EMBD vs. SCHE
Compare and contrast key facts about Global X Emerging Markets Bond ETF (EMBD) and Schwab Emerging Markets Equity ETF (SCHE).
EMBD and SCHE 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. SCHE is a passively managed fund by Charles Schwab that tracks the performance of the FTSE All-World Emerging. It was launched on Jan 14, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMBD or SCHE.
Key characteristics
| EMBD | SCHE | |
|---|---|---|
| YTD Return | 7.30% | 15.44% |
| 1Y Return | 16.09% | 22.31% |
| 3Y Return (Ann) | 0.49% | 0.29% |
| Sharpe Ratio | 2.14 | 1.51 |
| Sortino Ratio | 3.07 | 2.19 |
| Omega Ratio | 1.38 | 1.27 |
| Calmar Ratio | 1.11 | 0.83 |
| Martin Ratio | 14.06 | 8.42 |
| Ulcer Index | 1.17% | 2.65% |
| Daily Std Dev | 7.66% | 14.76% |
| Max Drawdown | -24.27% | -36.16% |
| Current Drawdown | -1.90% | -9.16% |
Correlation
The correlation between EMBD and SCHE is 0.40, 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.
Performance
EMBD vs. SCHE - Performance Comparison
In the year-to-date period, EMBD achieves a 7.30% return, which is significantly lower than SCHE's 15.44% 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. SCHE - Expense Ratio Comparison
EMBD has a 0.39% expense ratio, which is higher than SCHE's 0.11% expense ratio.
Risk-Adjusted Performance
EMBD vs. SCHE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Bond ETF (EMBD) and Schwab Emerging Markets Equity ETF (SCHE). 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. SCHE - Dividend Comparison
EMBD's dividend yield for the trailing twelve months is around 5.49%, more than SCHE's 3.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMBD Global X Emerging Markets Bond ETF | 5.49% | 5.29% | 4.53% | 4.99% | 3.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHE Schwab Emerging Markets Equity ETF | 3.00% | 3.83% | 2.87% | 2.86% | 2.09% | 3.27% | 2.69% | 2.31% | 2.26% | 2.50% | 2.86% | 2.56% |
Drawdowns
EMBD vs. SCHE - Drawdown Comparison
The maximum EMBD drawdown since its inception was -24.27%, smaller than the maximum SCHE drawdown of -36.16%. Use the drawdown chart below to compare losses from any high point for EMBD and SCHE. For additional features, visit the drawdowns tool.
Volatility
EMBD vs. SCHE - Volatility Comparison
The current volatility for Global X Emerging Markets Bond ETF (EMBD) is 2.41%, while Schwab Emerging Markets Equity ETF (SCHE) has a volatility of 3.70%. This indicates that EMBD experiences smaller price fluctuations and is considered to be less risky than SCHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.