EMBD vs CAPE
Comparison between GLOBAL X EMERGING MARKETS BOND ETF (EMBD, ETF) and DOUBLELINE SHILLER CAPE U.S. EQUITIES ETF (CAPE, ETF).
EMBD vs CAPE - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
EMBD
$256M
Winner
CAPE
$257M
Expense Ratio
Winner
EMBD
0.39%
CAPE
0.65%
Max Drawdown
EMBD
30.66%
Winner
CAPE
22.43%
Sharpe Ratio
Winner
EMBD
0.95
CAPE
0.21
5Y Beta
Winner
EMBD
0.17
CAPE
0.65
P/E Ratio
EMBD
N/A
CAPE
25.03
Forward P/E
EMBD
N/A
CAPE
20.56
5Y Dividends CAGR
EMBD
2.53%
CAPE
N/A
5Y EPS CAGR
EMBD
N/A
CAPE
14.48%
Debt to Equity
EMBD
N/A
CAPE
-29.22%
P/S Ratio
EMBD
N/A
CAPE
2.43
P/B Ratio
EMBD
N/A
CAPE
3.90
EMBD vs CAPE - Historical Returns
Returns include dividend reinvestment.
1M
Winner
EMBD
+1.02%
CAPE
+0.52%
3M
EMBD
+2.61%
Winner
CAPE
+3.27%
6M
Winner
EMBD
+2.82%
CAPE
+1.44%
1Y
Winner
EMBD
+9.43%
CAPE
+5.76%
5Y(CAGR)
EMBD
+2.90%
Winner
CAPE
+7.80%
Max(CAGR)
EMBD
+4.14%
Winner
CAPE
+7.80%
EMBD vs CAPE - Annual Returns (2020 - 2026)
Returns include dividend reinvestment.
| Year | EMBD | CAPE |
|---|---|---|
| 2026 | +2.21% | +1.90% |
| 2025 | +12.53% | +9.55% |
| 2024 | +8.21% | +14.49% |
| 2023 | +10.91% | +28.01% |
| 2022 | -13.10% | -15.28% |
| 2021 | -1.54% | N/A |
| 2020 | +11.51% | N/A |
EMBD vs CAPE Drawdown Comparison
The maximum drawdown for EMBD was -24.27%, occurring on Oct 20, 2022. Recovery took 752 trading sessions.
The maximum drawdown for CAPE was -22.08%, occurring on Oct 12, 2022. Recovery took 312 trading sessions.
The current CAPE drawdown is -1.73%.
| Rank | EMBD | CAPE |
|---|---|---|
| #1 | -24.27% Sep 14, 2021 - Sep 11, 2024 | -22.08% Apr 20, 2022 - Jul 19, 2023 |
| #2 | -5.35% Dec 31, 2020 - Aug 30, 2021 | -14.32% Nov 29, 2024 - Jul 1, 2025 |
| #3 | -4.23% Feb 24, 2026 - Jun 4, 2026 | -10.29% Jul 31, 2023 - Dec 1, 2023 |
| #4 | -3.81% Feb 6, 2025 - May 27, 2025 | -9.68% Feb 27, 2026 - Mar 27, 2026 |
| #5 | -3.08% Sep 26, 2024 - Feb 5, 2025 | -5.78% Jul 16, 2024 - Aug 21, 2024 |
| #6 | -2.88% Jul 8, 2020 - Aug 4, 2020 | -5.69% Mar 28, 2024 - Jul 2, 2024 |
| #7 | -2.41% Aug 11, 2020 - Oct 8, 2020 | -4.79% Sep 11, 2025 - Jan 9, 2026 |
| #8 | -2.00% Jun 8, 2020 - Jun 25, 2020 | -3.27% Dec 28, 2023 - Jan 30, 2024 |
| #9 | -1.56% Oct 13, 2020 - Nov 4, 2020 | -3.20% Jul 23, 2025 - Aug 22, 2025 |
| #10 | -1.47% Oct 29, 2025 - Dec 16, 2025 | -2.60% Aug 30, 2024 - Sep 16, 2024 |
| #11 | -1.37% Jul 3, 2025 - Aug 1, 2025 | -2.16% Jul 3, 2025 - Jul 22, 2025 |
| #12 | -1.05% Oct 9, 2025 - Oct 15, 2025 | -2.13% Apr 5, 2022 - Apr 20, 2022 |
| #13 | -0.92% Sep 17, 2025 - Oct 9, 2025 | -1.78% Sep 19, 2024 - Oct 14, 2024 |
| #14 | -0.80% Aug 13, 2025 - Sep 3, 2025 | -1.76% Jan 30, 2024 - Feb 2, 2024 |
| #15 | -0.76% Sep 19, 2024 - Sep 26, 2024 | -1.54% Oct 18, 2024 - Nov 6, 2024 |
Correlation
Correlation between EMBD and CAPE is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.
0.97
-101
Dividend Comparison (2020 - 2026)
EMBD vs CAPE dividend yield comparison.
| Year | EMBD | CAPE |
|---|---|---|
| 2026 | 2.39% | 0.23% |
| 2025 | 5.48% | 1.39% |
| 2024 | 5.83% | 1.23% |
| 2023 | 5.29% | 1.01% |
| 2022 | 4.53% | 0.80% |
| 2021 | 4.99% | 0.00% |
| 2020 | 3.34% | 0.00% |
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