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Issuer
PIMCO
Inception Date
Jan 23, 2014
Category
Global Bonds
Leveraged
1x (No leverage)
Index Tracked
PIMCO Advantage Emerging Markets Local Bond UCITS ETF Acc USD
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

EMLB.L Performance Chart

PIMCO Advantage Emerging Markets Local Bond UCITS ETF Acc USD (EMLB.L) is up 2.9% since the beginning of the year. EMLB.L is currently trading at $130 per share. Investors who bought $1,000 worth of EMLB.L shares 5 years ago would now be looking at an investment worth $1,215.


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S&P 500 Index

Returns By Period

PIMCO Advantage Emerging Markets Local Bond UCITS ETF Acc USD (EMLB.L) has returned 2.92% so far this year and 8.68% over the past 12 months. Over the last ten years, EMLB.L has returned 3.11% per year, falling short of the S&P 500 Index benchmark, which averaged 13.36% annually.


PIMCO Advantage Emerging Markets Local Bond UCITS ETF Acc USD

1D
0.25%
1M
0.05%
6M
2.30%
YTD
2.92%
1Y
8.68%
3Y*
5.90%
5Y*
3.98%
10Y*
3.11%

Benchmark (S&P 500 Index)

1D
0.38%
1M
0.24%
6M
9.32%
YTD
10.62%
1Y
21.28%
3Y*
18.90%
5Y*
11.84%
10Y*
13.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMLB.L Monthly Returns History

Based on dividend-adjusted daily data since Sep 19, 2011, EMLB.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, 58% of months were positive and 42% were negative. The best month was Mar 2016 with a return of +9.4%, while the worst month was Mar 2020 at -9.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 7 months.

On a daily basis, EMLB.L closed higher 50% of trading days. The best single day was Feb 25, 2022 with a return of +4.0%, while the worst single day was Feb 28, 2022 at -6.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.13%1.82%-4.97%2.65%0.26%0.68%0.51%2.92%
20252.16%0.43%1.30%3.14%1.21%2.52%-0.98%2.05%1.67%0.33%1.27%0.83%17.08%
2024-0.56%0.12%0.22%-2.12%0.95%-1.75%1.59%2.12%3.23%-4.12%-0.70%-2.02%-3.25%
20234.26%-1.77%3.61%1.37%-0.42%2.71%2.13%-2.17%-2.65%-0.84%4.30%2.77%13.74%
2022-0.85%-7.74%0.29%-4.78%2.16%-3.71%3.88%2.29%-5.31%2.06%5.09%1.69%-5.70%
2021-2.03%-1.98%-1.70%1.17%2.56%-0.41%-0.42%1.52%-3.07%-1.21%-1.74%1.81%-5.53%

Benchmark Metrics

PIMCO Advantage Emerging Markets Local Bond UCITS ETF Acc USD has an annualized alpha of -0.31%, beta of 0.19, and R2 of 0.11 versus S&P 500 Index. Calculated based on daily prices since September 19, 2011.

  • This ETF participated in 55.37% of S&P 500 Index downside but only 29.72% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.19 may look defensive, but with R2 of 0.11 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 0.11 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
-0.31%
Beta
0.19
0.11
Upside Capture
29.72%
Downside Capture
55.37%

Return for Risk

Risk / Return Rank

EMLB.L ranks 40 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


EMLB.L Risk / Return Rank: 4040
Overall Rank
EMLB.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
EMLB.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
EMLB.L Omega Ratio Rank: 4343
Omega Ratio Rank
EMLB.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
EMLB.L Martin Ratio Rank: 4040
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 PIMCO Advantage Emerging Markets Local Bond UCITS ETF Acc USD (EMLB.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.


EMLB.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.50

Sortino ratioReturn per unit of downside risk

-0.51

Omega ratioGain probability vs. loss probability

1.23

1.31

-0.08

Calmar ratioReturn relative to maximum drawdown

1.54

2.35

-0.81

Martin ratioReturn relative to average drawdown

5.03

10.19

-5.16

Dividends

Dividend History


PIMCO Advantage Emerging Markets Local Bond UCITS ETF Acc USD 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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the PIMCO Advantage Emerging Markets Local Bond UCITS ETF Acc USD. 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 PIMCO Advantage Emerging Markets Local Bond UCITS ETF Acc USD was 29.75%, occurring on Jan 21, 2016. Recovery took 2165 trading sessions.

The current PIMCO Advantage Emerging Markets Local Bond UCITS ETF Acc USD drawdown is 1.04%.


Drawdown

Fall

Recovery

Underwater

Related event

-29.75%Jan 2016
2y 8mo8y 7mo
11y 3moMay 2013 - Aug 2024
-8.67%Jun 2012
3mo 23d7mo 5d
10mo 28dFeb 2012 - Jan 2013
-7.50%Jan 2025
3mo 18d3mo 19d
7mo 7dSep 2024 - May 2025
-6.98%Nov 2011
16d2mo 3d
2mo 19dNov 2011 - Jan 2012
-5.48%Mar 2026
28d18d
1mo 16dMar 2026 - Apr 2026

Drawdown Indicators


EMLB.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-29.75%

-56.78%

+27.03%

Max Drawdown (1Y)

Largest decline over 1 year

-5.48%

-9.10%

+3.62%

Max Drawdown (3Y)

Largest decline over 3 years

-7.50%

-18.90%

+11.40%

Max Drawdown (5Y)

Largest decline over 5 years

-20.09%

-25.43%

+5.34%

Max Drawdown (10Y)

Largest decline over 10 years

-21.37%

-33.92%

+12.55%

Current Drawdown

Current decline from peak

-1.04%

-0.49%

-0.55%

Average Drawdown

Average peak-to-trough decline

-9.33%

-10.70%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

2.09%

-0.41%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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