EMBD vs. EMB
Compare and contrast key facts about Global X Emerging Markets Bond ETF (EMBD) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB).
EMBD and EMB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMBD is an actively managed fund by Global X. It was launched on Jun 1, 2020. 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.
Performance
EMBD vs. EMB - Performance Comparison
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EMBD vs. EMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EMBD Global X Emerging Markets Bond ETF | -1.48% | 12.55% | 6.76% | 10.60% | -13.84% | -1.84% | 11.53% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | -1.61% | 13.85% | 5.54% | 10.62% | -18.63% | -2.23% | 9.69% |
Returns By Period
In the year-to-date period, EMBD achieves a -1.48% return, which is significantly higher than EMB's -1.61% return.
EMBD
- 1D
- 1.08%
- 1M
- -3.00%
- YTD
- -1.48%
- 6M
- 1.30%
- 1Y
- 8.59%
- 3Y*
- 8.39%
- 5Y*
- 2.83%
- 10Y*
- —
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%
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EMBD vs. EMB - Expense Ratio Comparison
Both EMBD and EMB have an expense ratio of 0.39%.
Return for Risk
EMBD vs. EMB — Risk / Return Rank
EMBD
EMB
EMBD vs. EMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Bond ETF (EMBD) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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.
| EMBD | EMB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 1.32 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.86 | -0.01 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.28 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.07 | -0.04 |
Martin ratioReturn relative to average drawdown | 8.31 | 8.46 | -0.15 |
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
| EMBD | EMB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.32 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.18 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.42 | -0.01 |
Correlation
The correlation between EMBD and EMB is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EMBD vs. EMB - Dividend Comparison
EMBD's dividend yield for the trailing twelve months is around 5.74%, more than EMB's 5.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMBD Global X Emerging Markets Bond ETF | 5.74% | 5.48% | 5.83% | 5.29% | 4.53% | 4.99% | 3.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
EMBD vs. EMB - Drawdown Comparison
The maximum EMBD drawdown since its inception was -24.27%, smaller than the maximum EMB drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for EMBD and EMB.
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Drawdown Indicators
| EMBD | EMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.27% | -34.70% | +10.43% |
Max Drawdown (1Y)Largest decline over 1 year | -4.23% | -4.51% | +0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -24.27% | -28.74% | +4.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -28.74% | — |
Current DrawdownCurrent decline from peak | -3.20% | -3.50% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -5.10% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 1.10% | -0.07% |
Volatility
EMBD vs. EMB - Volatility Comparison
The current volatility for Global X Emerging Markets Bond ETF (EMBD) is 2.56%, while iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) has a volatility of 3.12%. This indicates that EMBD experiences smaller price fluctuations and is considered to be less risky than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMBD | EMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 3.12% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 4.28% | 4.01% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.51% | 6.95% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.14% | 9.75% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.96% | 9.94% | -0.98% |