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iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (EMCP.L) Sharpe Ratio: 0.89

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

The iShares J.P. Morgan $ EM Corp Bond UCITS ETF provides diversified exposure to USD-denominated corporate and quasi-government bonds from emerging-market issuers across investment-grade and high-yield credit. It uses physical sampling, tracks the J.P. Morgan CEMBI Broad Diversified Core Index, and distributes income quarterly.

EMCP.L's Sharpe Ratio of 0.89 indicates that for each unit of volatility, it generates 0.89 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.

EMCP.L Sharpe Ratio Rank

EMCP.L Sharpe Ratio Rank: 29.129
Below Average

EMCP.L ranks above 29.1% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-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

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

EMCP.L Sharpe Ratio Market Positioning

The chart shows EMCP.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%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.89
  • Green zone (top 25%): 1.89 or higher
  • Top 1%: 6.47+
  • 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 (Dist)'s Sharpe Ratio with other ETFs in the Emerging Markets Bonds, Corporate Bonds category across multiple time periods, showing how EMCP.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
ERNA.LiShares USD Ultrashort Bond UCITS ETF USD (Acc)3.09
FLOA.LiShares USD Floating Rate Bond UCITS ETF USD (Acc)2.90
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
XUEM.LXtrackers USD Emerging Markets Bond UCITS ETF 2D2.17
SUSU.LiShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)2.15
JPEE.LiShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)1.99
XYLD.LXtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D1.98
XUEB.LXtrackers II USD Emerging Markets Bond UCITS ETF 2C1.96
LEMB.LLyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist1.85
EMCP.LiShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist)0.89

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EMCP.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 EMCP.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does EMCP.L fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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