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SCHE vs. EBND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCHE vs. EBND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Emerging Markets Equity ETF (SCHE) 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, SCHE achieves a 10.50% return, which is significantly higher than EBND's 0.44% return. Over the past 10 years, SCHE has outperformed EBND with an annualized return of 9.02%, while EBND has yielded a comparatively lower 1.82% annualized return.


SCHE

1D
0.84%
1M
-0.60%
YTD
10.50%
6M
12.18%
1Y
24.54%
3Y*
16.79%
5Y*
4.83%
10Y*
9.02%

EBND

1D
0.34%
1M
0.64%
YTD
0.44%
6M
1.64%
1Y
5.43%
3Y*
5.36%
5Y*
0.21%
10Y*
1.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCHE vs. EBND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCHE
Schwab Emerging Markets Equity ETF
10.50%26.54%10.60%8.93%-17.84%-0.65%14.49%20.31%-13.57%32.70%
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
0.44%15.83%-2.70%9.02%-11.84%-9.66%4.49%10.40%-6.52%13.93%

Correlation

The correlation between SCHE and EBND is 0.73, 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

0.73

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

0.64

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

0.63

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

0.64

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2011

0.63

The correlation between SCHE and EBND shifts across timeframes, from 0.63 (5 years) to 0.73 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SCHE vs. EBND — Risk / Return Rank

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

SCHE
SCHE Risk / Return Rank: 4949
Overall Rank
SCHE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SCHE Sortino Ratio Rank: 4646
Sortino Ratio Rank
SCHE Omega Ratio Rank: 4949
Omega Ratio Rank
SCHE Calmar Ratio Rank: 5050
Calmar Ratio Rank
SCHE Martin Ratio Rank: 5252
Martin Ratio Rank

EBND
EBND Risk / Return Rank: 2323
Overall Rank
EBND Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
EBND Sortino Ratio Rank: 2323
Sortino Ratio Rank
EBND Omega Ratio Rank: 2424
Omega Ratio Rank
EBND Calmar Ratio Rank: 2121
Calmar Ratio Rank
EBND Martin Ratio Rank: 2424
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.

SCHE vs. EBND - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Emerging Markets Equity ETF (SCHE) 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.

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.


SCHEEBNDDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.93

Omega ratioGain probability vs. loss probability

1.27

1.15

+0.12

Calmar ratioReturn relative to maximum drawdown

2.18

0.82

+1.36

Martin ratioReturn relative to average drawdown

7.70

2.63

+5.06

SCHE vs. EBND - Sharpe Ratio Comparison

The current SCHE Sharpe Ratio is 1.45, which is higher than the EBND Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of SCHE 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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Drawdowns

SCHE vs. EBND - Drawdown Comparison

The maximum SCHE drawdown since its inception was -36.20%, which is greater than EBND's maximum drawdown of -29.51%. Use the drawdown chart below to compare losses from any high point for SCHE and EBND.


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Drawdown Indicators


SCHEEBNDDifference

Max Drawdown

Largest peak-to-trough decline

-36.20%

-29.51%

-6.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.29%

-6.63%

-4.66%

Max Drawdown (3Y)

Largest decline over 3 years

-17.08%

-9.25%

-7.83%

Max Drawdown (5Y)

Largest decline over 5 years

-33.35%

-27.00%

-6.35%

Max Drawdown (10Y)

Largest decline over 10 years

-36.20%

-29.50%

-6.70%

Current Drawdown

Current decline from peak

-2.66%

-2.59%

-0.07%

Average Drawdown

Average peak-to-trough decline

-12.58%

-10.85%

-1.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

2.07%

+1.13%

Volatility

SCHE vs. EBND - Volatility Comparison

Schwab Emerging Markets Equity ETF (SCHE) has a higher volatility of 6.91% compared to SPDR Bloomberg Barclays Emerging Markets Local Bond ETF (EBND) at 2.61%. This indicates that SCHE's price experiences larger fluctuations and is considered to be riskier than EBND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SCHEEBNDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.91%

2.61%

+4.30%

Volatility (6M)

Calculated over the trailing 6-month period

14.48%

6.19%

+8.29%

Volatility (1Y)

Calculated over the trailing 1-year period

16.97%

7.11%

+9.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.79%

9.00%

+8.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

9.19%

+10.30%

SCHE vs. EBND - Expense Ratio Comparison

SCHE has a 0.11% expense ratio, which is lower than EBND's 0.30% expense ratio.


Dividends

SCHE vs. EBND - Dividend Comparison

SCHE's dividend yield for the trailing twelve months is around 2.61%, less than EBND's 5.79% yield.


PositionTTM20252024202320222021202020192018201720162015
EBND
SPDR Bloomberg Barclays Emerging Markets Local Bond ETF
5.79%5.54%5.89%5.26%4.75%3.83%3.67%4.68%4.70%2.00%0.00%0.00%
SCHE
Schwab Emerging Markets Equity ETF
2.61%2.88%3.03%3.83%2.88%2.86%2.09%3.27%2.64%2.31%2.27%2.50%

Frequently Asked Questions


SCHE and EBND have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCHE has higher volatility (6.91%) compared to EBND (2.61%). In terms of maximum drawdown, SCHE dropped -36.20% vs EBND's -29.51%.

On 10-year performance, SCHE leads with 9.02% vs 1.82% for EBND. On fees, SCHE is cheaper at 0.11% per year. On volatility, EBND has been the lower-risk option at 2.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SCHE has performed better with a 9.02% return vs 1.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHE is cheaper with a 0.11% expense ratio, compared with 0.30% for EBND.

EBND has the higher dividend yield at 5.79%, compared with 2.61% for SCHE.

SCHE is categorized as Emerging Markets Equities, while EBND is Emerging Markets Bonds. SCHE tracks FTSE Emerging Index, while EBND tracks Bloomberg Emerging Market Local Currency Government Diversified. They also come from different issuers: Charles Schwab and State Street. Their fees differ too: 0.11% for SCHE and 0.30% for EBND.

SCHE currently has the higher Sharpe Ratio (1.45 vs 0.77), 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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