EMBD vs. STIP
Compare and contrast key facts about Global X Emerging Markets Bond ETF (EMBD) and iShares 0-5 Year TIPS Bond ETF (STIP).
EMBD and STIP 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. STIP is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Dec 1, 2010.
Performance
EMBD vs. STIP - Performance Comparison
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EMBD vs. STIP - 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% |
STIP iShares 0-5 Year TIPS Bond ETF | 1.02% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 3.62% |
Returns By Period
In the year-to-date period, EMBD achieves a -1.48% return, which is significantly lower than STIP's 1.02% return.
EMBD
- 1D
- 1.08%
- 1M
- -3.00%
- YTD
- -1.48%
- 6M
- 1.30%
- 1Y
- 8.59%
- 3Y*
- 8.39%
- 5Y*
- 2.83%
- 10Y*
- —
STIP
- 1D
- 0.05%
- 1M
- 0.11%
- YTD
- 1.02%
- 6M
- 1.38%
- 1Y
- 3.99%
- 3Y*
- 4.69%
- 5Y*
- 3.49%
- 10Y*
- 3.11%
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EMBD vs. STIP - Expense Ratio Comparison
EMBD has a 0.39% expense ratio, which is higher than STIP's 0.06% expense ratio.
Return for Risk
EMBD vs. STIP — Risk / Return Rank
EMBD
STIP
EMBD vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Bond ETF (EMBD) and iShares 0-5 Year TIPS Bond ETF (STIP). 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 | STIP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 2.19 | -0.86 |
Sortino ratioReturn per unit of downside risk | 1.85 | 3.34 | -1.49 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.47 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 4.30 | -2.27 |
Martin ratioReturn relative to average drawdown | 8.31 | 14.63 | -6.32 |
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 | STIP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 2.19 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 1.27 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.27 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 1.05 | -0.64 |
Correlation
The correlation between EMBD and STIP is 0.38, 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.
Dividends
EMBD vs. STIP - Dividend Comparison
EMBD's dividend yield for the trailing twelve months is around 5.74%, more than STIP's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.93% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% |
Drawdowns
EMBD vs. STIP - Drawdown Comparison
The maximum EMBD drawdown since its inception was -24.27%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for EMBD and STIP.
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Drawdown Indicators
| EMBD | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.27% | -5.50% | -18.77% |
Max Drawdown (1Y)Largest decline over 1 year | -4.23% | -0.95% | -3.28% |
Max Drawdown (5Y)Largest decline over 5 years | -24.27% | -5.50% | -18.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.50% | — |
Current DrawdownCurrent decline from peak | -3.20% | -0.24% | -2.96% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -1.00% | -5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.03% | 0.28% | +0.75% |
Volatility
EMBD vs. STIP - Volatility Comparison
Global X Emerging Markets Bond ETF (EMBD) has a higher volatility of 2.56% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.59%. This indicates that EMBD's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMBD | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.56% | 0.59% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 4.28% | 0.97% | +3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.51% | 1.83% | +4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.14% | 2.76% | +6.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.96% | 2.45% | +6.51% |