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SCHE vs. EMBD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SCHE vs. EMBD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Emerging Markets Equity ETF (SCHE) and Global X Emerging Markets Bond ETF (EMBD). The values are adjusted to include any dividend payments, if applicable.

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SCHE vs. EMBD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SCHE
SCHE Risk / Return Rank: 6969
Overall Rank
SCHE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SCHE Sortino Ratio Rank: 6868
Sortino Ratio Rank
SCHE Omega Ratio Rank: 6868
Omega Ratio Rank
SCHE Calmar Ratio Rank: 7272
Calmar Ratio Rank
SCHE Martin Ratio Rank: 6868
Martin Ratio Rank

EMBD
EMBD Risk / Return Rank: 7070
Overall Rank
EMBD Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
EMBD Sortino Ratio Rank: 7070
Sortino Ratio Rank
EMBD Omega Ratio Rank: 6363
Omega Ratio Rank
EMBD Calmar Ratio Rank: 7474
Calmar Ratio Rank
EMBD Martin Ratio Rank: 7474
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. 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.


SCHEEMBDDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.31

-0.06

Sortino ratio

Return per unit of downside risk

1.78

1.83

-0.05

Omega ratio

Gain probability vs. loss probability

1.26

1.24

+0.01

Calmar ratio

Return relative to maximum drawdown

1.92

2.07

-0.15

Martin ratio

Return relative to average drawdown

7.21

8.35

-1.14

SCHE vs. EMBD - Sharpe Ratio Comparison

The current SCHE Sharpe Ratio is 1.25, which is comparable to the EMBD Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of SCHE and EMBD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SCHEEMBDDifference

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.


TTM20252024202320222021202020192018201720162015
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


SCHEEMBDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.15%

-3.04%

-5.11%

Average Drawdown

Average peak-to-trough decline

-12.71%

-6.02%

-6.69%

Ulcer Index

Depth 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


SCHEEMBDDifference

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%