchApril
4.39%
-1.35%
EBND
LEMB

Key characteristics

Sharpe Ratio

EBND:

1.09

LEMB:

1.14

Sortino Ratio

EBND:

1.69

LEMB:

1.71

Omega Ratio

EBND:

1.21

LEMB:

1.21

Calmar Ratio

EBND:

0.49

LEMB:

0.44

Martin Ratio

EBND:

2.49

LEMB:

2.48

Ulcer Index

EBND:

3.53%

LEMB:

3.37%

Daily Std Dev

EBND:

8.07%

LEMB:

7.32%

Max Drawdown

EBND:

-29.51%

LEMB:

-28.42%

Current Drawdown

EBND:

-10.06%

LEMB:

-11.92%

Returns By Period

The year-to-date returns for both stocks are quite close, with EBND having a 6.87% return and LEMB slightly lower at 6.84%. Over the past 10 years, EBND has outperformed LEMB with an annualized return of 0.49%, while LEMB has yielded a comparatively lower 0.05% annualized return.


EBND

YTD

6.87%

1M

3.16%

6M

4.37%

1Y

9.16%

5Y*

1.09%

10Y*

0.49%

LEMB

YTD

6.84%

1M

3.13%

6M

4.24%

1Y

8.71%

5Y*

1.91%

10Y*

0.05%

*Annualized

Compare stocks, funds, or ETFs

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EBND vs. LEMB - Expense Ratio Comparison

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


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 LEMB: 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%
LEMB: 0.30%

Risk-Adjusted Performance

EBND vs. LEMB — 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 7676
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 8181
Omega Ratio Rank
The Calmar Ratio Rank of EBND is 6262
Calmar Ratio Rank
The Martin Ratio Rank of EBND is 6868
Martin Ratio Rank

LEMB
The Risk-Adjusted Performance Rank of LEMB is 7575
Overall Rank
The Sharpe Ratio Rank of LEMB is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of LEMB is 8484
Sortino Ratio Rank
The Omega Ratio Rank of LEMB is 8282
Omega Ratio Rank
The Calmar Ratio Rank of LEMB is 5858
Calmar Ratio Rank
The Martin Ratio Rank of LEMB is 6868
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. LEMB - 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 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.


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
LEMB: 1.14
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
LEMB: 1.71
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
LEMB: 1.21
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
LEMB: 0.44
The chart of Martin ratio for EBND, currently valued at 2.49, compared to the broader market0.0020.0040.0060.00
EBND: 2.49
LEMB: 2.48

The current EBND Sharpe Ratio is 1.09, which is comparable to the LEMB Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of EBND and LEMB, 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
1.09
1.14
EBND
LEMB

Dividends

EBND vs. LEMB - Dividend Comparison

EBND's dividend yield for the trailing twelve months is around 5.54%, while LEMB has not paid dividends to shareholders.


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%
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
0.00%0.00%1.34%0.86%3.89%0.00%4.39%6.91%0.00%0.00%0.64%2.85%

Drawdowns

EBND vs. LEMB - Drawdown Comparison

The maximum EBND drawdown since its inception was -29.51%, roughly equal to the maximum LEMB drawdown of -28.42%. Use the drawdown chart below to compare losses from any high point for EBND and LEMB. For additional features, visit the drawdowns tool.


-18.00%-16.00%-14.00%-12.00%-10.00%NovemberDecember2025FebruaryMarchApril
-10.06%
-11.92%
EBND
LEMB

Volatility

EBND vs. LEMB - Volatility Comparison

SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) has a higher volatility of 3.82% compared to iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) at 3.37%. 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.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%NovemberDecember2025FebruaryMarchApril
3.82%
3.37%
EBND
LEMB