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GRNB vs. VWOB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GRNB vs. VWOB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Green Bond ETF (GRNB) and Vanguard Emerging Markets Government Bond ETF (VWOB). The values are adjusted to include any dividend payments, if applicable.

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GRNB vs. VWOB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GRNB
VanEck Green Bond ETF
-0.81%7.09%3.31%7.08%-11.93%-2.36%7.98%5.40%-4.07%9.87%
VWOB
Vanguard Emerging Markets Government Bond ETF
-1.27%13.49%5.20%10.68%-17.39%-1.80%5.65%14.46%-2.92%5.46%

Returns By Period

In the year-to-date period, GRNB achieves a -0.81% return, which is significantly higher than VWOB's -1.27% return.


GRNB

1D
0.06%
1M
-1.51%
YTD
-0.81%
6M
-0.03%
1Y
3.74%
3Y*
4.58%
5Y*
0.72%
10Y*

VWOB

1D
0.37%
1M
-2.64%
YTD
-1.27%
6M
1.07%
1Y
8.63%
3Y*
8.17%
5Y*
2.10%
10Y*
3.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GRNB vs. VWOB - Expense Ratio Comparison

Both GRNB and VWOB have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

GRNB vs. VWOB — Risk / Return Rank

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

GRNB
GRNB Risk / Return Rank: 5757
Overall Rank
GRNB Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GRNB Sortino Ratio Rank: 5656
Sortino Ratio Rank
GRNB Omega Ratio Rank: 5252
Omega Ratio Rank
GRNB Calmar Ratio Rank: 5858
Calmar Ratio Rank
GRNB Martin Ratio Rank: 6161
Martin Ratio Rank

VWOB
VWOB Risk / Return Rank: 7373
Overall Rank
VWOB Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VWOB Sortino Ratio Rank: 7171
Sortino Ratio Rank
VWOB Omega Ratio Rank: 7373
Omega Ratio Rank
VWOB Calmar Ratio Rank: 7474
Calmar Ratio Rank
VWOB Martin Ratio Rank: 7575
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.

GRNB vs. VWOB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Green Bond ETF (GRNB) and Vanguard Emerging Markets Government Bond ETF (VWOB). 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.


GRNBVWOBDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.33

-0.26

Sortino ratio

Return per unit of downside risk

1.53

1.84

-0.31

Omega ratio

Gain probability vs. loss probability

1.21

1.28

-0.08

Calmar ratio

Return relative to maximum drawdown

1.58

2.00

-0.43

Martin ratio

Return relative to average drawdown

6.43

8.18

-1.75

GRNB vs. VWOB - Sharpe Ratio Comparison

The current GRNB Sharpe Ratio is 1.07, which is comparable to the VWOB Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of GRNB and VWOB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GRNBVWOBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.33

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.23

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.39

+0.04

Correlation

The correlation between GRNB and VWOB is 0.58, 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.


Dividends

GRNB vs. VWOB - Dividend Comparison

GRNB's dividend yield for the trailing twelve months is around 4.35%, less than VWOB's 5.96% yield.


TTM20252024202320222021202020192018201720162015
GRNB
VanEck Green Bond ETF
4.35%4.18%3.83%3.17%2.60%1.97%2.24%1.79%1.21%1.09%0.00%0.00%
VWOB
Vanguard Emerging Markets Government Bond ETF
5.96%5.92%6.08%5.50%5.30%4.04%4.18%4.58%4.52%4.61%4.71%4.93%

Drawdowns

GRNB vs. VWOB - Drawdown Comparison

The maximum GRNB drawdown since its inception was -18.08%, smaller than the maximum VWOB drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for GRNB and VWOB.


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Drawdown Indicators


GRNBVWOBDifference

Max Drawdown

Largest peak-to-trough decline

-18.08%

-26.98%

+8.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.51%

-4.48%

+1.97%

Max Drawdown (5Y)

Largest decline over 5 years

-17.94%

-26.98%

+9.04%

Max Drawdown (10Y)

Largest decline over 10 years

-26.98%

Current Drawdown

Current decline from peak

-1.80%

-3.12%

+1.32%

Average Drawdown

Average peak-to-trough decline

-4.65%

-4.83%

+0.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

1.10%

-0.49%

Volatility

GRNB vs. VWOB - Volatility Comparison

The current volatility for VanEck Green Bond ETF (GRNB) is 1.69%, while Vanguard Emerging Markets Government Bond ETF (VWOB) has a volatility of 2.95%. This indicates that GRNB experiences smaller price fluctuations and is considered to be less risky than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRNBVWOBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.69%

2.95%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

3.75%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

3.51%

6.52%

-3.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.92%

9.17%

-4.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.90%

9.32%

-4.42%