SPDR Bloomberg Barclays Emerging Markets Local Bond UCITS ETF (Dist)

Ticker

EMDD.L

ISIN

IE00B461338

Price

USD 54.69

Change Today

+0.02 / 0.037 %

Price 1 year ago

53.12 / 2.96 %

Morningstar

4

52 Week Low

52.74

52 Week High

58.37

200 Day Moving Average 54.93

54.93

50-day Moving Average

56.40

Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 0.95
Sortino Ratio 0.22
Maximum Drawdown -1.5%
Maximum Drawdown Date 2024-01-03
Calmar Ratio -16.09

1 year

Parameter Value
Return 1.15
Volatility 3.763%
Alpha +1.52
Beta None
R Squared +93.12

History

Parameter Value
Average Annual Return -0.072%
Average Annual Volatility 9.596%
Sharpe Ratio -0.01
Sortino Ratio -0.35
Maximum Drawdown -26.0%
Maximum Drawdown Date 2016-01-20
Calmar Ratio -0.01

Company information

Summary

The fund seeks to replicate, before expenses, the performance of the liquid local currency emerging markets debt market. It aims to do this by tracking the Barclays Capital Emerging Markets Local Currency Liquid Government Index as closely as possible. The index is a country-constrained index designed to provide a broad measure of the performance of liquid local currency emerging markets debt. It limits country exposure to a maximum of 10% and redistributes the excess market value index-wide on a pro-rata basis. To be included in the index, securities must have an amount outstanding of at least US$1 billion equivalent.

Market

GB

Category

Global Emerging Markets Bond - Local Currency

Expense Ratio

0.60%

Fund family

State Street Global Advisors Ltd

Morningstar

4

Yield
0.0357
Exchange
LSE
Sector Weight
Realestate 0.00%
Consumer cyclical 0.00%
Basic materials 0.00%
Consumer defensive 0.00%
Technology 0.00%
Communication services 0.00%
Financial services 0.00%
Utilities 0.00%
Industrials 0.00%
Energy 0.00%
Healthcare 0.00%
None

Holdings

Symbol Name Allocation
Brazil (Federative Republic) 1.06%
South Africa (Republic of) 1.04%
Poland (Republic of) 0.96%
Secretaria Tesouro Nacional 0.86%
The Republic of Korea 0.83%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF ISINUS00326 PCX 0.29% 4 +4.21
CWB SPDR Bloomberg Convertible Securities ETF US78464A359 PCX 0.40% 4 -4.69
DJP iPath Bloomberg Commodity Index Total Return(SM) ETN US06738C778 PCX 0.70% 5
EBND SPDR Bloomberg Emerging Markets Local Bond ETF IE00B461338 PCX 0.30% 4 +5.63
EMDD.L SPDR Bloomberg Barclays Emerging Markets Local Bond UCITS ETF (Dist) IE00B461338 LSE 0.60% 4 +1.52
FLRN SPDR Bloomberg Investment Grade Floating Rate ETF US78468R200 PCX 0.15% 4 -0.06
GLTS.L SPDR Bloomberg 1-5 Year Gilt UCITS ETF IE00B6YX5K1 LSE 0.15% 4
SJNK SPDR Bloomberg Short Term High Yield Bond ETF US78468R408 PCX 0.40% 4 +4.18
TIPX SPDR Bloomberg 1-10 Year TIPS ETF US78468R861 PCX 0.15% 4 -0.10
TSY3.L SPDR Bloomberg 1-3 Year U.S. Treasury Bond UCITS ETF IE00BC7GZJ8 LSE 0.15% 4 -1.87

Sustainability scores

Events

Indicators

Glossary
Momentum
A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
Inertia
In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
Relative Strength Index (RSI)
A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
Fibonacci's Weighted Moving Average
A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
Williams %R
A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
Relative Volatility Index (RVI)
A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
Commodity Channel Index (CCI)
A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.