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EMCB vs. GEMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMCB vs. GEMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Corporate Bond Fund (EMCB) and Goldman Sachs Access Emerging Markets USD Bond ETF (GEMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMCB achieves a 2.12% return, which is significantly lower than GEMD's 2.26% return.


EMCB

1D
-0.17%
1M
1.01%
YTD
2.12%
6M
1.71%
1Y
6.40%
3Y*
7.72%
5Y*
2.13%
10Y*
4.25%

GEMD

1D
-0.04%
1M
1.79%
YTD
2.26%
6M
2.29%
1Y
10.81%
3Y*
8.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMCB vs. GEMD - Yearly Performance Comparison


2026 (YTD)2025202420232022
EMCB
WisdomTree Emerging Markets Corporate Bond Fund
2.12%8.19%7.11%8.76%-9.67%
GEMD
Goldman Sachs Access Emerging Markets USD Bond ETF
2.26%13.67%3.31%8.51%-15.70%

Correlation

The correlation between EMCB and GEMD is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2022

0.53

The correlation between EMCB and GEMD shifts across timeframes, from 0.41 (3 years) to 0.53 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EMCB vs. GEMD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EMCB
EMCB Risk / Return Rank: 5252
Overall Rank
EMCB Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EMCB Sortino Ratio Rank: 5858
Sortino Ratio Rank
EMCB Omega Ratio Rank: 5757
Omega Ratio Rank
EMCB Calmar Ratio Rank: 4444
Calmar Ratio Rank
EMCB Martin Ratio Rank: 4747
Martin Ratio Rank

GEMD
GEMD Risk / Return Rank: 6161
Overall Rank
GEMD Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GEMD Sortino Ratio Rank: 6868
Sortino Ratio Rank
GEMD Omega Ratio Rank: 6666
Omega Ratio Rank
GEMD Calmar Ratio Rank: 5151
Calmar Ratio Rank
GEMD Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EMCB vs. GEMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Corporate Bond Fund (EMCB) and Goldman Sachs Access Emerging Markets USD Bond ETF (GEMD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMCBGEMDDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.33

1.36

-0.04

Calmar ratioReturn relative to maximum drawdown

2.10

2.34

-0.24

Martin ratioReturn relative to average drawdown

7.40

9.83

-2.43

EMCB vs. GEMD - Sharpe Ratio Comparison

The current EMCB Sharpe Ratio is 1.70, which is comparable to the GEMD Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of EMCB and GEMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EMCB vs. GEMD - Drawdown Comparison

The maximum EMCB drawdown since its inception was -22.81%, smaller than the maximum GEMD drawdown of -24.56%. Use the drawdown chart below to compare losses from any high point for EMCB and GEMD.


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Drawdown Indicators


EMCBGEMDDifference

Max Drawdown

Largest peak-to-trough decline

-22.81%

-24.56%

+1.75%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-4.64%

+1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-4.20%

-7.69%

+3.49%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

Max Drawdown (10Y)

Largest decline over 10 years

-22.81%

Current Drawdown

Current decline from peak

-0.55%

-0.42%

-0.13%

Average Drawdown

Average peak-to-trough decline

-4.22%

-8.09%

+3.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

1.10%

-0.23%

Volatility

EMCB vs. GEMD - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Corporate Bond Fund (EMCB) is 1.47%, while Goldman Sachs Access Emerging Markets USD Bond ETF (GEMD) has a volatility of 1.81%. This indicates that EMCB experiences smaller price fluctuations and is considered to be less risky than GEMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMCBGEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.47%

1.81%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

4.59%

-1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

3.79%

5.67%

-1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.93%

9.92%

-2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.46%

9.92%

-1.46%

EMCB vs. GEMD - Expense Ratio Comparison

EMCB has a 0.60% expense ratio, which is higher than GEMD's 0.39% expense ratio.


Dividends

EMCB vs. GEMD - Dividend Comparison

EMCB's dividend yield for the trailing twelve months is around 5.35%, less than GEMD's 5.65% yield.


PositionTTM20252024202320222021202020192018201720162015
EMCB
WisdomTree Emerging Markets Corporate Bond Fund
5.35%5.47%5.29%5.09%4.04%3.43%3.85%4.17%4.20%4.04%4.08%5.09%
GEMD
Goldman Sachs Access Emerging Markets USD Bond ETF
5.65%6.32%5.79%5.70%5.42%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMCB and GEMD have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GEMD has higher volatility (1.81%) compared to EMCB (1.47%). In terms of maximum drawdown, EMCB dropped -22.81% vs GEMD's -24.56%.

On 3-year performance, GEMD leads with 8.14% vs 7.72% for EMCB. On fees, GEMD is cheaper at 0.39% per year. On volatility, EMCB has been the lower-risk option at 1.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GEMD has performed better with a 8.14% return vs 7.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GEMD is cheaper with a 0.39% expense ratio, compared with 0.60% for EMCB.

GEMD has the higher dividend yield at 5.65%, compared with 5.35% for EMCB.

They also come from different issuers: WisdomTree and Goldman Sachs. Their fees differ too: 0.60% for EMCB and 0.39% for GEMD.

GEMD currently has the higher Sharpe Ratio (1.92 vs 1.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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