EMBD vs. VWOB
Compare and contrast key facts about Global X Emerging Markets Bond ETF (EMBD) and Vanguard Emerging Markets Government Bond ETF (VWOB).
EMBD and VWOB 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. VWOB is a passively managed fund by Vanguard that tracks the performance of the Barclays USD Emerging Markets Government RIC Capped Index. It was launched on May 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMBD or VWOB.
Key characteristics
| EMBD | VWOB | |
|---|---|---|
| YTD Return | 7.29% | 6.14% |
| 1Y Return | 17.08% | 15.92% |
| 3Y Return (Ann) | 0.80% | -0.80% |
| Sharpe Ratio | 2.20 | 2.09 |
| Sortino Ratio | 3.15 | 3.11 |
| Omega Ratio | 1.39 | 1.38 |
| Calmar Ratio | 1.14 | 0.85 |
| Martin Ratio | 14.31 | 11.43 |
| Ulcer Index | 1.18% | 1.35% |
| Daily Std Dev | 7.68% | 7.38% |
| Max Drawdown | -24.27% | -26.97% |
| Current Drawdown | -1.92% | -5.07% |
Correlation
The correlation between EMBD and VWOB is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EMBD vs. VWOB - Performance Comparison
In the year-to-date period, EMBD achieves a 7.29% return, which is significantly higher than VWOB's 6.14% 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. VWOB - Expense Ratio Comparison
EMBD has a 0.39% expense ratio, which is higher than VWOB's 0.20% expense ratio.
Risk-Adjusted Performance
EMBD vs. VWOB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Emerging Markets Bond ETF (EMBD) and Vanguard Emerging Markets Government Bond ETF (VWOB). 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. VWOB - Dividend Comparison
EMBD's dividend yield for the trailing twelve months is around 5.49%, less than VWOB's 5.85% 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% |
VWOB Vanguard Emerging Markets Government Bond ETF | 5.85% | 5.50% | 5.31% | 4.04% | 4.18% | 4.58% | 4.53% | 4.61% | 4.71% | 4.93% | 4.49% | 2.39% |
Drawdowns
EMBD vs. VWOB - Drawdown Comparison
The maximum EMBD drawdown since its inception was -24.27%, smaller than the maximum VWOB drawdown of -26.97%. Use the drawdown chart below to compare losses from any high point for EMBD and VWOB. For additional features, visit the drawdowns tool.
Volatility
EMBD vs. VWOB - Volatility Comparison
Global X Emerging Markets Bond ETF (EMBD) has a higher volatility of 2.60% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 2.09%. This indicates that EMBD's price experiences larger fluctuations and is considered to be riskier than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.