EMCA.L's Sharpe Ratio of 1.52 indicates that for each unit of volatility, it generates 1.52 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.
EMCA.L Sharpe Ratio Rank
EMCA.L ranks above 55.0% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. 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
- Returns are proportional to volatility—neither strong nor weak
- Evaluate whether the volatility profile aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
EMCA.L Sharpe Ratio Market Positioning
The chart shows EMCA.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 iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc)'s Sharpe Ratio with other ETFs in the Emerging Markets Bonds, Corporate Bonds category across multiple time periods, showing how EMCA.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.
| Symbol | Name | 1Y Sharpe Ratio | 5Y Sharpe Ratio | 10Y Sharpe Ratio | All Time Sharpe Ratio |
|---|---|---|---|---|---|
| ERNA.L | iShares USD Ultrashort Bond UCITS ETF USD (Acc) | 3.09 | |||
| FLOA.L | iShares USD Floating Rate Bond UCITS ETF USD (Acc) | 2.90 | |||
| UBXX.L | UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis | 2.41 | |||
| CBND.L | Goldman Sachs Access China Government Bond UCITS ETF USD (Dist) | 2.39 | |||
| XUEM.L | Xtrackers USD Emerging Markets Bond UCITS ETF 2D | 2.17 | |||
| SUSU.L | iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) | 2.15 | |||
| JPEE.L | iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) | 1.99 | |||
| XYLD.L | Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D | 1.98 | |||
| XUEB.L | Xtrackers II USD Emerging Markets Bond UCITS ETF 2C | 1.96 | |||
| LEMB.L | Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist | 1.85 | |||
| EMCA.L | iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) | 1.52 |
Loading charts...
How does EMCA.L fit in your portfolio?
Add your other holdings to see your portfolio's Sharpe Ratio and find out.
Analyze Your Portfolio