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SAPH vs. TEMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SAPH vs. TEMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ADRhedged SAP ETF (SAPH) and Templeton Emerging Markets Debt ETF (TEMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


SAPH

1D
3.72%
1M
-0.69%
6M
-28.50%
YTD
-29.61%
1Y
-44.18%
3Y*
5Y*
10Y*

TEMD

1D
-0.16%
1M
-1.08%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SAPH vs. TEMD - Yearly Performance Comparison


Correlation

The correlation between SAPH and TEMD is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 22, 2026

-0.01

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Return for Risk

SAPH vs. TEMD — Risk / Return Rank

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

SAPH
SAPH Risk / Return Rank: 11
Overall Rank
SAPH Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SAPH Sortino Ratio Rank: 11
Sortino Ratio Rank
SAPH Omega Ratio Rank: 11
Omega Ratio Rank
SAPH Calmar Ratio Rank: 11
Calmar Ratio Rank
SAPH Martin Ratio Rank: 11
Martin Ratio Rank

TEMD

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.

SAPH vs. TEMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ADRhedged SAP ETF (SAPH) and Templeton Emerging Markets Debt ETF (TEMD). 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.


SAPHTEMDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.76

Calmar ratioReturn relative to maximum drawdown

-0.91

Martin ratioReturn relative to average drawdown

-1.45

SAPH vs. TEMD - Sharpe Ratio Comparison


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Drawdowns

SAPH vs. TEMD - Drawdown Comparison

The maximum SAPH drawdown since its inception was -51.14%, which is greater than TEMD's maximum drawdown of -4.34%. Use the drawdown chart below to compare losses from any high point for SAPH and TEMD.


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Drawdown Indicators


SAPHTEMDDifference

Max Drawdown

Largest peak-to-trough decline

-51.14%

-4.34%

-46.80%

Max Drawdown (1Y)

Largest decline over 1 year

-48.85%

Current Drawdown

Current decline from peak

-47.22%

-1.11%

-46.11%

Average Drawdown

Average peak-to-trough decline

-22.55%

-1.18%

-21.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.53%

Volatility

SAPH vs. TEMD - Volatility Comparison


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Volatility by Period


SAPHTEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.43%

Volatility (6M)

Calculated over the trailing 6-month period

31.75%

Volatility (1Y)

Calculated over the trailing 1-year period

35.26%

5.87%

+29.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.18%

5.87%

+28.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.18%

5.87%

+28.31%

SAPH vs. TEMD - Expense Ratio Comparison

SAPH has a 0.19% expense ratio, which is lower than TEMD's 0.45% expense ratio.


Dividends

SAPH vs. TEMD - Dividend Comparison

SAPH's dividend yield for the trailing twelve months is around 3.96%, more than TEMD's 3.08% yield.


Frequently Asked Questions


SAPH and TEMD have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SAPH is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SAPH is cheaper with a 0.19% expense ratio, compared with 0.45% for TEMD.

SAPH has the higher dividend yield at 3.96%, compared with 3.08% for TEMD.

They also come from different issuers: ADRhedged and Franklin Templeton Investments. Their fees differ too: 0.19% for SAPH and 0.45% for TEMD.

Portfolio Optimizer

Find the right allocation for SAPH and TEMD

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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