PortfoliosLab logoPortfoliosLab logo
EMTL vs. EMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMTL vs. EMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EMTL achieves a 0.72% return, which is significantly lower than EMB's 2.33% return. Both investments have delivered pretty close results over the past 10 years, with EMTL having a 3.30% annualized return and EMB not far ahead at 3.32%.


EMTL

1D
-0.04%
1M
0.64%
YTD
0.72%
6M
0.90%
1Y
4.64%
3Y*
6.77%
5Y*
1.63%
10Y*
3.30%

EMB

1D
-0.34%
1M
1.72%
YTD
2.33%
6M
2.30%
1Y
11.30%
3Y*
9.42%
5Y*
1.91%
10Y*
3.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMTL vs. EMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMTL
SPDR DoubleLine Emerging Markets Fixed Income ETF
0.72%8.27%5.86%9.60%-14.31%0.56%3.48%11.99%-2.37%7.59%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
2.33%13.85%5.54%10.62%-18.63%-2.23%5.42%15.48%-5.47%10.28%

Correlation

The correlation between EMTL and EMB is 0.72, 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

0.72

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

0.79

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

0.77

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

0.60

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2016

0.59

The correlation between EMTL and EMB shifts across timeframes, from 0.59 (all time) to 0.79 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

EMTL vs. EMB — Risk / Return Rank

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

EMTL
EMTL Risk / Return Rank: 6161
Overall Rank
EMTL Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EMTL Sortino Ratio Rank: 7070
Sortino Ratio Rank
EMTL Omega Ratio Rank: 7272
Omega Ratio Rank
EMTL Calmar Ratio Rank: 4848
Calmar Ratio Rank
EMTL Martin Ratio Rank: 5050
Martin Ratio Rank

EMB
EMB Risk / Return Rank: 6262
Overall Rank
EMB Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EMB Sortino Ratio Rank: 6767
Sortino Ratio Rank
EMB Omega Ratio Rank: 6767
Omega Ratio Rank
EMB Calmar Ratio Rank: 5252
Calmar Ratio Rank
EMB Martin Ratio Rank: 6161
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.

EMTL vs. EMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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.


EMTLEMBDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.41

1.39

+0.02

Calmar ratioReturn relative to maximum drawdown

2.33

2.52

-0.19

Martin ratioReturn relative to average drawdown

8.26

10.72

-2.46

EMTL vs. EMB - Sharpe Ratio Comparison

The current EMTL Sharpe Ratio is 2.07, which is comparable to the EMB Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of EMTL and EMB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EMTL vs. EMB - Drawdown Comparison

The maximum EMTL drawdown since its inception was -22.91%, smaller than the maximum EMB drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for EMTL and EMB.


Loading charts...

Drawdown Indicators


EMTLEMBDifference

Max Drawdown

Largest peak-to-trough decline

-22.91%

-34.70%

+11.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.00%

-4.51%

+2.51%

Max Drawdown (3Y)

Largest decline over 3 years

-3.79%

-7.95%

+4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

-28.74%

+5.83%

Max Drawdown (10Y)

Largest decline over 10 years

-22.91%

-28.74%

+5.83%

Current Drawdown

Current decline from peak

-0.11%

-0.34%

+0.23%

Average Drawdown

Average peak-to-trough decline

-3.81%

-5.05%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.56%

1.06%

-0.50%

Volatility

EMTL vs. EMB - Volatility Comparison

The current volatility for SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL) is 0.66%, while iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) has a volatility of 1.77%. This indicates that EMTL experiences smaller price fluctuations and is considered to be less risky than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EMTLEMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

1.77%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

1.69%

4.70%

-3.01%

Volatility (1Y)

Calculated over the trailing 1-year period

2.25%

5.69%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.87%

9.76%

-4.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

9.96%

-5.29%

EMTL vs. EMB - Expense Ratio Comparison

EMTL has a 0.65% expense ratio, which is higher than EMB's 0.39% expense ratio.


Dividends

EMTL vs. EMB - Dividend Comparison

EMTL's dividend yield for the trailing twelve months is around 4.95%, less than EMB's 5.03% yield.


PositionTTM20252024202320222021202020192018201720162015
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
5.03%4.98%5.46%4.74%5.04%3.89%3.88%4.51%5.64%4.54%4.83%4.84%
EMTL
SPDR DoubleLine Emerging Markets Fixed Income ETF
4.95%5.09%5.34%4.78%4.19%5.43%3.28%3.96%3.35%4.16%8.87%0.00%

Frequently Asked Questions


EMTL and EMB have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMB has higher volatility (1.77%) compared to EMTL (0.66%). In terms of maximum drawdown, EMTL dropped -22.91% vs EMB's -34.70%.

On 10-year performance, EMB leads with 3.32% vs 3.30% for EMTL. On fees, EMB is cheaper at 0.39% per year. On volatility, EMTL has been the lower-risk option at 0.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EMB has performed better with a 3.32% return vs 3.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMB is cheaper with a 0.39% expense ratio, compared with 0.65% for EMTL.

EMB has the higher dividend yield at 5.03%, compared with 4.95% for EMTL.

They also come from different issuers: State Street and iShares. Their fees differ too: 0.65% for EMTL and 0.39% for EMB.

EMTL currently has the higher Sharpe Ratio (2.07 vs 2.00), 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

Find the right allocation for EMTL and EMB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer