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EDIV vs. EVTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDIV vs. EVTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Emerging Markets Dividend ETF (EDIV) and Eaton Vance Total Return Bond ETF (EVTR). 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 4.31% return, which is significantly higher than EVTR's -0.18% return.


EDIV

1D
-0.17%
1M
-3.46%
YTD
4.31%
6M
6.35%
1Y
11.64%
3Y*
16.98%
5Y*
10.20%
10Y*
8.98%

EVTR

1D
-0.10%
1M
-0.81%
YTD
-0.18%
6M
0.39%
1Y
5.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDIV vs. EVTR - Yearly Performance Comparison


2026 (YTD)20252024
EDIV
SPDR S&P Emerging Markets Dividend ETF
4.31%16.45%8.62%
EVTR
Eaton Vance Total Return Bond ETF
-0.18%8.10%4.07%

Correlation

The correlation between EDIV and EVTR is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2024

0.28

The correlation between EDIV and EVTR shifts across timeframes, from 0.28 (all time) to 0.42 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EDIV vs. EVTR — Risk / Return Rank

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

EDIV
EDIV Risk / Return Rank: 2727
Overall Rank
EDIV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
EDIV Sortino Ratio Rank: 2727
Sortino Ratio Rank
EDIV Omega Ratio Rank: 2929
Omega Ratio Rank
EDIV Calmar Ratio Rank: 2626
Calmar Ratio Rank
EDIV Martin Ratio Rank: 2727
Martin Ratio Rank

EVTR
EVTR Risk / Return Rank: 4545
Overall Rank
EVTR Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
EVTR Sortino Ratio Rank: 5050
Sortino Ratio Rank
EVTR Omega Ratio Rank: 4646
Omega Ratio Rank
EVTR Calmar Ratio Rank: 4242
Calmar Ratio Rank
EVTR Martin Ratio Rank: 4141
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. EVTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend ETF (EDIV) and Eaton Vance Total Return Bond ETF (EVTR). 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.


EDIVEVTRDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.18

1.26

-0.09

Calmar ratioReturn relative to maximum drawdown

1.13

1.90

-0.77

Martin ratioReturn relative to average drawdown

3.45

5.94

-2.49

EDIV vs. EVTR - Sharpe Ratio Comparison

The current EDIV Sharpe Ratio is 0.94, which is lower than the EVTR Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of EDIV and EVTR, 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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Sharpe Ratios by Period


EDIVEVTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.50

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

1.26

-1.10

Drawdowns

EDIV vs. EVTR - Drawdown Comparison

The maximum EDIV drawdown since its inception was -53.36%, which is greater than EVTR's maximum drawdown of -4.08%. Use the drawdown chart below to compare losses from any high point for EDIV and EVTR.


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Drawdown Indicators


EDIVEVTRDifference

Max Drawdown

Largest peak-to-trough decline

-53.36%

-4.08%

-49.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-2.86%

-7.50%

Max Drawdown (3Y)

Largest decline over 3 years

-13.84%

Max Drawdown (5Y)

Largest decline over 5 years

-28.32%

Max Drawdown (10Y)

Largest decline over 10 years

-40.76%

Current Drawdown

Current decline from peak

-5.97%

-1.90%

-4.07%

Average Drawdown

Average peak-to-trough decline

-19.35%

-0.97%

-18.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

0.91%

+2.48%

Volatility

EDIV vs. EVTR - Volatility Comparison

SPDR S&P Emerging Markets Dividend ETF (EDIV) has a higher volatility of 4.14% compared to Eaton Vance Total Return Bond ETF (EVTR) at 1.40%. This indicates that EDIV's price experiences larger fluctuations and is considered to be riskier than EVTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDIVEVTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.14%

1.40%

+2.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.31%

2.81%

+7.50%

Volatility (1Y)

Calculated over the trailing 1-year period

12.42%

3.64%

+8.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.86%

4.31%

+9.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

4.31%

+13.19%

EDIV vs. EVTR - Expense Ratio Comparison

EDIV has a 0.49% expense ratio, which is higher than EVTR's 0.32% expense ratio.


Dividends

EDIV vs. EVTR - Dividend Comparison

EDIV's dividend yield for the trailing twelve months is around 4.59%, less than EVTR's 4.70% yield.


PositionTTM20252024202320222021202020192018201720162015
EDIV
SPDR S&P Emerging Markets Dividend ETF
4.59%4.69%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.94%5.33%
EVTR
Eaton Vance Total Return Bond ETF
4.70%4.51%4.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EDIV and EVTR have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDIV has higher volatility (4.14%) compared to EVTR (1.40%). In terms of maximum drawdown, EDIV dropped -53.36% vs EVTR's -4.08%.

On 1-year performance, EDIV leads with 11.64% vs 5.42% for EVTR. On fees, EVTR is cheaper at 0.32% per year. On volatility, EVTR has been the lower-risk option at 1.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, EDIV has performed better with a 11.64% return vs 5.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EVTR is cheaper with a 0.32% expense ratio, compared with 0.49% for EDIV.

EVTR has the higher dividend yield at 4.70%, compared with 4.59% for EDIV.

EDIV is categorized as Emerging Markets Equities, while EVTR is Intermediate Core-Plus Bond. They also come from different issuers: State Street and Eaton Vance. Their fees differ too: 0.49% for EDIV and 0.32% for EVTR.

EVTR currently has the higher Sharpe Ratio (1.50 vs 0.94), 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.

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Find the right allocation for EDIV and EVTR

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