ESEB vs. EMB
Compare and contrast key facts about Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB).
ESEB and EMB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ESEB is a passively managed fund by Deutsche Bank that tracks the performance of the J.P. Morgan ESG EMBI Global Diversified Sovereign Index. It was launched on Mar 3, 2015. EMB is a passively managed fund by iShares that tracks the performance of the JPMorgan EMBI Global Core Index. It was launched on Dec 17, 2007. Both ESEB and EMB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ESEB or EMB.
Key characteristics
| ESEB | EMB | |
|---|---|---|
| YTD Return | -0.48% | -0.37% |
| 1Y Return | 6.95% | 7.88% |
| 3Y Return (Ann) | -3.37% | -3.01% |
| 5Y Return (Ann) | -2.29% | 0.00% |
| Sharpe Ratio | 1.06 | 0.88 |
| Daily Std Dev | 8.14% | 9.01% |
| Max Drawdown | -31.07% | -34.70% |
| Current Drawdown | -15.97% | -12.73% |
Correlation
The correlation between ESEB and EMB is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ESEB vs. EMB - Performance Comparison
In the year-to-date period, ESEB achieves a -0.48% return, which is significantly lower than EMB's -0.37% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. EMB - Expense Ratio Comparison
ESEB has a 0.35% expense ratio, which is lower than EMB's 0.39% expense ratio.
Risk-Adjusted Performance
ESEB vs. EMB - 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 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.
Dividends
ESEB vs. EMB - Dividend Comparison
ESEB's dividend yield for the trailing twelve months is around 5.72%, more than EMB's 4.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESEB Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF | 5.72% | 6.07% | 5.06% | 4.00% | 3.53% | 4.46% | 4.62% | 4.53% | 4.99% | 4.59% | 0.00% | 0.00% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 4.89% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% | 4.56% | 4.75% |
Drawdowns
ESEB vs. EMB - Drawdown Comparison
The maximum ESEB drawdown since its inception was -31.07%, smaller than the maximum EMB drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for ESEB and EMB. For additional features, visit the drawdowns tool.
Volatility
ESEB vs. EMB - Volatility Comparison
The current volatility for Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) is 0.00%, while iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) has a volatility of 2.63%. This indicates that ESEB 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.