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PCY vs. EBND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCY vs. EBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Emerging Markets Sovereign Debt ETF (PCY) and SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCY achieves a 2.20% return, which is significantly higher than EBND's -0.23% return. Over the past 10 years, PCY has outperformed EBND with an annualized return of 2.72%, while EBND has yielded a comparatively lower 1.72% annualized return.


PCY

1D
-0.28%
1M
1.69%
YTD
2.20%
6M
1.58%
1Y
15.37%
3Y*
11.35%
5Y*
1.29%
10Y*
2.72%

EBND

1D
-0.57%
1M
0.59%
YTD
-0.23%
6M
0.63%
1Y
5.78%
3Y*
5.59%
5Y*
0.03%
10Y*
1.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCY vs. EBND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCY
Invesco Emerging Markets Sovereign Debt ETF
2.20%16.31%2.55%18.48%-24.47%-4.30%2.29%17.66%-6.16%9.71%
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
-0.23%15.83%-2.70%9.02%-11.84%-9.66%4.49%10.40%-6.52%13.93%

Correlation

The correlation between PCY and EBND is 0.67, 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

0.67

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

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.61

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2011

0.57

The correlation between PCY and EBND shifts across timeframes, from 0.57 (all time) to 0.67 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

PCY vs. EBND — Risk / Return Rank

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

PCY
PCY Risk / Return Rank: 5959
Overall Rank
PCY Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PCY Sortino Ratio Rank: 6363
Sortino Ratio Rank
PCY Omega Ratio Rank: 6262
Omega Ratio Rank
PCY Calmar Ratio Rank: 5252
Calmar Ratio Rank
PCY Martin Ratio Rank: 5959
Martin Ratio Rank

EBND
EBND Risk / Return Rank: 2323
Overall Rank
EBND Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
EBND Sortino Ratio Rank: 2222
Sortino Ratio Rank
EBND Omega Ratio Rank: 2323
Omega Ratio Rank
EBND Calmar Ratio Rank: 2020
Calmar Ratio Rank
EBND Martin Ratio Rank: 2323
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.

PCY vs. EBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Emerging Markets Sovereign Debt ETF (PCY) and SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND). 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.


PCYEBNDDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.76

Omega ratioGain probability vs. loss probability

1.38

1.16

+0.22

Calmar ratioReturn relative to maximum drawdown

2.61

0.88

+1.74

Martin ratioReturn relative to average drawdown

10.61

2.93

+7.67

PCY vs. EBND - Sharpe Ratio Comparison

The current PCY Sharpe Ratio is 2.08, which is higher than the EBND Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of PCY and EBND, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PCYEBNDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.08

0.84

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.00

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.19

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.10

+0.19

Drawdowns

PCY vs. EBND - Drawdown Comparison

The maximum PCY drawdown since its inception was -49.13%, which is greater than EBND's maximum drawdown of -29.51%. Use the drawdown chart below to compare losses from any high point for PCY and EBND.


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Drawdown Indicators


PCYEBNDDifference

Max Drawdown

Largest peak-to-trough decline

-49.13%

-29.51%

-19.62%

Max Drawdown (1Y)

Largest decline over 1 year

-5.91%

-6.63%

+0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-11.52%

-9.25%

-2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-37.17%

-27.57%

-9.60%

Max Drawdown (10Y)

Largest decline over 10 years

-37.78%

-29.50%

-8.28%

Current Drawdown

Current decline from peak

-0.31%

-3.24%

+2.93%

Average Drawdown

Average peak-to-trough decline

-6.97%

-10.87%

+3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.98%

-0.53%

Volatility

PCY vs. EBND - Volatility Comparison

Invesco Emerging Markets Sovereign Debt ETF (PCY) and SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) have volatilities of 2.30% and 2.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCYEBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.30%

2.35%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

5.81%

5.94%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

7.43%

6.92%

+0.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.17%

8.98%

+4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.94%

9.19%

+3.75%

PCY vs. EBND - Expense Ratio Comparison

PCY has a 0.50% expense ratio, which is higher than EBND's 0.30% expense ratio.


Dividends

PCY vs. EBND - Dividend Comparison

PCY's dividend yield for the trailing twelve months is around 5.85%, which matches EBND's 5.83% yield.


PositionTTM20252024202320222021202020192018201720162015
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
5.83%5.54%5.89%5.26%4.75%3.83%3.67%4.68%4.70%2.00%0.00%0.00%
PCY
Invesco Emerging Markets Sovereign Debt ETF
5.85%5.93%6.65%6.48%6.81%4.80%4.45%4.78%4.93%4.80%5.19%5.46%

Frequently Asked Questions


PCY and EBND have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EBND has higher volatility (2.35%) compared to PCY (2.30%). In terms of maximum drawdown, PCY dropped -49.13% vs EBND's -29.51%.

On 10-year performance, PCY leads with 2.72% vs 1.72% for EBND. On fees, EBND is cheaper at 0.30% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, PCY has performed better with a 2.72% return vs 1.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EBND is cheaper with a 0.30% expense ratio, compared with 0.50% for PCY.

PCY has the higher dividend yield at 5.85%, compared with 5.83% for EBND.

PCY tracks DB Emerging Market USD Liquid Balanced Index, while EBND tracks Bloomberg Emerging Market Local Currency Government Diversified. They also come from different issuers: Invesco and State Street. Their fees differ too: 0.50% for PCY and 0.30% for EBND.

PCY currently has the higher Sharpe Ratio (2.08 vs 0.84), 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.

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