PortfoliosLab logoPortfoliosLab logo
EMHC vs. EMCB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMHC vs. EMCB - Performance Comparison

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

Loading graphics...

EMHC vs. EMCB - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EMHC
SPDR Bloomberg Emerging Markets USD Bond ETF
-1.69%14.07%3.52%10.06%-17.75%1.68%
EMCB
WisdomTree Emerging Markets Corporate Bond Fund
-0.18%8.19%7.11%8.76%-12.98%0.72%

Returns By Period

In the year-to-date period, EMHC achieves a -1.69% return, which is significantly lower than EMCB's -0.18% return.


EMHC

1D
0.81%
1M
-3.43%
YTD
-1.69%
6M
1.67%
1Y
9.31%
3Y*
7.46%
5Y*
10Y*

EMCB

1D
0.28%
1M
-2.79%
YTD
-0.18%
6M
0.49%
1Y
5.71%
3Y*
7.32%
5Y*
2.02%
10Y*
4.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EMHC vs. EMCB - Expense Ratio Comparison

EMHC has a 0.23% expense ratio, which is lower than EMCB's 0.60% expense ratio.


Return for Risk

EMHC vs. EMCB — Risk / Return Rank

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

EMHC
EMHC Risk / Return Rank: 7878
Overall Rank
EMHC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EMHC Sortino Ratio Rank: 7979
Sortino Ratio Rank
EMHC Omega Ratio Rank: 7777
Omega Ratio Rank
EMHC Calmar Ratio Rank: 8080
Calmar Ratio Rank
EMHC Martin Ratio Rank: 8181
Martin Ratio Rank

EMCB
EMCB Risk / Return Rank: 5858
Overall Rank
EMCB Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
EMCB Sortino Ratio Rank: 4242
Sortino Ratio Rank
EMCB Omega Ratio Rank: 5353
Omega Ratio Rank
EMCB Calmar Ratio Rank: 7676
Calmar Ratio Rank
EMCB Martin Ratio Rank: 7777
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.

EMHC vs. EMCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC) and WisdomTree Emerging Markets Corporate Bond Fund (EMCB). 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.


EMHCEMCBDifference

Sharpe ratio

Return per unit of total volatility

1.38

0.77

+0.62

Sortino ratio

Return per unit of downside risk

2.01

1.14

+0.87

Omega ratio

Gain probability vs. loss probability

1.29

1.19

+0.09

Calmar ratio

Return relative to maximum drawdown

2.18

1.97

+0.21

Martin ratio

Return relative to average drawdown

8.84

8.13

+0.71

EMHC vs. EMCB - Sharpe Ratio Comparison

The current EMHC Sharpe Ratio is 1.38, which is higher than the EMCB Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of EMHC and EMCB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EMHCEMCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

0.77

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.45

-0.30

Correlation

The correlation between EMHC and EMCB is 0.53, 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.


Dividends

EMHC vs. EMCB - Dividend Comparison

EMHC's dividend yield for the trailing twelve months is around 6.33%, more than EMCB's 5.46% yield.


TTM20252024202320222021202020192018201720162015
EMHC
SPDR Bloomberg Emerging Markets USD Bond ETF
6.33%6.16%5.95%5.12%5.11%2.97%0.00%0.00%0.00%0.00%0.00%0.00%
EMCB
WisdomTree Emerging Markets Corporate Bond Fund
5.46%5.47%5.29%5.09%4.04%3.43%3.85%4.17%4.20%4.04%4.08%5.09%

Drawdowns

EMHC vs. EMCB - Drawdown Comparison

The maximum EMHC drawdown since its inception was -28.03%, which is greater than EMCB's maximum drawdown of -22.81%. Use the drawdown chart below to compare losses from any high point for EMHC and EMCB.


Loading graphics...

Drawdown Indicators


EMHCEMCBDifference

Max Drawdown

Largest peak-to-trough decline

-28.03%

-22.81%

-5.22%

Max Drawdown (1Y)

Largest decline over 1 year

-4.37%

-3.43%

-0.94%

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

-3.44%

-2.79%

-0.65%

Average Drawdown

Average peak-to-trough decline

-10.22%

-4.27%

-5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

0.83%

+0.25%

Volatility

EMHC vs. EMCB - Volatility Comparison

SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC) has a higher volatility of 2.75% compared to WisdomTree Emerging Markets Corporate Bond Fund (EMCB) at 1.20%. This indicates that EMHC's price experiences larger fluctuations and is considered to be riskier than EMCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EMHCEMCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.75%

1.20%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

3.85%

2.49%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

6.76%

7.54%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.05%

7.02%

+2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.05%

8.52%

+0.53%