XEMD vs. EMTL
Compare and contrast key facts about BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) and SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL).
XEMD and EMTL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XEMD is a passively managed fund by BondBloxx that tracks the performance of the JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross. It was launched on Jun 28, 2022. EMTL is an actively managed fund by State Street. It was launched on Apr 13, 2016.
Performance
XEMD vs. EMTL - Performance Comparison
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XEMD vs. EMTL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | -0.51% | 13.98% | 8.77% | 10.26% | 1.82% |
EMTL SPDR DoubleLine Emerging Markets Fixed Income ETF | -0.98% | 8.27% | 5.86% | 9.60% | -0.06% |
Returns By Period
In the year-to-date period, XEMD achieves a -0.51% return, which is significantly higher than EMTL's -0.98% return.
XEMD
- 1D
- 0.83%
- 1M
- -2.61%
- YTD
- -0.51%
- 6M
- 3.45%
- 1Y
- 10.87%
- 3Y*
- 10.10%
- 5Y*
- —
- 10Y*
- —
EMTL
- 1D
- 0.26%
- 1M
- -1.43%
- YTD
- -0.98%
- 6M
- -0.70%
- 1Y
- 3.82%
- 3Y*
- 6.67%
- 5Y*
- 1.62%
- 10Y*
- —
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XEMD vs. EMTL - Expense Ratio Comparison
XEMD has a 0.29% expense ratio, which is lower than EMTL's 0.65% expense ratio.
Return for Risk
XEMD vs. EMTL — Risk / Return Rank
XEMD
EMTL
XEMD vs. EMTL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) and SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL). 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.
| XEMD | EMTL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.88 | 1.35 | +0.53 |
Sortino ratioReturn per unit of downside risk | 2.64 | 1.81 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.29 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 3.10 | 1.86 | +1.23 |
Martin ratioReturn relative to average drawdown | 13.23 | 5.99 | +7.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XEMD | EMTL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.88 | 1.35 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.33 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.31 | 0.71 | +0.60 |
Correlation
The correlation between XEMD and EMTL is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XEMD vs. EMTL - Dividend Comparison
XEMD's dividend yield for the trailing twelve months is around 6.10%, more than EMTL's 5.09% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 6.10% | 6.15% | 6.30% | 6.19% | 3.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMTL SPDR DoubleLine Emerging Markets Fixed Income ETF | 5.09% | 5.09% | 5.34% | 4.78% | 4.19% | 5.43% | 3.28% | 3.96% | 3.35% | 4.16% | 8.87% |
Drawdowns
XEMD vs. EMTL - Drawdown Comparison
The maximum XEMD drawdown since its inception was -10.01%, smaller than the maximum EMTL drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for XEMD and EMTL.
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Drawdown Indicators
| XEMD | EMTL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.01% | -22.91% | +12.90% |
Max Drawdown (1Y)Largest decline over 1 year | -3.52% | -2.15% | -1.37% |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.91% | — |
Current DrawdownCurrent decline from peak | -2.72% | -1.61% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -1.29% | -3.89% | +2.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.82% | 0.67% | +0.15% |
Volatility
XEMD vs. EMTL - Volatility Comparison
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) has a higher volatility of 2.43% compared to SPDR DoubleLine Emerging Markets Fixed Income ETF (EMTL) at 0.91%. This indicates that XEMD's price experiences larger fluctuations and is considered to be riskier than EMTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XEMD | EMTL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.43% | 0.91% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 3.40% | 1.69% | +1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.81% | 2.84% | +2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.94% | 4.90% | +2.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.94% | 4.68% | +2.26% |