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

Correlation

The correlation between EBND and VWOB is 0.59, 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.


-0.50.00.51.00.6

Performance

EBND vs. VWOB - 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 Vanguard Emerging Markets Government Bond ETF (VWOB). The values are adjusted to include any dividend payments, if applicable.

-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.64%
5.94%
EBND
VWOB

Key characteristics

Sharpe Ratio

EBND:

0.45

VWOB:

1.69

Sortino Ratio

EBND:

0.71

VWOB:

2.45

Omega Ratio

EBND:

1.08

VWOB:

1.31

Calmar Ratio

EBND:

0.18

VWOB:

0.87

Martin Ratio

EBND:

1.04

VWOB:

8.17

Ulcer Index

EBND:

3.26%

VWOB:

1.42%

Daily Std Dev

EBND:

7.50%

VWOB:

6.87%

Max Drawdown

EBND:

-29.50%

VWOB:

-26.97%

Current Drawdown

EBND:

-13.79%

VWOB:

-3.51%

Returns By Period

In the year-to-date period, EBND achieves a -0.33% return, which is significantly lower than VWOB's 7.88% return.


EBND

YTD

-0.33%

1M

0.93%

6M

3.65%

1Y

3.23%

5Y (annualized)

-1.72%

10Y (annualized)

0.00%

VWOB

YTD

7.88%

1M

0.82%

6M

5.94%

1Y

11.32%

5Y (annualized)

0.65%

10Y (annualized)

3.48%

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. VWOB - Expense Ratio Comparison

EBND has a 0.30% expense ratio, which is higher than VWOB's 0.20% expense ratio.


EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
Expense ratio chart for EBND: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for VWOB: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

EBND vs. VWOB - 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 Vanguard Emerging Markets Government Bond ETF (VWOB). 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.


Sharpe ratio
The chart of Sharpe ratio for EBND, currently valued at 0.45, compared to the broader market0.002.004.000.451.69
The chart of Sortino ratio for EBND, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.0010.0012.000.712.45
The chart of Omega ratio for EBND, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.31
The chart of Calmar ratio for EBND, currently valued at 0.18, compared to the broader market0.005.0010.0015.000.180.87
The chart of Martin ratio for EBND, currently valued at 1.04, compared to the broader market0.0020.0040.0060.0080.00100.001.048.17
EBND
VWOB

The current EBND Sharpe Ratio is 0.45, which is lower than the VWOB Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of EBND and VWOB, 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.45
1.69
EBND
VWOB

Dividends

EBND vs. VWOB - Dividend Comparison

EBND's dividend yield for the trailing twelve months is around 5.77%, less than VWOB's 5.87% yield.


TTM20232022202120202019201820172016201520142013
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
5.77%5.27%4.74%3.83%3.67%4.68%4.70%2.00%0.00%0.00%0.24%2.31%
VWOB
Vanguard Emerging Markets Government Bond ETF
5.87%5.50%5.31%4.04%4.18%4.58%4.53%4.61%4.71%4.93%4.49%2.39%

Drawdowns

EBND vs. VWOB - Drawdown Comparison

The maximum EBND drawdown since its inception was -29.50%, which is greater than VWOB's maximum drawdown of -26.97%. Use the drawdown chart below to compare losses from any high point for EBND and VWOB. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-13.79%
-3.51%
EBND
VWOB

Volatility

EBND vs. VWOB - Volatility Comparison

SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) has a higher volatility of 1.69% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 1.59%. This indicates that EBND's price experiences larger fluctuations and is considered to be riskier than VWOB 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%JulyAugustSeptemberOctoberNovemberDecember
1.69%
1.59%
EBND
VWOB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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