EMBD vs. EPI
Compare and contrast key facts about Global X Emerging Markets Bond ETF (EMBD) and WisdomTree India Earnings Fund (EPI).
EMBD and EPI 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. EPI is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree India Earnings Index. It was launched on Feb 22, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMBD or EPI.
Key characteristics
| EMBD | EPI | |
|---|---|---|
| YTD Return | 7.75% | 14.54% |
| 1Y Return | 16.86% | 28.55% |
| 3Y Return (Ann) | 0.57% | 9.27% |
| Sharpe Ratio | 2.09 | 1.67 |
| Sortino Ratio | 3.01 | 2.06 |
| Omega Ratio | 1.37 | 1.33 |
| Calmar Ratio | 1.09 | 3.50 |
| Martin Ratio | 13.76 | 10.58 |
| Ulcer Index | 1.17% | 2.60% |
| Daily Std Dev | 7.69% | 16.48% |
| Max Drawdown | -24.27% | -66.21% |
| Current Drawdown | -1.49% | -7.60% |
Correlation
The correlation between EMBD and EPI is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EMBD vs. EPI - Performance Comparison
In the year-to-date period, EMBD achieves a 7.75% return, which is significantly lower than EPI's 14.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EMBD vs. EPI - Expense Ratio Comparison
EMBD has a 0.39% expense ratio, which is lower than EPI's 0.84% expense ratio.
Risk-Adjusted Performance
EMBD vs. EPI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Bond ETF (EMBD) and WisdomTree India Earnings Fund (EPI). 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
EMBD vs. EPI - Dividend Comparison
EMBD's dividend yield for the trailing twelve months is around 5.47%, while EPI has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMBD Global X Emerging Markets Bond ETF | 5.47% | 5.29% | 4.53% | 4.99% | 3.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPI WisdomTree India Earnings Fund | 0.00% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.04% | 1.20% | 1.02% | 0.75% |
Drawdowns
EMBD vs. EPI - Drawdown Comparison
The maximum EMBD drawdown since its inception was -24.27%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for EMBD and EPI. For additional features, visit the drawdowns tool.
Volatility
EMBD vs. EPI - Volatility Comparison
The current volatility for Global X Emerging Markets Bond ETF (EMBD) is 2.55%, while WisdomTree India Earnings Fund (EPI) has a volatility of 3.75%. This indicates that EMBD experiences smaller price fluctuations and is considered to be less risky than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.