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EMB vs. MSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMB vs. MSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) and Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMB achieves a 1.80% return, which is significantly higher than MSD's -0.61% return. Over the past 10 years, EMB has underperformed MSD with an annualized return of 3.29%, while MSD has yielded a comparatively higher 5.26% annualized return.


EMB

1D
-0.37%
1M
1.29%
YTD
1.80%
6M
1.93%
1Y
11.56%
3Y*
9.74%
5Y*
1.86%
10Y*
3.29%

MSD

1D
-1.10%
1M
-2.04%
YTD
-0.61%
6M
1.43%
1Y
1.68%
3Y*
15.62%
5Y*
3.94%
10Y*
5.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMB vs. MSD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
1.80%13.85%5.54%10.62%-18.63%-2.23%5.42%15.48%-5.47%10.28%
MSD
Morgan Stanley Emerging Markets Debt Fund, Inc.
-0.61%5.58%24.92%19.14%-22.10%2.20%0.73%24.38%-12.31%16.33%

Correlation

The correlation between EMB and MSD is 0.51, 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

0.51

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

0.50

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

0.52

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

0.52

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2007

0.45

The correlation between EMB and MSD has been stable across timeframes, ranging from 0.45 to 0.52 - a consistent structural relationship.

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Return for Risk

EMB vs. MSD — Risk / Return Rank

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

EMB
EMB Risk / Return Rank: 6161
Overall Rank
EMB Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
EMB Sortino Ratio Rank: 6565
Sortino Ratio Rank
EMB Omega Ratio Rank: 6666
Omega Ratio Rank
EMB Calmar Ratio Rank: 5151
Calmar Ratio Rank
EMB Martin Ratio Rank: 6161
Martin Ratio Rank

MSD
MSD Risk / Return Rank: 4242
Overall Rank
MSD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MSD Sortino Ratio Rank: 3737
Sortino Ratio Rank
MSD Omega Ratio Rank: 3636
Omega Ratio Rank
MSD Calmar Ratio Rank: 4444
Calmar Ratio Rank
MSD Martin Ratio Rank: 4545
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.

EMB vs. MSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) and Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD). 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.


EMBMSDDifference
Sharpe ratioReturn per unit of total volatility

+1.93

Sortino ratioReturn per unit of downside risk

+2.76

Omega ratioGain probability vs. loss probability

1.41

1.04

+0.37

Calmar ratioReturn relative to maximum drawdown

2.58

0.16

+2.42

Martin ratioReturn relative to average drawdown

11.01

0.45

+10.56

EMB vs. MSD - Sharpe Ratio Comparison

The current EMB Sharpe Ratio is 2.09, which is higher than the MSD Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of EMB and MSD, 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


EMBMSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.09

0.16

+1.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.28

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.36

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.35

+0.09

Drawdowns

EMB vs. MSD - Drawdown Comparison

The maximum EMB drawdown since its inception was -34.70%, smaller than the maximum MSD drawdown of -58.51%. Use the drawdown chart below to compare losses from any high point for EMB and MSD.


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Drawdown Indicators


EMBMSDDifference

Max Drawdown

Largest peak-to-trough decline

-34.70%

-58.51%

+23.81%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-10.59%

+6.08%

Max Drawdown (3Y)

Largest decline over 3 years

-7.95%

-12.84%

+4.89%

Max Drawdown (5Y)

Largest decline over 5 years

-28.74%

-33.89%

+5.15%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

-37.50%

+8.76%

Current Drawdown

Current decline from peak

-0.37%

-7.38%

+7.01%

Average Drawdown

Average peak-to-trough decline

-5.06%

-11.30%

+6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

3.71%

-2.66%

Volatility

EMB vs. MSD - Volatility Comparison

The current volatility for iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) is 1.85%, while Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) has a volatility of 3.68%. This indicates that EMB experiences smaller price fluctuations and is considered to be less risky than MSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMBMSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.85%

3.68%

-1.83%

Volatility (6M)

Calculated over the trailing 6-month period

4.52%

8.26%

-3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

5.56%

10.29%

-4.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.75%

14.05%

-4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.96%

14.75%

-4.79%

Dividends

EMB vs. MSD - Dividend Comparison

EMB's dividend yield for the trailing twelve months is around 5.06%, less than MSD's 9.03% yield.


PositionTTM20252024202320222021202020192018201720162015
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
5.06%4.98%5.46%4.74%5.04%3.89%3.88%4.51%5.64%4.54%4.83%4.84%
MSD
Morgan Stanley Emerging Markets Debt Fund, Inc.
9.03%9.88%11.88%10.90%7.34%4.99%4.67%5.37%6.56%5.81%6.87%7.03%

Frequently Asked Questions


EMB and MSD have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSD has higher volatility (3.68%) compared to EMB (1.85%). In terms of maximum drawdown, EMB dropped -34.70% vs MSD's -58.51%.

EMB currently has the higher Sharpe Ratio (2.09 vs 0.16), 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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