PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ESEB vs. BLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ESEB and BLV is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

ESEB vs. BLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) and Vanguard Long-Term Bond ETF (BLV). The values are adjusted to include any dividend payments, if applicable.

-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February0
-2.40%
ESEB
BLV

Key characteristics

Returns By Period


ESEB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BLV

YTD

4.18%

1M

4.13%

6M

-2.68%

1Y

4.12%

5Y*

-3.90%

10Y*

1.12%

*Annualized

Compare stocks, funds, or ETFs

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


ESEB vs. BLV - Expense Ratio Comparison

ESEB has a 0.35% expense ratio, which is higher than BLV's 0.04% expense ratio.


ESEB
Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF
Expense ratio chart for ESEB: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for BLV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

ESEB vs. BLV — Risk-Adjusted Performance Rank

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

ESEB
The Risk-Adjusted Performance Rank of ESEB is 5050
Overall Rank
The Sharpe Ratio Rank of ESEB is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of ESEB is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ESEB is 5555
Omega Ratio Rank
The Calmar Ratio Rank of ESEB is 3636
Calmar Ratio Rank
The Martin Ratio Rank of ESEB is 5050
Martin Ratio Rank

BLV
The Risk-Adjusted Performance Rank of BLV is 1616
Overall Rank
The Sharpe Ratio Rank of BLV is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of BLV is 1717
Sortino Ratio Rank
The Omega Ratio Rank of BLV is 1616
Omega Ratio Rank
The Calmar Ratio Rank of BLV is 1212
Calmar Ratio Rank
The Martin Ratio Rank of BLV is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ESEB vs. BLV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) and Vanguard Long-Term Bond ETF (BLV). 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.


Sharpe ratio
The chart of Sharpe ratio for ESEB, currently valued at 0.60, compared to the broader market0.002.004.000.600.42
The chart of Sortino ratio for ESEB, currently valued at 1.16, compared to the broader market-2.000.002.004.006.008.0010.0012.001.160.66
The chart of Omega ratio for ESEB, currently valued at 1.51, compared to the broader market0.501.001.502.002.503.001.511.08
The chart of Calmar ratio for ESEB, currently valued at 0.05, compared to the broader market0.005.0010.0015.000.050.14
The chart of Martin ratio for ESEB, currently valued at 0.80, compared to the broader market0.0020.0040.0060.0080.00100.000.800.92
ESEB
BLV


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.60
0.42
ESEB
BLV

Dividends

ESEB vs. BLV - Dividend Comparison

ESEB has not paid dividends to shareholders, while BLV's dividend yield for the trailing twelve months is around 4.50%.


TTM20242023202220212020201920182017201620152014
ESEB
Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF
0.42%0.85%6.07%5.06%4.00%3.53%4.46%4.62%4.53%4.99%4.59%0.00%
BLV
Vanguard Long-Term Bond ETF
4.50%4.68%4.06%4.17%3.37%5.84%3.57%4.07%3.63%4.16%4.37%3.90%

Drawdowns

ESEB vs. BLV - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%SeptemberOctoberNovemberDecember2025February
-15.97%
-26.24%
ESEB
BLV

Volatility

ESEB vs. BLV - Volatility Comparison

The current volatility for Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) is 0.00%, while Vanguard Long-Term Bond ETF (BLV) has a volatility of 3.25%. This indicates that ESEB experiences smaller price fluctuations and is considered to be less risky than BLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February0
3.25%
ESEB
BLV
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab