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.
Performance
EMB vs. VPL - Performance Comparison
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EMB vs. VPL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
EMB
VPL
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.
| EMB | VPL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.95 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.86 | 2.58 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.38 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.07 | 2.91 | -0.84 |
Martin ratioReturn relative to average drawdown | 8.46 | 11.94 | -3.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMB | VPL | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| EMB | VPL | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -3.50% | -10.28% | +6.78% |
Average DrawdownAverage peak-to-trough decline | -5.10% | -11.71% | +6.61% |
Ulcer IndexDepth 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
| EMB | VPL | Difference | |
|---|---|---|---|
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% |