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HYDB vs. EMCB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYDB and EMCB is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

HYDB vs. EMCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares High Yield Bond Factor ETF (HYDB) and WisdomTree Emerging Markets Corporate Bond Fund (EMCB). The values are adjusted to include any dividend payments, if applicable.

25.00%30.00%35.00%40.00%45.00%50.00%NovemberDecember2025FebruaryMarchApril
47.38%
26.76%
HYDB
EMCB

Key characteristics

Sharpe Ratio

HYDB:

1.30

EMCB:

0.91

Sortino Ratio

HYDB:

1.83

EMCB:

1.42

Omega Ratio

HYDB:

1.28

EMCB:

1.17

Calmar Ratio

HYDB:

1.41

EMCB:

1.13

Martin Ratio

HYDB:

7.27

EMCB:

7.02

Ulcer Index

HYDB:

1.08%

EMCB:

1.10%

Daily Std Dev

HYDB:

6.06%

EMCB:

8.53%

Max Drawdown

HYDB:

-21.58%

EMCB:

-22.81%

Current Drawdown

HYDB:

-1.73%

EMCB:

-1.33%

Returns By Period

In the year-to-date period, HYDB achieves a 0.53% return, which is significantly lower than EMCB's 1.66% return.


HYDB

YTD

0.53%

1M

-0.80%

6M

1.33%

1Y

7.95%

5Y*

7.19%

10Y*

N/A

EMCB

YTD

1.66%

1M

-0.55%

6M

1.49%

1Y

7.48%

5Y*

3.86%

10Y*

3.23%

*Annualized

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HYDB vs. EMCB - Expense Ratio Comparison

HYDB has a 0.35% expense ratio, which is lower than EMCB's 0.60% expense ratio.


Expense ratio chart for EMCB: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EMCB: 0.60%
Expense ratio chart for HYDB: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HYDB: 0.35%

Risk-Adjusted Performance

HYDB vs. EMCB — Risk-Adjusted Performance Rank

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

HYDB
The Risk-Adjusted Performance Rank of HYDB is 8888
Overall Rank
The Sharpe Ratio Rank of HYDB is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of HYDB is 8686
Sortino Ratio Rank
The Omega Ratio Rank of HYDB is 8989
Omega Ratio Rank
The Calmar Ratio Rank of HYDB is 8888
Calmar Ratio Rank
The Martin Ratio Rank of HYDB is 9090
Martin Ratio Rank

EMCB
The Risk-Adjusted Performance Rank of EMCB is 8181
Overall Rank
The Sharpe Ratio Rank of EMCB is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of EMCB is 7979
Sortino Ratio Rank
The Omega Ratio Rank of EMCB is 7575
Omega Ratio Rank
The Calmar Ratio Rank of EMCB is 8585
Calmar Ratio Rank
The Martin Ratio Rank of EMCB is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HYDB vs. EMCB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares High Yield Bond Factor ETF (HYDB) and WisdomTree Emerging Markets Corporate Bond Fund (EMCB). 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.


The chart of Sharpe ratio for HYDB, currently valued at 1.30, compared to the broader market-1.000.001.002.003.004.00
HYDB: 1.30
EMCB: 0.91
The chart of Sortino ratio for HYDB, currently valued at 1.83, compared to the broader market-2.000.002.004.006.008.00
HYDB: 1.83
EMCB: 1.42
The chart of Omega ratio for HYDB, currently valued at 1.28, compared to the broader market0.501.001.502.002.50
HYDB: 1.28
EMCB: 1.17
The chart of Calmar ratio for HYDB, currently valued at 1.41, compared to the broader market0.002.004.006.008.0010.0012.00
HYDB: 1.41
EMCB: 1.13
The chart of Martin ratio for HYDB, currently valued at 7.27, compared to the broader market0.0020.0040.0060.00
HYDB: 7.27
EMCB: 7.02

The current HYDB Sharpe Ratio is 1.30, which is higher than the EMCB Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of HYDB and EMCB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.30
0.91
HYDB
EMCB

Dividends

HYDB vs. EMCB - Dividend Comparison

HYDB's dividend yield for the trailing twelve months is around 7.03%, more than EMCB's 5.62% yield.


TTM20242023202220212020201920182017201620152014
HYDB
iShares High Yield Bond Factor ETF
7.03%6.95%7.00%6.30%4.70%5.81%5.68%6.16%2.70%0.00%0.00%0.00%
EMCB
WisdomTree Emerging Markets Corporate Bond Fund
5.62%5.29%5.09%4.04%3.43%3.85%4.17%4.20%4.04%4.08%5.09%5.26%

Drawdowns

HYDB vs. EMCB - Drawdown Comparison

The maximum HYDB drawdown since its inception was -21.58%, smaller than the maximum EMCB drawdown of -22.81%. Use the drawdown chart below to compare losses from any high point for HYDB and EMCB. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.73%
-1.33%
HYDB
EMCB

Volatility

HYDB vs. EMCB - Volatility Comparison

The current volatility for iShares High Yield Bond Factor ETF (HYDB) is 4.59%, while WisdomTree Emerging Markets Corporate Bond Fund (EMCB) has a volatility of 4.89%. This indicates that HYDB experiences smaller price fluctuations and is considered to be less risky than EMCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2025FebruaryMarchApril
4.59%
4.89%
HYDB
EMCB