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MYCO vs. CEMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MYCO vs. CEMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA My2035 Corporate Bond ETF (MYCO) and iShares J.P. Morgan EM Corporate Bond ETF (CEMB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MYCO achieves a -1.05% return, which is significantly lower than CEMB's 1.15% return.


MYCO

1D
-0.19%
1M
-1.68%
6M
-1.23%
YTD
-1.05%
1Y
3Y*
5Y*
10Y*
ALL TIME*

CEMB

1D
-0.08%
1M
-0.54%
6M
0.51%
YTD
1.15%
1Y
4.33%
3Y*
6.79%
5Y*
1.81%
10Y*
3.28%
ALL TIME*
3.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.57M$2.83M$3.27M
$9.85K$14.84K$23.81K

MYCO vs. CEMB - Yearly Performance Comparison


Correlation

The correlation between MYCO and CEMB is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 17, 2025

0.78

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Return for Risk

MYCO vs. CEMB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MYCO

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


CEMB
CEMB Risk / Return Rank: 6161
Overall Rank
CEMB Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
CEMB Sortino Ratio Rank: 6868
Sortino Ratio Rank
CEMB Omega Ratio Rank: 6767
Omega Ratio Rank
CEMB Calmar Ratio Rank: 4545
Calmar Ratio Rank
CEMB Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MYCO vs. CEMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA My2035 Corporate Bond ETF (MYCO) and iShares J.P. Morgan EM Corporate Bond ETF (CEMB). 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.


MYCOCEMBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

1.62

Martin ratioReturn relative to average drawdown

6.85

MYCO vs. CEMB - Sharpe Ratio Comparison


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Drawdowns

MYCO vs. CEMB - Drawdown Comparison

The maximum MYCO drawdown since its inception was -3.25%, smaller than the maximum CEMB drawdown of -20.84%. Use the drawdown chart below to compare losses from any high point for MYCO and CEMB.


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Drawdown Indicators


MYCOCEMBDifference

Max Drawdown

Largest peak-to-trough decline

-3.25%

-20.84%

+17.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.88%

Max Drawdown (3Y)

Largest decline over 3 years

-3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-20.48%

Max Drawdown (10Y)

Largest decline over 10 years

-20.84%

Current Drawdown

Current decline from peak

-2.69%

-0.69%

-2.00%

Average Drawdown

Average peak-to-trough decline

-1.02%

-3.62%

+2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

Volatility

MYCO vs. CEMB - Volatility Comparison


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Volatility by Period


MYCOCEMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

Volatility (1Y)

Calculated over the trailing 1-year period

4.66%

3.10%

+1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.66%

5.63%

-0.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.66%

6.27%

-1.61%

MYCO vs. CEMB - Expense Ratio Comparison

MYCO has a 0.15% expense ratio, which is lower than CEMB's 0.50% expense ratio.


Dividends

MYCO vs. CEMB - Dividend Comparison

MYCO's dividend yield for the trailing twelve months is around 3.85%, less than CEMB's 5.23% yield.


PositionTTM20252024202320222021202020192018201720162015
CEMB
iShares J.P. Morgan EM Corporate Bond ETF
4.80%5.14%5.11%4.77%4.29%3.51%3.86%4.19%4.66%4.06%4.26%4.76%
MYCO
SPDR SSGA My2035 Corporate Bond ETF
3.85%1.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MYCO and CEMB have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MYCO is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MYCO is cheaper with a 0.15% expense ratio, compared with 0.50% for CEMB.

CEMB has the higher dividend yield at 4.80%, compared with 3.85% for MYCO.

They also come from different issuers: State Street and iShares. Their fees differ too: 0.15% for MYCO and 0.50% for CEMB.

Portfolio Optimizer

Find the right allocation for MYCO and CEMB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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