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L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Acc) (EMAU.L) Sharpe Ratio: 1.64

ETF · Currency in USD · Last updated Jul 16, 2026

The L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF provides exposure to a diversified portfolio of USD-denominated fixed- and floating-rate corporate bonds from emerging-market issuers. It uses physical sampling, applies environmental and social screens, and accumulates income.

EMAU.L's Sharpe Ratio of 1.64 indicates that for each unit of volatility, it generates 1.64 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

EMAU.L Sharpe Ratio Rank

EMAU.L Sharpe Ratio Rank: 61.261
Above Average

EMAU.L ranks above 61.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

EMAU.L Sharpe Ratio Market Positioning

The chart shows EMAU.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.75 or lower
  • Yellow zone (middle 50%): 0.75 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.41+
  • Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Acc)'s Sharpe Ratio with other ETFs in the Emerging Markets Bonds, Corporate Bonds, ESG category across multiple time periods, showing how EMAU.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SMH.LVanEck Semiconductor UCITS ETF3.35
ERNA.LiShares USD Ultrashort Bond UCITS ETF USD (Acc)3.09
FLOA.LiShares USD Floating Rate Bond UCITS ETF USD (Acc)2.90
XWEV.LXtrackers MSCI World Value ESG UCITS ETF 1C2.65
IQSS.LInvesco Global Active ESG Equity UCITS ETF USD Acc2.60
S5EE.LUBS S&P 500 ESG Elite UCITS ETF USD acc2.46
UBXX.LUBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis2.41
CBND.LGoldman Sachs Access China Government Bond UCITS ETF USD (Dist)2.39
V3PB.LVanguard ESG Developed Asia Pacific All Cap UCITS ETF USD Accumulating2.26
IQSA.LInvesco Global Active ESG Equity UCITS ETF USD Acc2.21
EMAU.LL&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Acc)1.64

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EMAU.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EMAU.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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