EMB vs. VPL
Compare and contrast key facts about iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) and Vanguard FTSE Pacific ETF (VPL).
EMB and VPL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMB is a passively managed fund by iShares that tracks the performance of the JPMorgan EMBI Global Core Index. It was launched on Dec 17, 2007. VPL is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Asia Pacific Index. It was launched on Mar 4, 2005. Both EMB and VPL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMB or VPL.
Performance
EMB vs. VPL - Performance Comparison
Returns By Period
In the year-to-date period, EMB achieves a 5.86% return, which is significantly higher than VPL's 2.79% return. Over the past 10 years, EMB has underperformed VPL with an annualized return of 2.45%, while VPL has yielded a comparatively higher 4.85% annualized return.
EMB
5.86%
-1.69%
3.69%
12.86%
0.29%
2.45%
VPL
2.79%
-4.66%
-1.86%
10.46%
3.85%
4.85%
Key characteristics
| EMB | VPL | |
|---|---|---|
| Sharpe Ratio | 1.87 | 0.69 |
| Sortino Ratio | 2.72 | 1.04 |
| Omega Ratio | 1.33 | 1.13 |
| Calmar Ratio | 0.78 | 0.69 |
| Martin Ratio | 10.08 | 3.23 |
| Ulcer Index | 1.41% | 3.23% |
| Daily Std Dev | 7.56% | 15.03% |
| Max Drawdown | -34.70% | -55.49% |
| Current Drawdown | -7.27% | -8.16% |
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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.
Correlation
The correlation between EMB and VPL is 0.41, 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.
Risk-Adjusted Performance
EMB vs. VPL - Risk-Adjusted Performance 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.
Dividends
EMB vs. VPL - Dividend Comparison
EMB's dividend yield for the trailing twelve months is around 4.96%, more than VPL's 3.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 4.96% | 4.74% | 5.04% | 3.90% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% | 4.56% | 4.75% |
VPL Vanguard FTSE Pacific ETF | 3.14% | 3.12% | 2.75% | 3.19% | 1.81% | 2.85% | 3.06% | 2.57% | 2.65% | 2.43% | 2.69% | 2.49% |
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. For additional features, visit the drawdowns tool.
Volatility
EMB vs. VPL - Volatility Comparison
The current volatility for iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) is 2.12%, while Vanguard FTSE Pacific ETF (VPL) has a volatility of 4.02%. 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.