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VWOB vs. NEMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VWOB vs. NEMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Emerging Markets Government Bond ETF (VWOB) and Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD). 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 2.24% return, which is significantly lower than NEMD's 4.30% return.


VWOB

1D
0.00%
1M
1.46%
YTD
2.24%
6M
2.00%
1Y
9.93%
3Y*
9.00%
5Y*
2.19%
10Y*
3.52%

NEMD

1D
0.11%
1M
1.33%
YTD
4.30%
6M
4.06%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VWOB vs. NEMD - Yearly Performance Comparison


Correlation

The correlation between VWOB and NEMD is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 11, 2025

0.90

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Return for Risk

VWOB vs. NEMD — Risk / Return Rank

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

VWOB
VWOB Risk / Return Rank: 6464
Overall Rank
VWOB Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
VWOB Sortino Ratio Rank: 7171
Sortino Ratio Rank
VWOB Omega Ratio Rank: 7171
Omega Ratio Rank
VWOB Calmar Ratio Rank: 5252
Calmar Ratio Rank
VWOB Martin Ratio Rank: 6161
Martin Ratio Rank

NEMD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. NEMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Government Bond ETF (VWOB) and Neuberger Berman Emerging Markets Debt Hard Currency ETF (NEMD). 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.


VWOBNEMDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

2.23

Martin ratioReturn relative to average drawdown

9.37

VWOB vs. NEMD - Sharpe Ratio Comparison


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Drawdowns

VWOB vs. NEMD - Drawdown Comparison

The maximum VWOB drawdown since its inception was -26.98%, which is greater than NEMD's maximum drawdown of -4.43%. Use the drawdown chart below to compare losses from any high point for VWOB and NEMD.


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Drawdown Indicators


VWOBNEMDDifference

Max Drawdown

Largest peak-to-trough decline

-26.98%

-4.43%

-22.55%

Max Drawdown (1Y)

Largest decline over 1 year

-4.48%

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

-0.22%

-0.56%

+0.34%

Average Drawdown

Average peak-to-trough decline

-4.78%

-0.56%

-4.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

Volatility

VWOB vs. NEMD - Volatility Comparison


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Volatility by Period


VWOBNEMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

Volatility (6M)

Calculated over the trailing 6-month period

4.35%

Volatility (1Y)

Calculated over the trailing 1-year period

5.27%

6.62%

-1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.19%

6.62%

+2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.34%

6.62%

+2.72%

VWOB vs. NEMD - Expense Ratio Comparison

VWOB has a 0.15% expense ratio, which is lower than NEMD's 0.60% expense ratio.


Dividends

VWOB vs. NEMD - Dividend Comparison

VWOB's dividend yield for the trailing twelve months is around 5.81%, more than NEMD's 5.22% yield.


PositionTTM20252024202320222021202020192018201720162015
NEMD
Neuberger Berman Emerging Markets Debt Hard Currency ETF
5.22%2.39%0.00%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


With a correlation of 0.90, VWOB and NEMD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VWOB is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VWOB is cheaper with a 0.15% expense ratio, compared with 0.60% for NEMD.

VWOB has the higher dividend yield at 5.81%, compared with 5.22% for NEMD.

They also come from different issuers: Vanguard and Neuberger Berman. Their fees differ too: 0.15% for VWOB and 0.60% for NEMD.

Portfolio Optimizer

Find the right allocation for VWOB and NEMD

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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