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EMLC vs. EDIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMLC vs. EDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) and SPDR S&P Emerging Markets Dividend ETF (EDIV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMLC achieves a 1.40% return, which is significantly lower than EDIV's 7.76% return. Over the past 10 years, EMLC has underperformed EDIV with an annualized return of 2.28%, while EDIV has yielded a comparatively higher 9.49% annualized return.


EMLC

1D
0.28%
1M
0.58%
YTD
1.40%
6M
2.50%
1Y
8.78%
3Y*
6.63%
5Y*
1.36%
10Y*
2.28%

EDIV

1D
0.70%
1M
0.99%
YTD
7.76%
6M
9.12%
1Y
13.72%
3Y*
18.11%
5Y*
10.84%
10Y*
9.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMLC vs. EDIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
1.40%18.81%-2.97%11.18%-10.58%-9.72%3.08%9.79%-7.57%13.84%
EDIV
SPDR S&P Emerging Markets Dividend ETF
7.76%16.45%12.75%41.91%-15.31%11.21%-9.95%11.80%-6.16%28.20%

Correlation

The correlation between EMLC and EDIV is 0.76, 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

0.76

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

0.62

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

0.59

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2011

0.66

The correlation between EMLC and EDIV shifts across timeframes, from 0.59 (5 years) to 0.76 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EMLC vs. EDIV — Risk / Return Rank

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

EMLC
EMLC Risk / Return Rank: 3737
Overall Rank
EMLC Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 3838
Sortino Ratio Rank
EMLC Omega Ratio Rank: 4242
Omega Ratio Rank
EMLC Calmar Ratio Rank: 3232
Calmar Ratio Rank
EMLC Martin Ratio Rank: 3535
Martin Ratio Rank

EDIV
EDIV Risk / Return Rank: 3333
Overall Rank
EDIV Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EDIV Sortino Ratio Rank: 3434
Sortino Ratio Rank
EDIV Omega Ratio Rank: 3434
Omega Ratio Rank
EDIV Calmar Ratio Rank: 3030
Calmar Ratio Rank
EDIV Martin Ratio Rank: 3131
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.

EMLC vs. EDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) and SPDR S&P Emerging Markets Dividend ETF (EDIV). 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.


EMLCEDIVDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.24

1.21

+0.04

Calmar ratioReturn relative to maximum drawdown

1.42

1.33

+0.09

Martin ratioReturn relative to average drawdown

4.75

4.01

+0.74

EMLC vs. EDIV - Sharpe Ratio Comparison

The current EMLC Sharpe Ratio is 1.25, which is comparable to the EDIV Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of EMLC and EDIV, 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

EMLC vs. EDIV - Drawdown Comparison

The maximum EMLC drawdown since its inception was -32.43%, smaller than the maximum EDIV drawdown of -53.36%. Use the drawdown chart below to compare losses from any high point for EMLC and EDIV.


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Drawdown Indicators


EMLCEDIVDifference

Max Drawdown

Largest peak-to-trough decline

-32.43%

-53.36%

+20.93%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-10.36%

+4.17%

Max Drawdown (3Y)

Largest decline over 3 years

-9.15%

-13.84%

+4.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.70%

-28.32%

+3.62%

Max Drawdown (10Y)

Largest decline over 10 years

-26.47%

-40.76%

+14.29%

Current Drawdown

Current decline from peak

-3.83%

-2.86%

-0.97%

Average Drawdown

Average peak-to-trough decline

-14.35%

-19.33%

+4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

3.43%

-1.57%

Volatility

EMLC vs. EDIV - Volatility Comparison

The current volatility for VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) is 2.44%, while SPDR S&P Emerging Markets Dividend ETF (EDIV) has a volatility of 4.64%. This indicates that EMLC experiences smaller price fluctuations and is considered to be less risky than EDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMLCEDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.44%

4.64%

-2.20%

Volatility (6M)

Calculated over the trailing 6-month period

6.17%

10.57%

-4.40%

Volatility (1Y)

Calculated over the trailing 1-year period

7.06%

12.64%

-5.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.14%

13.90%

-4.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.04%

17.49%

-7.45%

EMLC vs. EDIV - Expense Ratio Comparison

EMLC has a 0.30% expense ratio, which is lower than EDIV's 0.49% expense ratio.


Dividends

EMLC vs. EDIV - Dividend Comparison

EMLC's dividend yield for the trailing twelve months is around 6.16%, more than EDIV's 4.45% yield.


PositionTTM20252024202320222021202020192018201720162015
EDIV
SPDR S&P Emerging Markets Dividend ETF
4.45%4.69%3.94%4.26%4.94%3.84%3.52%3.83%3.41%2.99%4.94%5.33%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.16%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%

Frequently Asked Questions


EMLC and EDIV have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDIV has higher volatility (4.64%) compared to EMLC (2.44%). In terms of maximum drawdown, EMLC dropped -32.43% vs EDIV's -53.36%.

On 10-year performance, EDIV leads with 9.49% vs 2.28% for EMLC. On fees, EMLC is cheaper at 0.30% per year. On volatility, EMLC has been the lower-risk option at 2.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EDIV has performed better with a 9.49% return vs 2.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMLC is cheaper with a 0.30% expense ratio, compared with 0.49% for EDIV.

EMLC has the higher dividend yield at 6.16%, compared with 4.45% for EDIV.

EMLC is categorized as Emerging Markets Bonds, while EDIV is Emerging Markets Equities. EMLC tracks J.P. Morgan Government Bond Index Emerging Markets Global Core Index, while EDIV tracks S&P Emerging Markets Dividend Opportunities Index. They also come from different issuers: VanEck and State Street. Their fees differ too: 0.30% for EMLC and 0.49% for EDIV.

EMLC currently has the higher Sharpe Ratio (1.25 vs 1.09), 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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