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

Performance

GEMD vs. EMTL - Performance Comparison

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

Loading graphics...

GEMD vs. EMTL - Yearly Performance Comparison


2026 (YTD)2025202420232022
GEMD
Goldman Sachs Access Emerging Markets USD Bond ETF
-1.61%13.67%3.31%8.51%-15.70%
EMTL
SPDR DoubleLine Emerging Markets Fixed Income ETF
-0.98%8.27%5.86%9.60%-8.96%

Returns By Period

In the year-to-date period, GEMD achieves a -1.61% return, which is significantly lower than EMTL's -0.98% return.


GEMD

1D
0.95%
1M
-3.61%
YTD
-1.61%
6M
1.44%
1Y
9.00%
3Y*
6.89%
5Y*
10Y*

EMTL

1D
0.26%
1M
-1.43%
YTD
-0.98%
6M
-0.70%
1Y
3.82%
3Y*
6.67%
5Y*
1.62%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


GEMD vs. EMTL - Expense Ratio Comparison

GEMD has a 0.39% expense ratio, which is lower than EMTL's 0.65% expense ratio.


Return for Risk

GEMD vs. EMTL — Risk / Return Rank

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

GEMD
GEMD Risk / Return Rank: 7575
Overall Rank
GEMD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
GEMD Sortino Ratio Rank: 7676
Sortino Ratio Rank
GEMD Omega Ratio Rank: 7474
Omega Ratio Rank
GEMD Calmar Ratio Rank: 7575
Calmar Ratio Rank
GEMD Martin Ratio Rank: 7777
Martin Ratio Rank

EMTL
EMTL Risk / Return Rank: 7171
Overall Rank
EMTL Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EMTL Sortino Ratio Rank: 7272
Sortino Ratio Rank
EMTL Omega Ratio Rank: 7676
Omega Ratio Rank
EMTL Calmar Ratio Rank: 7272
Calmar Ratio Rank
EMTL 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.

GEMD vs. EMTL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Emerging Markets USD Bond ETF (GEMD) and SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL). 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.


GEMDEMTLDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.35

+0.03

Sortino ratio

Return per unit of downside risk

1.96

1.81

+0.15

Omega ratio

Gain probability vs. loss probability

1.28

1.29

-0.01

Calmar ratio

Return relative to maximum drawdown

1.99

1.86

+0.12

Martin ratio

Return relative to average drawdown

8.28

5.99

+2.29

GEMD vs. EMTL - Sharpe Ratio Comparison

The current GEMD Sharpe Ratio is 1.39, which is comparable to the EMTL Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of GEMD and EMTL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GEMDEMTLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.35

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.71

-0.57

Correlation

The correlation between GEMD and EMTL is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GEMD vs. EMTL - Dividend Comparison

GEMD's dividend yield for the trailing twelve months is around 6.47%, more than EMTL's 5.09% yield.


TTM2025202420232022202120202019201820172016
GEMD
Goldman Sachs Access Emerging Markets USD Bond ETF
6.47%6.32%5.79%5.70%5.42%0.00%0.00%0.00%0.00%0.00%0.00%
EMTL
SPDR DoubleLine Emerging Markets Fixed Income ETF
5.09%5.09%5.34%4.78%4.19%5.43%3.28%3.96%3.35%4.16%8.87%

Drawdowns

GEMD vs. EMTL - Drawdown Comparison

The maximum GEMD drawdown since its inception was -24.56%, which is greater than EMTL's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for GEMD and EMTL.


Loading graphics...

Drawdown Indicators


GEMDEMTLDifference

Max Drawdown

Largest peak-to-trough decline

-24.56%

-22.91%

-1.65%

Max Drawdown (1Y)

Largest decline over 1 year

-4.64%

-2.15%

-2.49%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

Current Drawdown

Current decline from peak

-3.61%

-1.61%

-2.00%

Average Drawdown

Average peak-to-trough decline

-8.48%

-3.89%

-4.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

0.67%

+0.44%

Volatility

GEMD vs. EMTL - Volatility Comparison

Goldman Sachs Access Emerging Markets USD Bond ETF (GEMD) has a higher volatility of 3.00% compared to SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL) at 0.91%. This indicates that GEMD's price experiences larger fluctuations and is considered to be riskier than EMTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GEMDEMTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

0.91%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

4.14%

1.69%

+2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

6.52%

2.84%

+3.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.08%

4.90%

+5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.08%

4.68%

+5.40%