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EMBD vs. TAGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EMBD and TAGS is 0.03, 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.


-0.50.00.51.00.0

Performance

EMBD vs. TAGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Emerging Markets Bond ETF (EMBD) and Teucrium Agricultural Fund (TAGS). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.54%
-6.59%
EMBD
TAGS

Key characteristics

Sharpe Ratio

EMBD:

0.98

TAGS:

-1.23

Sortino Ratio

EMBD:

1.40

TAGS:

-1.73

Omega Ratio

EMBD:

1.17

TAGS:

0.82

Calmar Ratio

EMBD:

0.76

TAGS:

-0.24

Martin Ratio

EMBD:

5.47

TAGS:

-1.41

Ulcer Index

EMBD:

1.29%

TAGS:

10.95%

Daily Std Dev

EMBD:

7.25%

TAGS:

12.61%

Max Drawdown

EMBD:

-24.27%

TAGS:

-76.40%

Current Drawdown

EMBD:

-2.43%

TAGS:

-63.21%

Returns By Period

In the year-to-date period, EMBD achieves a 6.72% return, which is significantly higher than TAGS's -16.22% return.


EMBD

YTD

6.72%

1M

-0.54%

6M

3.53%

1Y

7.02%

5Y*

N/A

10Y*

N/A

TAGS

YTD

-16.22%

1M

-3.45%

6M

-7.83%

1Y

-15.74%

5Y*

4.84%

10Y*

-2.64%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EMBD vs. TAGS - Expense Ratio Comparison

EMBD has a 0.39% expense ratio, which is higher than TAGS's 0.21% expense ratio.


EMBD
Global X Emerging Markets Bond ETF
Expense ratio chart for EMBD: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for TAGS: current value at 0.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.21%

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.


Sharpe ratio
The chart of Sharpe ratio for EMBD, currently valued at 0.98, compared to the broader market0.002.004.000.98-1.23
The chart of Sortino ratio for EMBD, currently valued at 1.40, compared to the broader market-2.000.002.004.006.008.0010.001.40-1.73
The chart of Omega ratio for EMBD, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.170.82
The chart of Calmar ratio for EMBD, currently valued at 0.76, compared to the broader market0.005.0010.0015.000.76-0.47
The chart of Martin ratio for EMBD, currently valued at 5.47, compared to the broader market0.0020.0040.0060.0080.00100.005.47-1.41
EMBD
TAGS

The current EMBD Sharpe Ratio is 0.98, which is higher than the TAGS Sharpe Ratio of -1.23. The chart below compares the historical Sharpe Ratios of EMBD and TAGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.98
-1.23
EMBD
TAGS

Dividends

EMBD vs. TAGS - Dividend Comparison

EMBD's dividend yield for the trailing twelve months is around 5.57%, while TAGS has not paid dividends to shareholders.


TTM2023202220212020
EMBD
Global X Emerging Markets Bond ETF
5.57%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.43%
-31.84%
EMBD
TAGS

Volatility

EMBD vs. TAGS - Volatility Comparison

The current volatility for Global X Emerging Markets Bond ETF (EMBD) is 1.98%, while Teucrium Agricultural Fund (TAGS) has a volatility of 2.98%. 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.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
1.98%
2.98%
EMBD
TAGS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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