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

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 charts...

Returns By Period

In the year-to-date period, GEMD achieves a 1.64% return, which is significantly higher than EMTL's 0.74% return.


GEMD

1D
-0.41%
1M
1.17%
YTD
1.64%
6M
1.49%
1Y
11.06%
3Y*
8.37%
5Y*
10Y*

EMTL

1D
-0.09%
1M
0.49%
YTD
0.74%
6M
0.89%
1Y
5.61%
3Y*
7.09%
5Y*
1.79%
10Y*
3.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GEMD vs. EMTL - Yearly Performance Comparison


2026 (YTD)2025202420232022
GEMD
Goldman Sachs Access Emerging Markets USD Bond ETF
1.64%13.67%3.31%8.51%-15.70%
EMTL
SPDR DoubleLine Emerging Markets Fixed Income ETF
0.74%8.27%5.86%9.60%-8.96%

Correlation

The correlation between GEMD and EMTL is 0.69, 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

0.69

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

0.79

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2022

0.77

The correlation between GEMD and EMTL has been stable across timeframes, ranging from 0.69 to 0.79 - a consistent structural relationship.

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

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: 5959
Overall Rank
GEMD Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GEMD Sortino Ratio Rank: 6464
Sortino Ratio Rank
GEMD Omega Ratio Rank: 6464
Omega Ratio Rank
GEMD Calmar Ratio Rank: 4949
Calmar Ratio Rank
GEMD Martin Ratio Rank: 5858
Martin Ratio Rank

EMTL
EMTL Risk / Return Rank: 7272
Overall Rank
EMTL Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EMTL Sortino Ratio Rank: 8484
Sortino Ratio Rank
EMTL Omega Ratio Rank: 8484
Omega Ratio Rank
EMTL Calmar Ratio Rank: 5757
Calmar Ratio Rank
EMTL Martin Ratio Rank: 5858
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 ratioReturn per unit of total volatility

-0.52

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.38

1.51

-0.13

Calmar ratioReturn relative to maximum drawdown

2.39

2.82

-0.42

Martin ratioReturn relative to average drawdown

10.09

10.06

+0.02

GEMD vs. EMTL - Sharpe Ratio Comparison

The current GEMD Sharpe Ratio is 2.01, which is comparable to the EMTL Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of GEMD and EMTL, 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...

Sharpe Ratios by Period


GEMDEMTLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

2.54

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.74

-0.53

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 charts...

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%

-2.00%

-2.64%

Max Drawdown (3Y)

Largest decline over 3 years

-7.69%

-3.79%

-3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-22.91%

Max Drawdown (10Y)

Largest decline over 10 years

-22.91%

Current Drawdown

Current decline from peak

-0.43%

-0.09%

-0.34%

Average Drawdown

Average peak-to-trough decline

-8.19%

-3.83%

-4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

0.56%

+0.54%

Volatility

GEMD vs. EMTL - Volatility Comparison

Goldman Sachs Access Emerging Markets USD Bond ETF (GEMD) has a higher volatility of 1.84% compared to SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL) at 0.67%. 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 charts...

Volatility by Period


GEMDEMTLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.84%

0.67%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

4.40%

1.65%

+2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

5.53%

2.22%

+3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.95%

4.88%

+5.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.95%

4.67%

+5.28%

GEMD vs. EMTL - Expense Ratio Comparison

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


Dividends

GEMD vs. EMTL - Dividend Comparison

GEMD's dividend yield for the trailing twelve months is around 5.69%, more than EMTL's 4.95% yield.


PositionTTM2025202420232022202120202019201820172016
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%
GEMD
Goldman Sachs Access Emerging Markets USD Bond ETF
5.69%6.32%5.79%5.70%5.42%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GEMD and EMTL have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GEMD has higher volatility (1.84%) compared to EMTL (0.67%). In terms of maximum drawdown, GEMD dropped -24.56% vs EMTL's -22.91%.

On 3-year performance, GEMD leads with 8.37% vs 7.09% for EMTL. On fees, GEMD is cheaper at 0.39% per year. On volatility, EMTL has been the lower-risk option at 0.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GEMD has performed better with a 8.37% return vs 7.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

GEMD has the higher dividend yield at 5.69%, compared with 4.95% for EMTL.

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

EMTL currently has the higher Sharpe Ratio (2.54 vs 2.01), 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 GEMD and EMTL

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