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GEMD vs. NEMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GEMD vs. NEMD - 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 Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GEMD achieves a 2.26% return, which is significantly lower than NEMD's 3.64% return.


GEMD

1D
-0.04%
1M
1.79%
YTD
2.26%
6M
2.29%
1Y
10.81%
3Y*
8.14%
5Y*
10Y*

NEMD

1D
0.13%
1M
1.16%
YTD
3.64%
6M
3.74%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GEMD vs. NEMD - Yearly Performance Comparison


Correlation

The correlation between GEMD and NEMD is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 11, 2025

0.89

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Return for Risk

GEMD vs. NEMD — Risk / Return Rank

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

GEMD
GEMD Risk / Return Rank: 6161
Overall Rank
GEMD Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GEMD Sortino Ratio Rank: 6868
Sortino Ratio Rank
GEMD Omega Ratio Rank: 6666
Omega Ratio Rank
GEMD Calmar Ratio Rank: 5151
Calmar Ratio Rank
GEMD Martin Ratio Rank: 5959
Martin Ratio Rank

NEMD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. NEMD - 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 Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD). 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.


GEMDNEMDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

2.34

Martin ratioReturn relative to average drawdown

9.83

GEMD vs. NEMD - Sharpe Ratio Comparison


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Drawdowns

GEMD vs. NEMD - Drawdown Comparison

The maximum GEMD drawdown since its inception was -24.56%, which is greater than NEMD's maximum drawdown of -4.43%. Use the drawdown chart below to compare losses from any high point for GEMD and NEMD.


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Drawdown Indicators


GEMDNEMDDifference

Max Drawdown

Largest peak-to-trough decline

-24.56%

-4.43%

-20.13%

Max Drawdown (1Y)

Largest decline over 1 year

-4.64%

Max Drawdown (3Y)

Largest decline over 3 years

-7.69%

Current Drawdown

Current decline from peak

-0.42%

-1.18%

+0.76%

Average Drawdown

Average peak-to-trough decline

-8.09%

-0.56%

-7.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

Volatility

GEMD vs. NEMD - Volatility Comparison


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Volatility by Period


GEMDNEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.81%

Volatility (6M)

Calculated over the trailing 6-month period

4.59%

Volatility (1Y)

Calculated over the trailing 1-year period

5.67%

6.63%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.92%

6.63%

+3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.92%

6.63%

+3.29%

GEMD vs. NEMD - Expense Ratio Comparison

GEMD has a 0.39% expense ratio, which is lower than NEMD's 0.60% expense ratio.


Dividends

GEMD vs. NEMD - Dividend Comparison

GEMD's dividend yield for the trailing twelve months is around 5.65%, more than NEMD's 4.73% yield.


PositionTTM2025202420232022
GEMD
Goldman Sachs Access Emerging Markets USD Bond ETF
5.65%6.32%5.79%5.70%5.42%
NEMD
Neuberger Berman Emerging Markets Debt Hard Currency ETF
4.73%2.39%0.00%0.00%0.00%

Frequently Asked Questions


GEMD and NEMD have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GEMD is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GEMD is cheaper with a 0.39% expense ratio, compared with 0.60% for NEMD.

GEMD has the higher dividend yield at 5.65%, compared with 4.73% for NEMD.

They also come from different issuers: Goldman Sachs and Neuberger Berman. Their fees differ too: 0.39% for GEMD and 0.60% for NEMD.

Portfolio Optimizer

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