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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%AugustSeptemberOctoberNovemberDecember2025
-0.71%
1.63%
EBND
VWOB

Key characteristics

Sharpe Ratio

EBND:

-0.16

VWOB:

0.89

Sortino Ratio

EBND:

-0.17

VWOB:

1.26

Omega Ratio

EBND:

0.98

VWOB:

1.16

Calmar Ratio

EBND:

-0.06

VWOB:

0.46

Martin Ratio

EBND:

-0.36

VWOB:

4.22

Ulcer Index

EBND:

3.24%

VWOB:

1.41%

Daily Std Dev

EBND:

7.39%

VWOB:

6.67%

Max Drawdown

EBND:

-29.50%

VWOB:

-26.97%

Current Drawdown

EBND:

-15.27%

VWOB:

-6.21%

Returns By Period

In the year-to-date period, EBND achieves a 0.67% return, which is significantly higher than VWOB's -0.33% return. Over the past 10 years, EBND has underperformed VWOB with an annualized return of -0.28%, while VWOB has yielded a comparatively higher 2.97% annualized return.


EBND

YTD

0.67%

1M

-1.22%

6M

-0.71%

1Y

0.03%

5Y*

-2.33%

10Y*

-0.28%

VWOB

YTD

-0.33%

1M

-1.86%

6M

1.31%

1Y

5.78%

5Y*

-0.25%

10Y*

2.97%

*Annualized

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 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 88
Overall Rank
The Sharpe Ratio Rank of EBND is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of EBND is 77
Sortino Ratio Rank
The Omega Ratio Rank of EBND is 77
Omega Ratio Rank
The Calmar Ratio Rank of EBND is 88
Calmar Ratio Rank
The Martin Ratio Rank of EBND is 88
Martin Ratio Rank

VWOB
The Risk-Adjusted Performance Rank of VWOB is 4242
Overall Rank
The Sharpe Ratio Rank of VWOB is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VWOB is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VWOB is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VWOB is 3232
Calmar Ratio Rank
The Martin Ratio Rank of VWOB is 4949
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. 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 -0.16, compared to the broader market0.002.004.00-0.160.87
The chart of Sortino ratio for EBND, currently valued at -0.17, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.171.23
The chart of Omega ratio for EBND, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.000.981.15
The chart of Calmar ratio for EBND, currently valued at -0.06, compared to the broader market0.005.0010.0015.00-0.060.45
The chart of Martin ratio for EBND, currently valued at -0.36, compared to the broader market0.0020.0040.0060.0080.00100.00-0.364.11
EBND
VWOB

The current EBND Sharpe Ratio is -0.16, which is lower than the VWOB Sharpe Ratio of 0.89. 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-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
-0.16
0.87
EBND
VWOB

Dividends

EBND vs. VWOB - Dividend Comparison

EBND's dividend yield for the trailing twelve months is around 5.85%, less than VWOB's 6.10% yield.


TTM20242023202220212020201920182017201620152014
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
5.85%5.89%5.27%4.74%3.83%3.67%4.68%4.70%2.00%0.00%0.00%0.24%
VWOB
Vanguard Emerging Markets Government Bond ETF
6.10%6.08%5.50%5.31%4.04%4.18%4.58%4.53%4.61%4.71%4.93%4.49%

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%AugustSeptemberOctoberNovemberDecember2025
-15.27%
-6.21%
EBND
VWOB

Volatility

EBND vs. VWOB - Volatility Comparison

SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) has a higher volatility of 2.23% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 1.94%. 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%AugustSeptemberOctoberNovemberDecember2025
2.23%
1.94%
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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