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EMHC vs. GEMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMHC vs. GEMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC) 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

The year-to-date returns for both investments are quite close, with EMHC having a 1.57% return and GEMD slightly higher at 1.64%.


EMHC

1D
-0.32%
1M
1.13%
YTD
1.57%
6M
1.74%
1Y
11.54%
3Y*
8.74%
5Y*
1.55%
10Y*

GEMD

1D
-0.41%
1M
1.17%
YTD
1.64%
6M
1.49%
1Y
11.06%
3Y*
8.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMHC vs. GEMD - Yearly Performance Comparison


2026 (YTD)2025202420232022
EMHC
SPDR Bloomberg Emerging Markets USD Bond ETF
1.57%14.07%3.52%10.06%-13.07%
GEMD
Goldman Sachs Access Emerging Markets USD Bond ETF
1.64%13.67%3.31%8.51%-15.70%

Correlation

The correlation between EMHC and GEMD is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.95

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2022

0.95

The correlation between EMHC and GEMD has been stable across timeframes, ranging from 0.95 to 0.95 - a consistent structural relationship.

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Return for Risk

EMHC vs. GEMD — Risk / Return Rank

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

EMHC
EMHC Risk / Return Rank: 6464
Overall Rank
EMHC Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EMHC Sortino Ratio Rank: 7171
Sortino Ratio Rank
EMHC Omega Ratio Rank: 6868
Omega Ratio Rank
EMHC Calmar Ratio Rank: 5353
Calmar Ratio Rank
EMHC Martin Ratio Rank: 6262
Martin Ratio Rank

GEMD
GEMD Risk / Return Rank: 5959
Overall Rank
GEMD Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GEMD Sortino Ratio Rank: 6464
Sortino Ratio Rank
GEMD Omega Ratio Rank: 6464
Omega Ratio Rank
GEMD Calmar Ratio Rank: 4949
Calmar Ratio Rank
GEMD Martin Ratio Rank: 5858
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. GEMD - Risk-Adjusted Trends Comparison

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


EMHCGEMDDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

1.41

1.38

+0.03

Calmar ratioReturn relative to maximum drawdown

2.65

2.39

+0.26

Martin ratioReturn relative to average drawdown

11.09

10.09

+1.00

EMHC vs. GEMD - Sharpe Ratio Comparison

The current EMHC Sharpe Ratio is 2.14, which is comparable to the GEMD Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of EMHC 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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Sharpe Ratios by Period


EMHCGEMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

2.01

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.21

+0.01

Drawdowns

EMHC vs. GEMD - Drawdown Comparison

The maximum EMHC drawdown since its inception was -28.03%, which is greater than GEMD's maximum drawdown of -24.56%. Use the drawdown chart below to compare losses from any high point for EMHC and GEMD.


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Drawdown Indicators


EMHCGEMDDifference

Max Drawdown

Largest peak-to-trough decline

-28.03%

-24.56%

-3.47%

Max Drawdown (1Y)

Largest decline over 1 year

-4.37%

-4.64%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-7.67%

-7.69%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

Current Drawdown

Current decline from peak

-0.32%

-0.43%

+0.11%

Average Drawdown

Average peak-to-trough decline

-9.91%

-8.19%

-1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

1.10%

-0.06%

Volatility

EMHC vs. GEMD - Volatility Comparison

SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC) and Goldman Sachs Access Emerging Markets USD Bond ETF (GEMD) have volatilities of 1.89% and 1.84%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMHCGEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

1.84%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

4.16%

4.40%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

5.43%

5.53%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.06%

9.95%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.96%

9.95%

-0.99%

EMHC vs. GEMD - Expense Ratio Comparison

EMHC has a 0.23% expense ratio, which is lower than GEMD's 0.39% expense ratio.


Dividends

EMHC vs. GEMD - Dividend Comparison

EMHC's dividend yield for the trailing twelve months is around 6.11%, more than GEMD's 5.69% yield.


PositionTTM20252024202320222021
EMHC
SPDR Bloomberg Emerging Markets USD Bond ETF
6.11%6.16%5.95%5.12%5.11%2.97%
GEMD
Goldman Sachs Access Emerging Markets USD Bond ETF
5.69%6.32%5.79%5.70%5.42%0.00%

Frequently Asked Questions


With a correlation of 0.95, EMHC and GEMD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

EMHC has higher volatility (1.89%) compared to GEMD (1.84%). In terms of maximum drawdown, EMHC dropped -28.03% vs GEMD's -24.56%.

On 3-year performance, EMHC leads with 8.74% vs 8.37% for GEMD. On fees, EMHC is cheaper at 0.23% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EMHC has performed better with a 8.74% return vs 8.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMHC is cheaper with a 0.23% expense ratio, compared with 0.39% for GEMD.

EMHC has the higher dividend yield at 6.11%, compared with 5.69% for GEMD.

EMHC tracks Bloomberg Emerging USD Bond Core Index - Benchmark TR Net, while GEMD tracks FTSE Goldman Sachs Emerging Markets USD Bond Index - Benchmark TR Net. They also come from different issuers: State Street and Goldman Sachs. Their fees differ too: 0.23% for EMHC and 0.39% for GEMD.

EMHC currently has the higher Sharpe Ratio (2.14 vs 2.01), 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.

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