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

Correlation

The correlation between ELD and VWOB is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

ELD vs. VWOB - Performance Comparison

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

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Key characteristics

Daily Std Dev

ELD:

12.70%

VWOB:

5.50%

Max Drawdown

ELD:

-31.92%

VWOB:

-0.36%

Current Drawdown

ELD:

-10.07%

VWOB:

-0.20%

Returns By Period


ELD

YTD

8.31%

1M

2.91%

6M

5.12%

1Y

6.17%

5Y*

2.47%

10Y*

0.91%

VWOB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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ELD vs. VWOB - Expense Ratio Comparison

ELD has a 0.55% expense ratio, which is higher than VWOB's 0.20% expense ratio.


Risk-Adjusted Performance

ELD vs. VWOB — 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 5858
Overall Rank
The Sharpe Ratio Rank of ELD is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of ELD is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ELD is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ELD is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ELD is 5757
Martin Ratio Rank

VWOB
The Risk-Adjusted Performance Rank of VWOB is 7979
Overall Rank
The Sharpe Ratio Rank of VWOB is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of VWOB is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VWOB is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VWOB is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VWOB is 8383
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. VWOB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Local Debt Fund (ELD) 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.



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Dividends

ELD vs. VWOB - Dividend Comparison

ELD's dividend yield for the trailing twelve months is around 5.49%, while VWOB has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
ELD
WisdomTree Emerging Markets Local Debt Fund
5.49%5.75%4.85%5.29%4.98%4.70%4.92%6.30%4.68%4.86%5.57%4.33%
VWOB
Vanguard Emerging Markets Government Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ELD vs. VWOB - Drawdown Comparison

The maximum ELD drawdown since its inception was -31.92%, which is greater than VWOB's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for ELD and VWOB. For additional features, visit the drawdowns tool.


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Volatility

ELD vs. VWOB - Volatility Comparison


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