PortfoliosLab logoPortfoliosLab logo
Issuer
L&G
Inception Date
Dec 9, 2021
Leveraged
1x (No leverage)
Index Tracked
L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD Accumulating
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

EMAG.L Performance Chart

L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD Accumulating (EMAG.L) is up 1.0% since the beginning of the year. EMAG.L is currently trading at £8 per share.


Loading charts...

S&P 500 Index

Returns By Period

L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD Accumulating (EMAG.L) has returned 0.97% so far this year and 4.81% over the past 12 months.


L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD Accumulating

1D
-0.65%
1M
-0.63%
6M
0.63%
YTD
0.97%
1Y
4.81%
3Y*
5.31%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.66%
1M
-0.64%
6M
8.66%
YTD
10.17%
1Y
19.99%
3Y*
17.60%
5Y*
12.23%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMAG.L Monthly Returns History

Based on dividend-adjusted daily data since Jul 26, 2021, EMAG.L's average daily return is +0.01%, while the average monthly return is +0.19%. At this rate, an investment would double in approximately 30.4 years.

Historically, 52% of months were positive and 48% were negative. The best month was Jul 2025 with a return of +4.6%, while the worst month was Oct 2022 at -5.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, EMAG.L closed higher 51% of trading days. The best single day was Feb 25, 2022 with a return of +2.5%, while the worst single day was Oct 13, 2022 at -3.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.40%2.76%-0.15%-1.02%0.88%1.78%-1.81%0.97%
20251.70%0.27%-2.64%-3.48%-0.57%-0.37%4.57%-0.86%1.33%2.97%-0.63%-1.26%0.75%
20240.80%0.76%1.03%-0.51%0.02%1.41%-0.36%-0.48%-0.99%2.81%2.06%0.74%7.46%
20230.65%-0.36%-1.42%-0.68%0.52%-1.75%-0.41%0.86%2.79%-0.45%-0.62%1.95%0.98%
2022-1.34%-3.76%0.58%1.71%-0.80%0.41%1.45%3.96%0.10%-5.34%1.99%0.58%-0.82%
2021-0.52%1.70%0.97%-2.33%2.48%-0.96%1.27%

Benchmark Metrics

L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD Accumulating has an annualized alpha of 2.12%, beta of 0.12, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since July 26, 2021.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (18.80%) than losses (17.87%) - typical of diversified or defensive assets.
  • Beta of 0.12 may look defensive, but with R2 of 0.06 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.06 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.12%
Beta
0.12
0.06
Upside Capture
18.80%
Downside Capture
17.87%

Expense Ratio

EMAG.L has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

EMAG.L ranks 26 for risk / return — below 26% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


EMAG.L Risk / Return Rank: 2626
Overall Rank
EMAG.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
EMAG.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
EMAG.L Omega Ratio Rank: 2424
Omega Ratio Rank
EMAG.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
EMAG.L Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD Accumulating (EMAG.L) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMAG.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

1.14

1.31

-0.17

Calmar ratioReturn relative to maximum drawdown

1.14

2.50

-1.36

Martin ratioReturn relative to average drawdown

2.81

9.11

-6.30

Dividends

Dividend History


L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD Accumulating doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD Accumulating. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD Accumulating was 11.32%, occurring on Jul 14, 2023. Recovery took 337 trading sessions.

The current L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD Accumulating drawdown is 2.56%.


Drawdown

Fall

Recovery

Underwater

Related event

-11.32%Jul 2023
9mo 18d1y 4mo
2y 1moSep 2022 - Nov 2024
-8.67%Mar 2022
3mo 9d5mo 14d
8mo 23dDec 2021 - Sep 2022
Bear market2022
-8.30%Jun 2025
5mo 7d4mo 11d
9mo 18dJan 2025 - Nov 2025
2025 selloff2025
-4.20%Jan 2026
2mo 24d4mo 21d
7mo 15dNov 2025 - Jun 2026
-3.57%Oct 2021
28d1mo 6d
2mo 4dSep 2021 - Dec 2021

Drawdown Indicators


EMAG.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-11.32%

-37.07%

+25.75%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

-8.03%

+3.83%

Max Drawdown (3Y)

Largest decline over 3 years

-8.30%

-22.15%

+13.85%

Max Drawdown (5Y)

Largest decline over 5 years

-22.15%

Max Drawdown (10Y)

Largest decline over 10 years

-26.01%

Current Drawdown

Current decline from peak

-2.56%

-1.42%

-1.14%

Average Drawdown

Average peak-to-trough decline

-4.05%

-5.29%

+1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

2.20%

-0.49%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with EMAG.L

Add L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD Accumulating to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with EMAG.L