EMBD vs. VOO
Compare and contrast key facts about Global X Emerging Markets Bond ETF (EMBD) and Vanguard S&P 500 ETF (VOO).
EMBD and VOO 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. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMBD or VOO.
Key characteristics
| EMBD | VOO | |
|---|---|---|
| YTD Return | 7.35% | 26.94% |
| 1Y Return | 15.32% | 35.06% |
| 3Y Return (Ann) | 0.82% | 10.23% |
| Sharpe Ratio | 2.23 | 3.08 |
| Sortino Ratio | 3.20 | 4.09 |
| Omega Ratio | 1.40 | 1.58 |
| Calmar Ratio | 1.28 | 4.46 |
| Martin Ratio | 14.49 | 20.36 |
| Ulcer Index | 1.18% | 1.85% |
| Daily Std Dev | 7.67% | 12.23% |
| Max Drawdown | -24.27% | -33.99% |
| Current Drawdown | -1.86% | -0.25% |
Correlation
The correlation between EMBD and VOO is 0.42, 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. VOO - Performance Comparison
In the year-to-date period, EMBD achieves a 7.35% return, which is significantly lower than VOO's 26.94% 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. VOO - Expense Ratio Comparison
EMBD has a 0.39% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
EMBD vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Bond ETF (EMBD) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
EMBD's dividend yield for the trailing twelve months is around 5.49%, more than VOO's 1.23% 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% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
EMBD vs. VOO - Drawdown Comparison
The maximum EMBD drawdown since its inception was -24.27%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EMBD and VOO. For additional features, visit the drawdowns tool.
Volatility
EMBD vs. VOO - Volatility Comparison
The current volatility for Global X Emerging Markets Bond ETF (EMBD) is 2.49%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.78%. This indicates that EMBD experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.