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EMB vs. VPL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMB vs. VPL - 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 Vanguard FTSE Pacific ETF (VPL). The values are adjusted to include any dividend payments, if applicable.

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EMB vs. VPL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
-1.61%13.85%5.54%10.62%-18.63%-2.23%5.42%15.48%-5.47%10.28%
VPL
Vanguard FTSE Pacific ETF
8.11%32.66%1.68%15.58%-15.20%1.10%16.65%18.16%-14.40%28.85%

Returns By Period

In the year-to-date period, EMB achieves a -1.61% return, which is significantly lower than VPL's 8.11% return. Over the past 10 years, EMB has underperformed VPL with an annualized return of 3.18%, while VPL has yielded a comparatively higher 9.19% annualized return.


EMB

1D
0.88%
1M
-3.49%
YTD
-1.61%
6M
1.15%
1Y
9.10%
3Y*
8.35%
5Y*
1.77%
10Y*
3.18%

VPL

1D
3.52%
1M
-10.28%
YTD
8.11%
6M
14.30%
1Y
39.82%
3Y*
16.85%
5Y*
6.86%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMB vs. VPL - Expense Ratio Comparison

EMB has a 0.39% expense ratio, which is higher than VPL's 0.08% expense ratio.


Return for Risk

EMB vs. VPL — Risk / Return Rank

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

EMB
EMB Risk / Return Rank: 7878
Overall Rank
EMB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EMB Sortino Ratio Rank: 7676
Sortino Ratio Rank
EMB Omega Ratio Rank: 7676
Omega Ratio Rank
EMB Calmar Ratio Rank: 8080
Calmar Ratio Rank
EMB Martin Ratio Rank: 8181
Martin Ratio Rank

VPL
VPL Risk / Return Rank: 9191
Overall Rank
VPL Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VPL Sortino Ratio Rank: 9191
Sortino Ratio Rank
VPL Omega Ratio Rank: 9191
Omega Ratio Rank
VPL Calmar Ratio Rank: 9090
Calmar Ratio Rank
VPL Martin Ratio Rank: 9191
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. VPL - 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 Vanguard FTSE Pacific ETF (VPL). 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.


EMBVPLDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.95

-0.64

Sortino ratio

Return per unit of downside risk

1.86

2.58

-0.72

Omega ratio

Gain probability vs. loss probability

1.28

1.38

-0.11

Calmar ratio

Return relative to maximum drawdown

2.07

2.91

-0.84

Martin ratio

Return relative to average drawdown

8.46

11.94

-3.48

EMB vs. VPL - Sharpe Ratio Comparison

The current EMB Sharpe Ratio is 1.32, which is lower than the VPL Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of EMB and VPL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMBVPLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.95

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.41

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.54

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.30

+0.12

Correlation

The correlation between EMB and VPL 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.


Dividends

EMB vs. VPL - Dividend Comparison

EMB's dividend yield for the trailing twelve months is around 5.09%, more than VPL's 3.28% yield.


TTM20252024202320222021202020192018201720162015
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
5.09%4.98%5.46%4.74%5.04%3.89%3.88%4.51%5.64%4.54%4.83%4.84%
VPL
Vanguard FTSE Pacific ETF
3.28%4.01%3.15%3.12%2.75%3.19%1.81%2.84%3.06%2.57%2.65%2.43%

Drawdowns

EMB vs. VPL - Drawdown Comparison

The maximum EMB drawdown since its inception was -34.70%, smaller than the maximum VPL drawdown of -55.49%. Use the drawdown chart below to compare losses from any high point for EMB and VPL.


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Drawdown Indicators


EMBVPLDifference

Max Drawdown

Largest peak-to-trough decline

-34.70%

-55.49%

+20.79%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-13.33%

+8.82%

Max Drawdown (5Y)

Largest decline over 5 years

-28.74%

-31.09%

+2.35%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

-33.90%

+5.16%

Current Drawdown

Current decline from peak

-3.50%

-10.28%

+6.78%

Average Drawdown

Average peak-to-trough decline

-5.10%

-11.71%

+6.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

3.25%

-2.15%

Volatility

EMB vs. VPL - Volatility Comparison

The current volatility for iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) is 3.12%, while Vanguard FTSE Pacific ETF (VPL) has a volatility of 10.59%. This indicates that EMB experiences smaller price fluctuations and is considered to be less risky than VPL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMBVPLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

10.59%

-7.47%

Volatility (6M)

Calculated over the trailing 6-month period

4.01%

14.73%

-10.72%

Volatility (1Y)

Calculated over the trailing 1-year period

6.95%

20.49%

-13.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.75%

16.81%

-7.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.94%

17.10%

-7.16%