EMBD vs. TAGS
Compare and contrast key facts about Global X Emerging Markets Bond ETF (EMBD) and Teucrium Agricultural Fund (TAGS).
EMBD and TAGS 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. TAGS is a passively managed fund by Teucrium that tracks the performance of the Teucrium TAGS Index. It was launched on Mar 28, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMBD or TAGS.
Key characteristics
| EMBD | TAGS | |
|---|---|---|
| YTD Return | 8.02% | -11.66% |
| 1Y Return | 17.65% | -15.90% |
| 3Y Return (Ann) | 1.03% | -1.97% |
| Sharpe Ratio | 2.24 | -1.29 |
| Sortino Ratio | 3.21 | -1.82 |
| Omega Ratio | 1.40 | 0.81 |
| Calmar Ratio | 1.16 | -0.26 |
| Martin Ratio | 14.63 | -1.23 |
| Ulcer Index | 1.17% | 13.59% |
| Daily Std Dev | 7.66% | 12.90% |
| Max Drawdown | -24.27% | -76.40% |
| Current Drawdown | -1.25% | -61.21% |
Correlation
The correlation between EMBD and TAGS is 0.02, 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. TAGS - Performance Comparison
In the year-to-date period, EMBD achieves a 8.02% return, which is significantly higher than TAGS's -11.66% 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. TAGS - Expense Ratio Comparison
EMBD has a 0.39% expense ratio, which is higher than TAGS's 0.21% expense ratio.
Risk-Adjusted Performance
EMBD vs. TAGS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Bond ETF (EMBD) and Teucrium Agricultural Fund (TAGS). 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. TAGS - Dividend Comparison
EMBD's dividend yield for the trailing twelve months is around 5.45%, while TAGS has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
EMBD Global X Emerging Markets Bond ETF | 5.45% | 5.29% | 4.53% | 4.99% | 3.35% |
TAGS Teucrium Agricultural Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EMBD vs. TAGS - Drawdown Comparison
The maximum EMBD drawdown since its inception was -24.27%, smaller than the maximum TAGS drawdown of -76.40%. Use the drawdown chart below to compare losses from any high point for EMBD and TAGS. For additional features, visit the drawdowns tool.
Volatility
EMBD vs. TAGS - Volatility Comparison
The current volatility for Global X Emerging Markets Bond ETF (EMBD) is 2.56%, while Teucrium Agricultural Fund (TAGS) has a volatility of 3.22%. This indicates that EMBD experiences smaller price fluctuations and is considered to be less risky than TAGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.