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SMLV vs. EMLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMLV vs. EMLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SMLV achieves a 18.33% return, which is significantly higher than EMLC's 1.40% return. Over the past 10 years, SMLV has outperformed EMLC with an annualized return of 10.74%, while EMLC has yielded a comparatively lower 2.28% annualized return.


SMLV

1D
0.75%
1M
7.09%
YTD
18.33%
6M
15.42%
1Y
26.61%
3Y*
16.39%
5Y*
8.66%
10Y*
10.74%

EMLC

1D
0.28%
1M
0.58%
YTD
1.40%
6M
2.50%
1Y
8.78%
3Y*
6.63%
5Y*
1.36%
10Y*
2.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SMLV vs. EMLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMLV
SPDR SSGA US Small Cap Low Volatility Index ETF
18.33%5.66%16.77%7.52%-7.69%27.67%-1.55%24.10%-6.62%5.68%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
1.40%18.81%-2.97%11.18%-10.58%-9.72%3.08%9.79%-7.57%13.84%

Correlation

The correlation between SMLV and EMLC is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

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

0.35

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

0.38

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

0.34

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2013

0.34

The correlation between SMLV and EMLC shifts across timeframes, from 0.34 (10 years) to 0.47 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SMLV vs. EMLC — Risk / Return Rank

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

SMLV
SMLV Risk / Return Rank: 6363
Overall Rank
SMLV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
SMLV Sortino Ratio Rank: 5858
Sortino Ratio Rank
SMLV Omega Ratio Rank: 5858
Omega Ratio Rank
SMLV Calmar Ratio Rank: 7979
Calmar Ratio Rank
SMLV Martin Ratio Rank: 6464
Martin Ratio Rank

EMLC
EMLC Risk / Return Rank: 3737
Overall Rank
EMLC Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 3838
Sortino Ratio Rank
EMLC Omega Ratio Rank: 4242
Omega Ratio Rank
EMLC Calmar Ratio Rank: 3232
Calmar Ratio Rank
EMLC Martin Ratio Rank: 3535
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.

SMLV vs. EMLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). 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.


SMLVEMLCDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.31

1.24

+0.07

Calmar ratioReturn relative to maximum drawdown

3.64

1.42

+2.22

Martin ratioReturn relative to average drawdown

10.07

4.75

+5.33

SMLV vs. EMLC - Sharpe Ratio Comparison

The current SMLV Sharpe Ratio is 1.70, which is higher than the EMLC Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of SMLV and EMLC, 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

SMLV vs. EMLC - Drawdown Comparison

The maximum SMLV drawdown since its inception was -42.45%, which is greater than EMLC's maximum drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for SMLV and EMLC.


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Drawdown Indicators


SMLVEMLCDifference

Max Drawdown

Largest peak-to-trough decline

-42.45%

-32.43%

-10.02%

Max Drawdown (1Y)

Largest decline over 1 year

-7.34%

-6.19%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-20.40%

-9.15%

-11.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.40%

-24.70%

+4.30%

Max Drawdown (10Y)

Largest decline over 10 years

-42.45%

-26.47%

-15.98%

Current Drawdown

Current decline from peak

0.00%

-3.83%

+3.83%

Average Drawdown

Average peak-to-trough decline

-5.45%

-14.35%

+8.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

1.86%

+0.80%

Volatility

SMLV vs. EMLC - Volatility Comparison

SPDR SSGA US Small Cap Low Volatility Index ETF (SMLV) has a higher volatility of 3.80% compared to VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) at 2.44%. This indicates that SMLV's price experiences larger fluctuations and is considered to be riskier than EMLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMLVEMLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

2.44%

+1.36%

Volatility (6M)

Calculated over the trailing 6-month period

9.81%

6.17%

+3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

15.74%

7.06%

+8.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.29%

9.14%

+9.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.95%

10.04%

+10.91%

SMLV vs. EMLC - Expense Ratio Comparison

SMLV has a 0.12% expense ratio, which is lower than EMLC's 0.30% expense ratio.


Dividends

SMLV vs. EMLC - Dividend Comparison

SMLV's dividend yield for the trailing twelve months is around 2.24%, less than EMLC's 6.16% yield.


PositionTTM20252024202320222021202020192018201720162015
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.16%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%
SMLV
SPDR SSGA US Small Cap Low Volatility Index ETF
2.24%2.74%2.68%2.68%2.40%2.12%2.47%2.62%3.15%7.92%3.04%2.63%

Frequently Asked Questions


SMLV and EMLC have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMLV has higher volatility (3.80%) compared to EMLC (2.44%). In terms of maximum drawdown, SMLV dropped -42.45% vs EMLC's -32.43%.

On 10-year performance, SMLV leads with 10.74% vs 2.28% for EMLC. On fees, SMLV is cheaper at 0.12% per year. On volatility, EMLC has been the lower-risk option at 2.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SMLV has performed better with a 10.74% return vs 2.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SMLV is cheaper with a 0.12% expense ratio, compared with 0.30% for EMLC.

EMLC has the higher dividend yield at 6.16%, compared with 2.24% for SMLV.

SMLV is categorized as Volatility Hedged Equity, while EMLC is Emerging Markets Bonds. SMLV tracks SSGA US Small Cap Low Volatility Index, while EMLC tracks J.P. Morgan Government Bond Index Emerging Markets Global Core Index. They also come from different issuers: State Street and VanEck. Their fees differ too: 0.12% for SMLV and 0.30% for EMLC.

SMLV currently has the higher Sharpe Ratio (1.70 vs 1.25), 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.

Portfolio Optimizer

Find the right allocation for SMLV and EMLC

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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