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EMB vs. SPTL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMB vs. SPTL - 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 SPDR Portfolio Long Term Treasury ETF (SPTL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

Over the past 10 years, EMB has outperformed SPTL with an annualized return of 3.39%, while SPTL has yielded a comparatively lower -1.24% annualized return.


EMB

1D
0.09%
1M
2.17%
YTD
2.29%
6M
2.72%
1Y
11.53%
3Y*
9.63%
5Y*
1.79%
10Y*
3.39%

SPTL

1D
-0.31%
1M
2.61%
YTD
0.00%
6M
0.43%
1Y
4.20%
3Y*
-0.28%
5Y*
-5.55%
10Y*
-1.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMB vs. SPTL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
2.29%13.85%5.54%10.62%-18.63%-2.23%5.42%15.48%-5.47%10.28%
SPTL
SPDR Portfolio Long Term Treasury ETF
0.00%5.28%-6.23%3.30%-29.44%-4.99%18.07%13.74%-1.57%9.01%

Correlation

The correlation between EMB and SPTL is 0.72, 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

0.73

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

0.76

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

0.65

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

0.47

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2007

0.25

Over the past year, EMB and SPTL have become more correlated (0.72) than their long-term average of 0.25, meaning their price movements have been converging.

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Return for Risk

EMB vs. SPTL — Risk / Return Rank

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

EMB
EMB Risk / Return Rank: 6767
Overall Rank
EMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
EMB Sortino Ratio Rank: 7373
Sortino Ratio Rank
EMB Omega Ratio Rank: 7373
Omega Ratio Rank
EMB Calmar Ratio Rank: 5555
Calmar Ratio Rank
EMB Martin Ratio Rank: 6565
Martin Ratio Rank

SPTL
SPTL Risk / Return Rank: 1515
Overall Rank
SPTL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SPTL Sortino Ratio Rank: 1515
Sortino Ratio Rank
SPTL Omega Ratio Rank: 1414
Omega Ratio Rank
SPTL Calmar Ratio Rank: 1616
Calmar Ratio Rank
SPTL Martin Ratio Rank: 1515
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. SPTL - 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 SPDR Portfolio Long Term Treasury ETF (SPTL). 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.


EMBSPTLDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+2.22

Omega ratioGain probability vs. loss probability

1.37

1.07

+0.31

Calmar ratioReturn relative to maximum drawdown

2.41

0.46

+1.95

Martin ratioReturn relative to average drawdown

10.28

1.17

+9.11

EMB vs. SPTL - Sharpe Ratio Comparison

The current EMB Sharpe Ratio is 1.92, which is higher than the SPTL Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of EMB and SPTL, 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

EMB vs. SPTL - Drawdown Comparison

The maximum EMB drawdown since its inception was -34.70%, smaller than the maximum SPTL drawdown of -46.20%. Use the drawdown chart below to compare losses from any high point for EMB and SPTL.


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Drawdown Indicators


EMBSPTLDifference

Max Drawdown

Largest peak-to-trough decline

-34.70%

-46.20%

+11.50%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-7.04%

+2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-7.95%

-17.55%

+9.60%

Max Drawdown (5Y)

Largest decline over 5 years

-28.74%

-41.02%

+12.28%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

-46.20%

+17.46%

Current Drawdown

Current decline from peak

0.00%

-36.63%

+36.63%

Average Drawdown

Average peak-to-trough decline

-5.05%

-14.27%

+9.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

2.79%

-1.73%

Volatility

EMB vs. SPTL - Volatility Comparison

The current volatility for iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) is 2.02%, while SPDR Portfolio Long Term Treasury ETF (SPTL) has a volatility of 2.73%. This indicates that EMB experiences smaller price fluctuations and is considered to be less risky than SPTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMBSPTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.02%

2.73%

-0.71%

Volatility (6M)

Calculated over the trailing 6-month period

4.66%

6.12%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

5.67%

8.83%

-3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.76%

14.61%

-4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.96%

13.95%

-3.99%

EMB vs. SPTL - Expense Ratio Comparison

EMB has a 0.39% expense ratio, which is higher than SPTL's 0.03% expense ratio.


Dividends

EMB vs. SPTL - Dividend Comparison

EMB's dividend yield for the trailing twelve months is around 5.03%, more than SPTL's 4.20% yield.


PositionTTM20252024202320222021202020192018201720162015
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
5.03%4.98%5.46%4.74%5.04%3.89%3.88%4.51%5.64%4.54%4.83%4.84%
SPTL
SPDR Portfolio Long Term Treasury ETF
4.20%4.12%4.03%3.24%2.75%1.68%1.71%2.45%2.69%2.53%2.56%2.60%

Frequently Asked Questions


EMB and SPTL have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPTL has higher volatility (2.73%) compared to EMB (2.02%). In terms of maximum drawdown, EMB dropped -34.70% vs SPTL's -46.20%.

On 10-year performance, EMB leads with 3.39% vs -1.24% for SPTL. On fees, SPTL is cheaper at 0.03% per year. On volatility, EMB has been the lower-risk option at 2.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EMB has performed better with a 3.39% return vs -1.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPTL is cheaper with a 0.03% expense ratio, compared with 0.39% for EMB.

EMB has the higher dividend yield at 5.03%, compared with 4.20% for SPTL.

EMB is categorized as Emerging Markets Bonds, while SPTL is Government Bonds. EMB tracks JPMorgan EMBI Global Core Index, while SPTL tracks Bloomberg Long U.S. Treasury Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.39% for EMB and 0.03% for SPTL.

EMB currently has the higher Sharpe Ratio (1.92 vs 0.37), 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

Find the right allocation for EMB and SPTL

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