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EDIV vs. EMLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDIV vs. EMLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Emerging Markets Dividend ETF (EDIV) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EDIV achieves a 7.76% return, which is significantly higher than EMLC's 1.40% return. Over the past 10 years, EDIV has outperformed EMLC with an annualized return of 9.49%, while EMLC has yielded a comparatively lower 2.28% annualized return.


EDIV

1D
0.70%
1M
0.99%
YTD
7.76%
6M
9.12%
1Y
13.72%
3Y*
18.11%
5Y*
10.84%
10Y*
9.49%

EMLC

1D
0.28%
1M
0.58%
YTD
1.40%
6M
2.50%
1Y
8.78%
3Y*
6.63%
5Y*
1.36%
10Y*
2.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDIV vs. EMLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDIV
SPDR S&P Emerging Markets Dividend ETF
7.76%16.45%12.75%41.91%-15.31%11.21%-9.95%11.80%-6.16%28.20%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
1.40%18.81%-2.97%11.18%-10.58%-9.72%3.08%9.79%-7.57%13.84%

Correlation

The correlation between EDIV and EMLC is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.76

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

0.62

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

0.59

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

0.63

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2011

0.66

The correlation between EDIV and EMLC shifts across timeframes, from 0.59 (5 years) to 0.76 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EDIV vs. EMLC — Risk / Return Rank

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

EDIV
EDIV Risk / Return Rank: 3333
Overall Rank
EDIV Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EDIV Sortino Ratio Rank: 3434
Sortino Ratio Rank
EDIV Omega Ratio Rank: 3434
Omega Ratio Rank
EDIV Calmar Ratio Rank: 3030
Calmar Ratio Rank
EDIV Martin Ratio Rank: 3131
Martin Ratio Rank

EMLC
EMLC Risk / Return Rank: 3737
Overall Rank
EMLC Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 3838
Sortino Ratio Rank
EMLC Omega Ratio Rank: 4242
Omega Ratio Rank
EMLC Calmar Ratio Rank: 3232
Calmar Ratio Rank
EMLC Martin Ratio Rank: 3535
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.

EDIV vs. EMLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend ETF (EDIV) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EDIVEMLCDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.21

1.24

-0.04

Calmar ratioReturn relative to maximum drawdown

1.33

1.42

-0.09

Martin ratioReturn relative to average drawdown

4.01

4.75

-0.74

EDIV vs. EMLC - Sharpe Ratio Comparison

The current EDIV Sharpe Ratio is 1.09, which is comparable to the EMLC Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of EDIV and EMLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EDIV vs. EMLC - Drawdown Comparison

The maximum EDIV drawdown since its inception was -53.36%, which is greater than EMLC's maximum drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for EDIV and EMLC.


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Drawdown Indicators


EDIVEMLCDifference

Max Drawdown

Largest peak-to-trough decline

-53.36%

-32.43%

-20.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-6.19%

-4.17%

Max Drawdown (3Y)

Largest decline over 3 years

-13.84%

-9.15%

-4.69%

Max Drawdown (5Y)

Largest decline over 5 years

-28.32%

-24.70%

-3.62%

Max Drawdown (10Y)

Largest decline over 10 years

-40.76%

-26.47%

-14.29%

Current Drawdown

Current decline from peak

-2.86%

-3.83%

+0.97%

Average Drawdown

Average peak-to-trough decline

-19.33%

-14.35%

-4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

1.86%

+1.57%

Volatility

EDIV vs. EMLC - Volatility Comparison

SPDR S&P Emerging Markets Dividend ETF (EDIV) has a higher volatility of 4.64% compared to VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) at 2.44%. This indicates that EDIV's price experiences larger fluctuations and is considered to be riskier than EMLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDIVEMLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.64%

2.44%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.57%

6.17%

+4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.64%

7.06%

+5.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

9.14%

+4.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.49%

10.04%

+7.45%

EDIV vs. EMLC - Expense Ratio Comparison

EDIV has a 0.49% expense ratio, which is higher than EMLC's 0.30% expense ratio.


Dividends

EDIV vs. EMLC - Dividend Comparison

EDIV's dividend yield for the trailing twelve months is around 4.45%, less than EMLC's 6.16% yield.


PositionTTM20252024202320222021202020192018201720162015
EDIV
SPDR S&P Emerging Markets Dividend ETF
4.45%4.69%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.94%5.33%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.16%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%

Frequently Asked Questions


EDIV and EMLC have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDIV has higher volatility (4.64%) compared to EMLC (2.44%). In terms of maximum drawdown, EDIV dropped -53.36% vs EMLC's -32.43%.

On 10-year performance, EDIV leads with 9.49% vs 2.28% for EMLC. On fees, EMLC is cheaper at 0.30% per year. On volatility, EMLC has been the lower-risk option at 2.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EDIV has performed better with a 9.49% return vs 2.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMLC is cheaper with a 0.30% expense ratio, compared with 0.49% for EDIV.

EMLC has the higher dividend yield at 6.16%, compared with 4.45% for EDIV.

EDIV is categorized as Emerging Markets Equities, while EMLC is Emerging Markets Bonds. EDIV tracks S&P Emerging Markets Dividend Opportunities Index, while EMLC tracks J.P. Morgan Government Bond Index Emerging Markets Global Core Index. They also come from different issuers: State Street and VanEck. Their fees differ too: 0.49% for EDIV and 0.30% for EMLC.

EMLC currently has the higher Sharpe Ratio (1.25 vs 1.09), 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

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