XEMD vs. GABF
Compare and contrast key facts about BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) and Gabelli Financial Services Opportunities ETF (GABF).
XEMD and GABF 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. GABF is an actively managed fund by Gabelli. It was launched on May 9, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XEMD or GABF.
Key characteristics
| XEMD | GABF | |
|---|---|---|
| YTD Return | 9.15% | 51.08% |
| 1Y Return | 15.53% | 75.73% |
| Sharpe Ratio | 2.80 | 4.64 |
| Sortino Ratio | 4.20 | 6.02 |
| Omega Ratio | 1.54 | 1.84 |
| Calmar Ratio | 6.12 | 8.00 |
| Martin Ratio | 20.06 | 38.41 |
| Ulcer Index | 0.79% | 2.03% |
| Daily Std Dev | 5.66% | 16.84% |
| Max Drawdown | -10.01% | -17.14% |
| Current Drawdown | -0.31% | 0.00% |
Correlation
The correlation between XEMD and GABF 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
XEMD vs. GABF - Performance Comparison
In the year-to-date period, XEMD achieves a 9.15% return, which is significantly lower than GABF's 51.08% 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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XEMD vs. GABF - Expense Ratio Comparison
XEMD has a 0.29% expense ratio, which is higher than GABF's 0.10% expense ratio.
Risk-Adjusted Performance
XEMD vs. GABF - Risk-Adjusted Performance 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 Gabelli Financial Services Opportunities ETF (GABF). 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
XEMD vs. GABF - Dividend Comparison
XEMD's dividend yield for the trailing twelve months is around 6.19%, more than GABF's 3.27% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 6.19% | 6.19% | 3.08% |
GABF Gabelli Financial Services Opportunities ETF | 3.27% | 4.95% | 1.31% |
Drawdowns
XEMD vs. GABF - Drawdown Comparison
The maximum XEMD drawdown since its inception was -10.01%, smaller than the maximum GABF drawdown of -17.14%. Use the drawdown chart below to compare losses from any high point for XEMD and GABF. For additional features, visit the drawdowns tool.
Volatility
XEMD vs. GABF - Volatility Comparison
The current volatility for BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) is 1.54%, while Gabelli Financial Services Opportunities ETF (GABF) has a volatility of 7.58%. This indicates that XEMD experiences smaller price fluctuations and is considered to be less risky than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.