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EMHC vs. IAGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMHC vs. IAGG - Performance Comparison

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

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Returns By Period

In the year-to-date period, EMHC achieves a 1.57% return, which is significantly higher than IAGG's 0.92% return.


EMHC

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

IAGG

1D
-0.20%
1M
0.66%
YTD
0.92%
6M
0.72%
1Y
2.30%
3Y*
4.59%
5Y*
1.11%
10Y*
2.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMHC vs. IAGG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EMHC
SPDR Bloomberg Emerging Markets USD Bond ETF
1.57%14.07%3.52%10.06%-17.75%1.68%
IAGG
iShares Core International Aggregate Bond ETF
0.92%3.26%4.51%8.49%-10.86%0.38%

Correlation

The correlation between EMHC and IAGG is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.63

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

0.68

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2021

0.63

The correlation between EMHC and IAGG has been stable across timeframes, ranging from 0.63 to 0.68 - a consistent structural relationship.

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Return for Risk

EMHC vs. IAGG — 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

IAGG
IAGG Risk / Return Rank: 2222
Overall Rank
IAGG Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IAGG Sortino Ratio Rank: 2222
Sortino Ratio Rank
IAGG Omega Ratio Rank: 2222
Omega Ratio Rank
IAGG Calmar Ratio Rank: 2222
Calmar Ratio Rank
IAGG Martin Ratio Rank: 2323
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. IAGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC) and iShares Core International Aggregate Bond ETF (IAGG). 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.


EMHCIAGGDifference
Sharpe ratioReturn per unit of total volatility

+1.33

Sortino ratioReturn per unit of downside risk

+2.04

Omega ratioGain probability vs. loss probability

1.41

1.15

+0.26

Calmar ratioReturn relative to maximum drawdown

2.65

1.00

+1.66

Martin ratioReturn relative to average drawdown

11.09

2.99

+8.10

EMHC vs. IAGG - Sharpe Ratio Comparison

The current EMHC Sharpe Ratio is 2.14, which is higher than the IAGG Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of EMHC and IAGG, 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


EMHCIAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

0.81

+1.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.25

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.62

-0.40

Drawdowns

EMHC vs. IAGG - Drawdown Comparison

The maximum EMHC drawdown since its inception was -28.03%, which is greater than IAGG's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for EMHC and IAGG.


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Drawdown Indicators


EMHCIAGGDifference

Max Drawdown

Largest peak-to-trough decline

-28.03%

-13.88%

-14.15%

Max Drawdown (1Y)

Largest decline over 1 year

-4.37%

-2.32%

-2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-7.67%

-2.32%

-5.35%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

-13.57%

-14.46%

Max Drawdown (10Y)

Largest decline over 10 years

-13.88%

Current Drawdown

Current decline from peak

-0.32%

-0.98%

+0.66%

Average Drawdown

Average peak-to-trough decline

-9.91%

-2.85%

-7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.77%

+0.27%

Volatility

EMHC vs. IAGG - Volatility Comparison

SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC) has a higher volatility of 1.89% compared to iShares Core International Aggregate Bond ETF (IAGG) at 1.18%. This indicates that EMHC's price experiences larger fluctuations and is considered to be riskier than IAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMHCIAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

1.18%

+0.71%

Volatility (6M)

Calculated over the trailing 6-month period

4.16%

2.40%

+1.76%

Volatility (1Y)

Calculated over the trailing 1-year period

5.43%

2.84%

+2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.06%

4.51%

+4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.96%

4.05%

+4.91%

EMHC vs. IAGG - Expense Ratio Comparison

EMHC has a 0.23% expense ratio, which is higher than IAGG's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EMHC vs. IAGG - Dividend Comparison

EMHC's dividend yield for the trailing twelve months is around 6.11%, more than IAGG's 3.66% yield.


PositionTTM20252024202320222021202020192018201720162015
EMHC
SPDR Bloomberg Emerging Markets USD Bond ETF
6.11%6.16%5.95%5.12%5.11%2.97%0.00%0.00%0.00%0.00%0.00%0.00%
IAGG
iShares Core International Aggregate Bond ETF
3.66%3.08%4.28%3.55%2.27%1.16%1.95%2.82%3.02%1.74%1.56%0.13%

Frequently Asked Questions


EMHC and IAGG have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMHC has higher volatility (1.89%) compared to IAGG (1.18%). In terms of maximum drawdown, EMHC dropped -28.03% vs IAGG's -13.88%.

On 5-year performance, EMHC leads with 1.55% vs 1.11% for IAGG. On fees, IAGG is cheaper at 0.07% per year. On volatility, IAGG has been the lower-risk option at 1.18%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, EMHC has performed better with a 1.55% return vs 1.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IAGG is cheaper with a 0.07% expense ratio, compared with 0.23% for EMHC.

EMHC has the higher dividend yield at 6.11%, compared with 3.66% for IAGG.

EMHC is categorized as Emerging Markets Bonds, while IAGG is Global Bonds. EMHC tracks Bloomberg Emerging USD Bond Core Index - Benchmark TR Net, while IAGG tracks Bloomberg Global Aggregate ex USD 10% Issuer Capped (Hedged) Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.23% for EMHC and 0.07% for IAGG.

EMHC currently has the higher Sharpe Ratio (2.14 vs 0.81), 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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