XCEM vs. EMB
Compare and contrast key facts about Columbia EM Core ex-China ETF (XCEM) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB).
XCEM and EMB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XCEM is a passively managed fund by Ameriprise Financial that tracks the performance of the MSCI Emerging Markets ex China Index. It was launched on Sep 2, 2015. EMB is a passively managed fund by iShares that tracks the performance of the JPMorgan EMBI Global Core Index. It was launched on Dec 17, 2007. Both XCEM and EMB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XCEM or EMB.
Key characteristics
| XCEM | EMB | |
|---|---|---|
| YTD Return | 5.65% | 7.49% |
| 1Y Return | 17.58% | 17.09% |
| 3Y Return (Ann) | 1.01% | -1.43% |
| 5Y Return (Ann) | 4.88% | 0.49% |
| Sharpe Ratio | 1.17 | 2.03 |
| Sortino Ratio | 1.64 | 2.97 |
| Omega Ratio | 1.21 | 1.36 |
| Calmar Ratio | 1.11 | 0.81 |
| Martin Ratio | 5.94 | 11.65 |
| Ulcer Index | 2.82% | 1.36% |
| Daily Std Dev | 14.36% | 7.82% |
| Max Drawdown | -40.92% | -34.70% |
| Current Drawdown | -5.36% | -5.84% |
Correlation
The correlation between XCEM and EMB is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XCEM vs. EMB - Performance Comparison
In the year-to-date period, XCEM achieves a 5.65% return, which is significantly lower than EMB's 7.49% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XCEM vs. EMB - Expense Ratio Comparison
XCEM has a 0.16% expense ratio, which is lower than EMB's 0.39% expense ratio.
Risk-Adjusted Performance
XCEM vs. EMB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia EM Core ex-China ETF (XCEM) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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.
Dividends
XCEM vs. EMB - Dividend Comparison
XCEM's dividend yield for the trailing twelve months is around 1.15%, less than EMB's 4.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XCEM Columbia EM Core ex-China ETF | 1.15% | 1.22% | 2.42% | 1.94% | 1.63% | 2.11% | 3.24% | 8.57% | 1.24% | 2.57% | 0.00% | 0.00% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 4.89% | 4.74% | 5.04% | 3.90% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% | 4.56% | 4.75% |
Drawdowns
XCEM vs. EMB - Drawdown Comparison
The maximum XCEM drawdown since its inception was -40.92%, which is greater than EMB's maximum drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for XCEM and EMB. For additional features, visit the drawdowns tool.
Volatility
XCEM vs. EMB - Volatility Comparison
Columbia EM Core ex-China ETF (XCEM) has a higher volatility of 3.42% compared to iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) at 2.10%. This indicates that XCEM's price experiences larger fluctuations and is considered to be riskier than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.