EBND vs. VEMY
Compare and contrast key facts about SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) and Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY).
EBND and VEMY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EBND is a passively managed fund by State Street that tracks the performance of the Bloomberg Emerging Market Local Currency Government Diversified. It was launched on Feb 23, 2011. VEMY is an actively managed fund by Virtus. It was launched on Dec 12, 2022.
Performance
EBND vs. VEMY - Performance Comparison
Loading graphics...
EBND vs. VEMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EBND SPDR Bloomberg Barclays Emerging Markets Local Bond ETF | -2.55% | 15.83% | -2.70% | 9.02% | 0.34% |
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 0.75% | 15.27% | 13.48% | 14.45% | -1.08% |
Returns By Period
In the year-to-date period, EBND achieves a -2.55% return, which is significantly lower than VEMY's 0.75% return.
EBND
- 1D
- 1.23%
- 1M
- -5.27%
- YTD
- -2.55%
- 6M
- -0.61%
- 1Y
- 8.84%
- 3Y*
- 4.78%
- 5Y*
- 0.35%
- 10Y*
- 1.42%
VEMY
- 1D
- 1.12%
- 1M
- -2.55%
- YTD
- 0.75%
- 6M
- 5.39%
- 1Y
- 13.02%
- 3Y*
- 14.06%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EBND vs. VEMY - Expense Ratio Comparison
EBND has a 0.30% expense ratio, which is lower than VEMY's 0.58% expense ratio.
Return for Risk
EBND vs. VEMY — Risk / Return Rank
EBND
VEMY
EBND vs. VEMY - 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 Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY). 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.
| EBND | VEMY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.65 | -0.41 |
Sortino ratioReturn per unit of downside risk | 1.78 | 2.27 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.36 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.38 | 2.36 | -0.98 |
Martin ratioReturn relative to average drawdown | 6.16 | 10.18 | -4.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EBND | VEMY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.65 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.04 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 1.69 | -1.60 |
Correlation
The correlation between EBND and VEMY is 0.58, 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.
Dividends
EBND vs. VEMY - Dividend Comparison
EBND's dividend yield for the trailing twelve months is around 5.80%, less than VEMY's 8.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EBND SPDR Bloomberg Barclays Emerging Markets Local Bond ETF | 5.80% | 5.54% | 5.89% | 5.26% | 4.75% | 3.83% | 3.67% | 4.68% | 4.70% | 2.00% |
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 8.96% | 8.89% | 10.28% | 9.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EBND vs. VEMY - Drawdown Comparison
The maximum EBND drawdown since its inception was -29.51%, which is greater than VEMY's maximum drawdown of -8.77%. Use the drawdown chart below to compare losses from any high point for EBND and VEMY.
Loading graphics...
Drawdown Indicators
| EBND | VEMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.51% | -8.77% | -20.74% |
Max Drawdown (1Y)Largest decline over 1 year | -6.63% | -5.54% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -27.57% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.50% | — | — |
Current DrawdownCurrent decline from peak | -5.49% | -2.93% | -2.56% |
Average DrawdownAverage peak-to-trough decline | -10.96% | -1.34% | -9.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 1.29% | +0.20% |
Volatility
EBND vs. VEMY - Volatility Comparison
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) has a higher volatility of 3.89% compared to Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) at 3.08%. This indicates that EBND's price experiences larger fluctuations and is considered to be riskier than VEMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EBND | VEMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 3.08% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 4.82% | 4.65% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.16% | 7.94% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.90% | 7.69% | +1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.18% | 7.69% | +1.49% |