SCHE vs. EMBD
Compare and contrast key facts about Schwab Emerging Markets Equity ETF (SCHE) and Global X Emerging Markets Bond ETF (EMBD).
SCHE and EMBD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHE is a passively managed fund by Charles Schwab that tracks the performance of the FTSE All-World Emerging. It was launched on Jan 14, 2010. EMBD is an actively managed fund by Global X. It was launched on Jun 1, 2020.
Performance
SCHE vs. EMBD - Performance Comparison
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SCHE vs. EMBD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SCHE Schwab Emerging Markets Equity ETF | 0.89% | 26.54% | 10.60% | 8.93% | -17.84% | -0.65% | 28.00% |
EMBD Global X Emerging Markets Bond ETF | -1.32% | 12.55% | 6.76% | 10.60% | -13.84% | -1.84% | 11.53% |
Returns By Period
In the year-to-date period, SCHE achieves a 0.89% return, which is significantly higher than EMBD's -1.32% return.
SCHE
- 1D
- 0.27%
- 1M
- -5.17%
- YTD
- 0.89%
- 6M
- 1.12%
- 1Y
- 22.64%
- 3Y*
- 14.08%
- 5Y*
- 3.73%
- 10Y*
- 7.71%
EMBD
- 1D
- 0.17%
- 1M
- -2.17%
- YTD
- -1.32%
- 6M
- 1.55%
- 1Y
- 8.50%
- 3Y*
- 8.46%
- 5Y*
- 2.86%
- 10Y*
- —
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SCHE vs. EMBD - Expense Ratio Comparison
SCHE has a 0.11% expense ratio, which is lower than EMBD's 0.39% expense ratio.
Return for Risk
SCHE vs. EMBD — Risk / Return Rank
SCHE
EMBD
SCHE vs. EMBD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Emerging Markets Equity ETF (SCHE) and Global X Emerging Markets Bond ETF (EMBD). 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.
| SCHE | EMBD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 1.31 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.83 | -0.05 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.24 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 2.07 | -0.15 |
Martin ratioReturn relative to average drawdown | 7.21 | 8.35 | -1.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCHE | EMBD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | 1.31 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.31 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.42 | -0.20 |
Correlation
The correlation between SCHE and EMBD is 0.39, 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.
Dividends
SCHE vs. EMBD - Dividend Comparison
SCHE's dividend yield for the trailing twelve months is around 2.85%, less than EMBD's 5.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHE Schwab Emerging Markets Equity ETF | 2.85% | 2.88% | 3.03% | 3.83% | 2.88% | 2.86% | 2.09% | 3.27% | 2.64% | 2.31% | 2.27% | 2.50% |
EMBD Global X Emerging Markets Bond ETF | 5.77% | 5.48% | 5.83% | 5.29% | 4.53% | 4.99% | 3.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SCHE vs. EMBD - Drawdown Comparison
The maximum SCHE drawdown since its inception was -36.20%, which is greater than EMBD's maximum drawdown of -24.27%. Use the drawdown chart below to compare losses from any high point for SCHE and EMBD.
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Drawdown Indicators
| SCHE | EMBD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.20% | -24.27% | -11.93% |
Max Drawdown (1Y)Largest decline over 1 year | -12.14% | -4.23% | -7.91% |
Max Drawdown (5Y)Largest decline over 5 years | -33.77% | -24.27% | -9.50% |
Max Drawdown (10Y)Largest decline over 10 years | -36.20% | — | — |
Current DrawdownCurrent decline from peak | -8.15% | -3.04% | -5.11% |
Average DrawdownAverage peak-to-trough decline | -12.71% | -6.02% | -6.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 1.05% | +2.18% |
Volatility
SCHE vs. EMBD - Volatility Comparison
Schwab Emerging Markets Equity ETF (SCHE) has a higher volatility of 7.69% compared to Global X Emerging Markets Bond ETF (EMBD) at 2.58%. This indicates that SCHE's price experiences larger fluctuations and is considered to be riskier than EMBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCHE | EMBD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 2.58% | +5.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 4.28% | +8.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.23% | 6.51% | +11.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.51% | 9.14% | +8.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.42% | 8.96% | +10.46% |