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EMB vs PHYS

Comparison between ISHARES J.P. MORGAN USD EMERGING MARKETS BOND ETF (EMB, ETF) and Sprott Physical Gold Trust (PHYS, ETF).

5-Year PerformancePHYS has outperformed EMB, delivering a return of +16.7% compared to +1.7%

EMB vs PHYS - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
EMB
$15B
Winner
PHYS
$15B
Expense Ratio
EMB
0.39%
PHYS
N/A
Max Drawdown
Winner
EMB
37.41%
PHYS
48.16%
Sharpe Ratio
Winner
EMB
0.93
PHYS
0.66
5Y Beta
EMB
0.25
Winner
PHYS
0.22
5Y Dividends CAGR
EMB
2.38%
PHYS
N/A

EMB vs PHYS - Historical Returns

Returns include dividend reinvestment.

1M
Winner
EMB
-0.65%
PHYS
-2.37%
3M
Winner
EMB
+0.48%
PHYS
-12.98%
6M
Winner
EMB
+1.44%
PHYS
-16.47%
1Y
EMB
+8.81%
Winner
PHYS
+18.52%
5Y(CAGR)
EMB
+1.69%
Winner
PHYS
+16.70%
10Y(CAGR)
EMB
+2.85%
Winner
PHYS
+10.82%
Max(CAGR)
EMB
+4.65%
Winner
PHYS
+7.38%

EMB vs PHYS - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

YearEMBPHYS
2026+1.65%-6.91%
2025+13.47%+61.55%
2024+6.59%+26.91%
2023+10.12%+11.79%
2022-17.83%-0.21%
2021-1.69%-6.08%
2020+5.29%+22.88%
2019+15.48%+17.45%
2018-5.71%-3.73%
2017+9.90%+12.06%
2016+9.38%+6.10%
2015+1.39%-11.10%
2014+6.03%-3.65%
2013-8.06%-30.59%
2012+18.00%+0.42%
2011+7.19%+12.56%
2010+10.67%+28.73%
2009+13.44%N/A
2008-2.27%N/A
2007+0.29%N/A

EMB vs PHYS Drawdown Comparison

The maximum drawdown for EMB was -34.70%, occurring on Oct 28, 2008. Recovery took 293 trading sessions.

The maximum drawdown for PHYS was -48.16%, occurring on Dec 17, 2015. Recovery took 3154 trading sessions.

The current EMB drawdown is -1.08%. The current PHYS drawdown is -24.65%.

RankEMBPHYS
#1-34.70%
May 21, 2008 - Jul 21, 2009
-48.16%
Aug 22, 2011 - Mar 6, 2024
#2-28.75%
Sep 2, 2021 - Aug 11, 2025
-26.75%
Jan 29, 2026 - Jun 24, 2026
#3-26.55%
Mar 4, 2020 - Nov 13, 2020
-15.31%
May 14, 2010 - Mar 1, 2011
#4-14.48%
May 2, 2013 - Jul 8, 2014
-11.08%
Oct 20, 2025 - Dec 22, 2025
#5-8.91%
Jan 5, 2018 - Mar 20, 2019
-9.91%
Apr 29, 2011 - Jul 12, 2011
#6-7.56%
Sep 7, 2016 - Apr 28, 2017
-9.23%
Oct 30, 2024 - Feb 3, 2025
#7-7.43%
Nov 4, 2010 - Jul 28, 2011
-7.71%
Apr 21, 2025 - Jun 13, 2025
#8-7.37%
Aug 27, 2014 - Apr 2, 2015
-5.66%
Apr 2, 2025 - Apr 10, 2025
#9-7.34%
Dec 31, 2020 - Aug 31, 2021
-5.62%
May 20, 2024 - Jul 16, 2024
#10-7.09%
Aug 2, 2011 - Nov 3, 2011
-4.92%
Dec 26, 2025 - Jan 12, 2026
#11-6.45%
Apr 20, 2010 - Jul 8, 2010
-4.90%
Jul 22, 2025 - Aug 29, 2025
#12-6.36%
Apr 27, 2015 - Mar 17, 2016
-4.87%
Jun 13, 2025 - Jul 22, 2025
#13-4.88%
May 3, 2012 - Jun 19, 2012
-4.38%
Apr 16, 2024 - May 17, 2024
#14-4.51%
Feb 25, 2026 - Jun 2, 2026
-4.24%
Jul 16, 2024 - Aug 12, 2024
#15-4.14%
Nov 8, 2011 - Jan 26, 2012
-4.15%
Mar 7, 2011 - Apr 18, 2011

Correlation

Correlation between EMB and PHYS is 0.59 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.59
-101

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