EMBD vs. VNQ
Compare and contrast key facts about Global X Emerging Markets Bond ETF (EMBD) and Vanguard Real Estate ETF (VNQ).
EMBD and VNQ 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. VNQ is a passively managed fund by Vanguard that tracks the performance of the MSCI US REIT Index. It was launched on Sep 23, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMBD or VNQ.
Key characteristics
| EMBD | VNQ | |
|---|---|---|
| YTD Return | 7.75% | 11.73% |
| 1Y Return | 16.86% | 33.45% |
| 3Y Return (Ann) | 0.57% | -0.66% |
| Sharpe Ratio | 2.09 | 1.83 |
| Sortino Ratio | 3.01 | 2.62 |
| Omega Ratio | 1.37 | 1.33 |
| Calmar Ratio | 1.09 | 1.01 |
| Martin Ratio | 13.76 | 7.04 |
| Ulcer Index | 1.17% | 4.45% |
| Daily Std Dev | 7.69% | 17.13% |
| Max Drawdown | -24.27% | -73.07% |
| Current Drawdown | -1.49% | -7.83% |
Correlation
The correlation between EMBD and VNQ is 0.41, 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. VNQ - Performance Comparison
In the year-to-date period, EMBD achieves a 7.75% return, which is significantly lower than VNQ's 11.73% 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. VNQ - Expense Ratio Comparison
EMBD has a 0.39% expense ratio, which is higher than VNQ's 0.12% expense ratio.
Risk-Adjusted Performance
EMBD vs. VNQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Bond ETF (EMBD) and Vanguard Real Estate ETF (VNQ). 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. VNQ - Dividend Comparison
EMBD's dividend yield for the trailing twelve months is around 5.47%, more than VNQ's 3.80% yield.
| 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% |
VNQ Vanguard Real Estate ETF | 3.80% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Drawdowns
EMBD vs. VNQ - Drawdown Comparison
The maximum EMBD drawdown since its inception was -24.27%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for EMBD and VNQ. For additional features, visit the drawdowns tool.
Volatility
EMBD vs. VNQ - Volatility Comparison
The current volatility for Global X Emerging Markets Bond ETF (EMBD) is 2.55%, while Vanguard Real Estate ETF (VNQ) has a volatility of 5.30%. This indicates that EMBD experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.