EMBUX vs. TQQQ
Compare and contrast key facts about VanEck Emerging Markets Bond Fund (EMBUX) and ProShares UltraPro QQQ (TQQQ).
EMBUX is managed by VanEck. It was launched on Jul 8, 2012. TQQQ is a passively managed fund by ProShares that tracks the performance of the NASDAQ-100 Index (300%). It was launched on Feb 9, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMBUX or TQQQ.
Key characteristics
| EMBUX | TQQQ | |
|---|---|---|
| YTD Return | 4.38% | 59.60% |
| 1Y Return | 10.65% | 88.74% |
| 3Y Return (Ann) | 1.89% | 0.01% |
| 5Y Return (Ann) | 3.73% | 34.59% |
| 10Y Return (Ann) | 1.94% | 35.45% |
| Sharpe Ratio | 2.13 | 1.74 |
| Sortino Ratio | 3.24 | 2.17 |
| Omega Ratio | 1.40 | 1.29 |
| Calmar Ratio | 1.24 | 1.75 |
| Martin Ratio | 9.41 | 7.20 |
| Ulcer Index | 1.15% | 12.41% |
| Daily Std Dev | 5.11% | 51.33% |
| Max Drawdown | -25.11% | -81.66% |
| Current Drawdown | -3.74% | -6.61% |
Correlation
The correlation between EMBUX and TQQQ is 0.28, 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
EMBUX vs. TQQQ - Performance Comparison
In the year-to-date period, EMBUX achieves a 4.38% return, which is significantly lower than TQQQ's 59.60% return. Over the past 10 years, EMBUX has underperformed TQQQ with an annualized return of 1.94%, while TQQQ has yielded a comparatively higher 35.45% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EMBUX vs. TQQQ - Expense Ratio Comparison
Both EMBUX and TQQQ have an expense ratio of 0.95%.
Risk-Adjusted Performance
EMBUX vs. TQQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Emerging Markets Bond Fund (EMBUX) and ProShares UltraPro QQQ (TQQQ). 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
EMBUX vs. TQQQ - Dividend Comparison
EMBUX's dividend yield for the trailing twelve months is around 8.11%, more than TQQQ's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMBUX VanEck Emerging Markets Bond Fund | 8.11% | 6.89% | 8.21% | 5.51% | 6.57% | 7.89% | 7.25% | 7.66% | 3.94% | 6.84% | 6.61% | 6.48% |
TQQQ ProShares UltraPro QQQ | 1.19% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
Drawdowns
EMBUX vs. TQQQ - Drawdown Comparison
The maximum EMBUX drawdown since its inception was -25.11%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for EMBUX and TQQQ. For additional features, visit the drawdowns tool.
Volatility
EMBUX vs. TQQQ - Volatility Comparison
The current volatility for VanEck Emerging Markets Bond Fund (EMBUX) is 1.83%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 14.91%. This indicates that EMBUX experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.