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VWOB vs. CERY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWOB vs. CERY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Emerging Markets Government Bond ETF (VWOB) and SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VWOB achieves a 2.09% return, which is significantly lower than CERY's 19.54% return.


VWOB

1D
-0.37%
1M
1.81%
YTD
2.09%
6M
2.11%
1Y
10.57%
3Y*
9.07%
5Y*
2.13%
10Y*
3.52%

CERY

1D
-0.67%
1M
-8.39%
YTD
19.54%
6M
18.91%
1Y
26.17%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWOB vs. CERY - Yearly Performance Comparison


Correlation

The correlation between VWOB and CERY is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.22

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2024

-0.07

The correlation between VWOB and CERY shifts across timeframes, from -0.22 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VWOB vs. CERY — Risk / Return Rank

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

VWOB
VWOB Risk / Return Rank: 6161
Overall Rank
VWOB Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VWOB Sortino Ratio Rank: 6767
Sortino Ratio Rank
VWOB Omega Ratio Rank: 6767
Omega Ratio Rank
VWOB Calmar Ratio Rank: 4949
Calmar Ratio Rank
VWOB Martin Ratio Rank: 5858
Martin Ratio Rank

CERY
CERY Risk / Return Rank: 5050
Overall Rank
CERY Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
CERY Sortino Ratio Rank: 4747
Sortino Ratio Rank
CERY Omega Ratio Rank: 4747
Omega Ratio Rank
CERY Calmar Ratio Rank: 4848
Calmar Ratio Rank
CERY Martin Ratio Rank: 5858
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.

VWOB vs. CERY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Government Bond ETF (VWOB) and SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY). 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.


VWOBCERYDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.38

1.29

+0.09

Calmar ratioReturn relative to maximum drawdown

2.37

2.31

+0.06

Martin ratioReturn relative to average drawdown

9.98

9.93

+0.06

VWOB vs. CERY - Sharpe Ratio Comparison

The current VWOB Sharpe Ratio is 2.01, which is comparable to the CERY Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of VWOB and CERY, 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

VWOB vs. CERY - Drawdown Comparison

The maximum VWOB drawdown since its inception was -26.98%, which is greater than CERY's maximum drawdown of -11.37%. Use the drawdown chart below to compare losses from any high point for VWOB and CERY.


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Drawdown Indicators


VWOBCERYDifference

Max Drawdown

Largest peak-to-trough decline

-26.98%

-11.37%

-15.61%

Max Drawdown (1Y)

Largest decline over 1 year

-4.48%

-11.37%

+6.89%

Max Drawdown (3Y)

Largest decline over 3 years

-7.71%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

Max Drawdown (10Y)

Largest decline over 10 years

-26.98%

Current Drawdown

Current decline from peak

-0.37%

-11.37%

+11.00%

Average Drawdown

Average peak-to-trough decline

-4.79%

-2.27%

-2.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

2.83%

-1.77%

Volatility

VWOB vs. CERY - Volatility Comparison

The current volatility for Vanguard Emerging Markets Government Bond ETF (VWOB) is 1.72%, while SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) has a volatility of 3.57%. This indicates that VWOB experiences smaller price fluctuations and is considered to be less risky than CERY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VWOBCERYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

3.57%

-1.85%

Volatility (6M)

Calculated over the trailing 6-month period

4.36%

13.57%

-9.21%

Volatility (1Y)

Calculated over the trailing 1-year period

5.29%

15.63%

-10.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.19%

14.73%

-5.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.35%

14.73%

-5.38%

VWOB vs. CERY - Expense Ratio Comparison

VWOB has a 0.15% expense ratio, which is lower than CERY's 0.28% expense ratio.


Dividends

VWOB vs. CERY - Dividend Comparison

VWOB's dividend yield for the trailing twelve months is around 5.81%, more than CERY's 4.18% yield.


PositionTTM20252024202320222021202020192018201720162015
CERY
SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF
4.18%4.99%0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWOB
Vanguard Emerging Markets Government Bond ETF
5.81%5.92%6.08%5.50%5.30%4.04%4.18%4.58%4.52%4.61%4.71%4.93%

Frequently Asked Questions


VWOB and CERY have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CERY has higher volatility (3.57%) compared to VWOB (1.72%). In terms of maximum drawdown, VWOB dropped -26.98% vs CERY's -11.37%.

On 1-year performance, CERY leads with 26.17% vs 10.57% for VWOB. On fees, VWOB is cheaper at 0.15% per year. On volatility, VWOB has been the lower-risk option at 1.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CERY has performed better with a 26.17% return vs 10.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VWOB is cheaper with a 0.15% expense ratio, compared with 0.28% for CERY.

VWOB has the higher dividend yield at 5.81%, compared with 4.18% for CERY.

VWOB is categorized as Emerging Markets Bonds, while CERY is Commodities. VWOB tracks Bloomberg USD Emerging Markets Government RIC Capped Index, while CERY tracks Bloomberg Enhanced Roll Yield Total Return Index. They also come from different issuers: Vanguard and State Street. Their fees differ too: 0.15% for VWOB and 0.28% for CERY.

VWOB currently has the higher Sharpe Ratio (2.01 vs 1.68), 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

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