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

Correlation

The correlation between ELD and EBND is 0.42, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ELD vs. EBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Local Debt Fund (ELD) and SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%NovemberDecember2025FebruaryMarchApril
4.01%
7.11%
ELD
EBND

Key characteristics

Sharpe Ratio

ELD:

0.45

EBND:

1.09

Sortino Ratio

ELD:

0.75

EBND:

1.69

Omega Ratio

ELD:

1.09

EBND:

1.21

Calmar Ratio

ELD:

0.31

EBND:

0.49

Martin Ratio

ELD:

1.29

EBND:

2.49

Ulcer Index

ELD:

4.22%

EBND:

3.53%

Daily Std Dev

ELD:

12.15%

EBND:

8.07%

Max Drawdown

ELD:

-31.92%

EBND:

-29.51%

Current Drawdown

ELD:

-11.05%

EBND:

-10.06%

Returns By Period

The year-to-date returns for both stocks are quite close, with ELD having a 7.13% return and EBND slightly lower at 6.87%. Over the past 10 years, ELD has outperformed EBND with an annualized return of 0.84%, while EBND has yielded a comparatively lower 0.44% annualized return.


ELD

YTD

7.13%

1M

1.98%

6M

2.90%

1Y

6.29%

5Y*

3.04%

10Y*

0.84%

EBND

YTD

6.87%

1M

3.26%

6M

4.37%

1Y

9.55%

5Y*

1.18%

10Y*

0.44%

*Annualized

Compare stocks, funds, or ETFs

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ELD vs. EBND - Expense Ratio Comparison

ELD has a 0.55% expense ratio, which is higher than EBND's 0.30% expense ratio.


Expense ratio chart for ELD: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ELD: 0.55%
Expense ratio chart for EBND: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EBND: 0.30%

Risk-Adjusted Performance

ELD vs. EBND — Risk-Adjusted Performance Rank

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

ELD
The Risk-Adjusted Performance Rank of ELD is 4949
Overall Rank
The Sharpe Ratio Rank of ELD is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ELD is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ELD is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ELD is 4747
Calmar Ratio Rank
The Martin Ratio Rank of ELD is 4747
Martin Ratio Rank

EBND
The Risk-Adjusted Performance Rank of EBND is 7474
Overall Rank
The Sharpe Ratio Rank of EBND is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of EBND is 8484
Sortino Ratio Rank
The Omega Ratio Rank of EBND is 8080
Omega Ratio Rank
The Calmar Ratio Rank of EBND is 6060
Calmar Ratio Rank
The Martin Ratio Rank of EBND is 6666
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.

ELD vs. EBND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Local Debt Fund (ELD) and SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND). 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.


The chart of Sharpe ratio for ELD, currently valued at 0.45, compared to the broader market-1.000.001.002.003.004.00
ELD: 0.45
EBND: 1.09
The chart of Sortino ratio for ELD, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.00
ELD: 0.75
EBND: 1.69
The chart of Omega ratio for ELD, currently valued at 1.09, compared to the broader market0.501.001.502.00
ELD: 1.09
EBND: 1.21
The chart of Calmar ratio for ELD, currently valued at 0.31, compared to the broader market0.002.004.006.008.0010.0012.00
ELD: 0.31
EBND: 0.49
The chart of Martin ratio for ELD, currently valued at 1.29, compared to the broader market0.0020.0040.0060.00
ELD: 1.29
EBND: 2.49

The current ELD Sharpe Ratio is 0.45, which is lower than the EBND Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of ELD and EBND, 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-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.45
1.09
ELD
EBND

Dividends

ELD vs. EBND - Dividend Comparison

ELD's dividend yield for the trailing twelve months is around 5.06%, less than EBND's 5.54% yield.


TTM20242023202220212020201920182017201620152014
ELD
WisdomTree Emerging Markets Local Debt Fund
5.06%5.75%4.85%5.29%4.98%4.70%4.92%6.30%4.68%4.86%5.57%4.33%
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
5.54%5.89%5.26%4.75%3.83%3.67%4.68%4.70%2.00%0.00%0.00%0.24%

Drawdowns

ELD vs. EBND - Drawdown Comparison

The maximum ELD drawdown since its inception was -31.92%, which is greater than EBND's maximum drawdown of -29.51%. Use the drawdown chart below to compare losses from any high point for ELD and EBND. For additional features, visit the drawdowns tool.


-18.00%-16.00%-14.00%-12.00%-10.00%NovemberDecember2025FebruaryMarchApril
-11.05%
-10.06%
ELD
EBND

Volatility

ELD vs. EBND - Volatility Comparison

WisdomTree Emerging Markets Local Debt Fund (ELD) has a higher volatility of 4.54% compared to SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) at 3.82%. This indicates that ELD's price experiences larger fluctuations and is considered to be riskier than EBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%NovemberDecember2025FebruaryMarchApril
4.54%
3.82%
ELD
EBND