EMB vs VGLT

Comparison between ISHARES J.P. MORGAN USD EMERGING MARKETS BOND ETF (EMB, ETF) and VANGUARD LONG-TERM TREASURY INDEX FUND ETF SHARES (VGLT, ETF).

5-Year PerformanceEMB has outperformed VGLT, delivering a return of +2.0% compared to -5.1%

EMB vs VGLT - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EMB(ETF)	VGLT(ETF)
Net Assets	$14B	$14B
Expense Ratio	0.39%	0.03%
Max Drawdown	37.41%	50.44%
Sharpe Ratio	1.51	-0.02
5Y Beta	0.26	0.05
5Y Dividends CAGR	3.97%	6.61%

Net Assets

EMB

$14B

Winner

VGLT

$14B

Expense Ratio

EMB

0.39%

Winner

VGLT

0.03%

Max Drawdown

Winner

EMB

37.41%

VGLT

50.44%

Sharpe Ratio

Winner

EMB

1.51

VGLT

-0.02

5Y Beta

EMB

0.26

Winner

VGLT

0.05

5Y Dividends CAGR

EMB

3.97%

Winner

VGLT

6.61%

EMB vs VGLT - Historical Returns

Returns include dividend reinvestment.

Period	EMB	VGLT
1 month	+1.53%	-0.48%
3 months	+0.74%	-0.54%
6 months	+2.71%	-1.23%
1 year	+13.02%	+4.12%
5 years(CAGR)	+1.96%	-5.11%
10 years(CAGR)	+3.42%	-0.87%
Max(CAGR)	+4.70%	+2.52%

Winner

EMB

+1.53%

VGLT

-0.48%

Winner

EMB

+0.74%

VGLT

-0.54%

Winner

EMB

+2.71%

VGLT

-1.23%

Winner

EMB

+13.02%

VGLT

+4.12%

5Y(CAGR)

Winner

EMB

+1.96%

VGLT

-5.11%

10Y(CAGR)

Winner

EMB

+3.42%

VGLT

-0.87%

Max(CAGR)

Winner

EMB

+4.70%

VGLT

+2.52%

EMB vs VGLT - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	EMB	VGLT
2026	+1.61%	+0.30%
2025	+13.47%	+5.23%
2024	+6.59%	-5.80%
2023	+10.12%	+1.50%
2022	-17.83%	-27.68%
2021	-1.69%	-4.91%
2020	+5.29%	+16.54%
2019	+15.48%	+13.62%
2018	-5.71%	-0.48%
2017	+9.90%	+8.37%
2016	+9.38%	-0.08%
2015	+1.39%	-1.81%
2014	+6.03%	+24.41%
2013	-8.06%	-11.50%
2012	+18.00%	+4.55%
2011	+7.19%	+29.34%
2010	+10.67%	+8.97%
2009	+13.44%	-4.16%
2008	-2.27%	N/A
2007	+0.29%	N/A

EMB vs VGLT Drawdown Comparison

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

The maximum drawdown for VGLT was -46.17%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The current EMB drawdown is -0.31%. The current VGLT drawdown is -36.52%.

Rank	EMB	VGLT
#1	-34.70% May 21, 2008 - Jul 21, 2009	-46.17% Aug 4, 2020 - Oct 19, 2023
#2	-28.75% Sep 2, 2021 - Aug 11, 2025	-17.79% Jul 25, 2012 - Oct 15, 2014
#3	-26.55% Mar 4, 2020 - Nov 13, 2020	-16.92% Jul 8, 2016 - Jun 3, 2019
#4	-14.48% May 2, 2013 - Jul 8, 2014	-14.21% Mar 9, 2020 - Aug 4, 2020
#5	-8.91% Jan 5, 2018 - Mar 20, 2019	-13.98% Aug 31, 2010 - Aug 4, 2011
#6	-7.56% Sep 7, 2016 - Apr 28, 2017	-13.80% Jan 30, 2015 - Feb 11, 2016
#7	-7.43% Nov 4, 2010 - Jul 28, 2011	-9.07% Oct 3, 2011 - Dec 19, 2011
#8	-7.37% Aug 27, 2014 - Apr 2, 2015	-8.89% Dec 19, 2011 - May 16, 2012
#9	-7.34% Dec 31, 2020 - Aug 31, 2021	-7.97% Aug 28, 2019 - Feb 20, 2020
#10	-7.09% Aug 2, 2011 - Nov 3, 2011	-5.69% Nov 27, 2009 - May 6, 2010
#11	-6.45% Apr 20, 2010 - Jul 8, 2010	-4.57% Feb 11, 2016 - Jun 3, 2016
#12	-6.36% Apr 27, 2015 - Mar 17, 2016	-4.32% Sep 22, 2011 - Oct 3, 2011
#13	-4.88% May 3, 2012 - Jun 19, 2012	-4.16% Aug 10, 2011 - Aug 18, 2011
#14	-4.51% Feb 25, 2026 - Mar 27, 2026	-3.59% Aug 19, 2011 - Sep 2, 2011
#15	-4.14% Nov 8, 2011 - Jan 26, 2012	-3.55% Jun 1, 2012 - Jul 20, 2012

Correlation

Correlation between EMB and VGLT is 0.72 which considered as a strong positive correlation - the stocks tend to move together.

0.72

-101

Dividend Comparison (2007 - 2026)

EMB vs VGLT dividend yield comparison.

Year	EMB	VGLT
2026	1.75%	1.52%
2025	4.98%	4.44%
2024	5.46%	4.33%
2023	4.74%	3.33%
2022	5.04%	2.84%
2021	3.89%	1.82%
2020	3.88%	2.15%
2019	4.51%	2.46%
2018	5.64%	2.71%
2017	4.54%	2.55%
2016	4.83%	2.69%
2015	4.84%	3.21%
2014	4.56%	2.75%
2013	4.75%	3.19%
2012	4.17%	3.02%
2011	4.83%	3.10%
2010	5.15%	3.72%
2009	5.63%	0.46%
2008	5.63%	0.00%
2007	0.16%	0.00%