IEML.L's Sortino Ratio of 1.93 indicates that for each unit of downside volatility, it generates 1.93 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 17, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
IEML.L Sortino Ratio Rank
IEML.L ranks above 38.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
IEML.L Sortino Ratio Market Positioning
The chart shows IEML.L's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.35 or lower
- Yellow zone (middle 50%): 1.35 to 3.09
- Green zone (top 25%): 3.09 or higher
- Top 1%: 15.82+
- Median: 2.33 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares J.P. Morgan Emerging Markets Local Government Bond UCITS ETF USD (Dist)'s Sortino Ratio with other ETFs in the Emerging Markets Bonds category across multiple time periods, showing how IEML.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 Jun 17, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| UBXX.L | UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis | 4.47 | |||
| XUEM.L | Xtrackers USD Emerging Markets Bond UCITS ETF 2D | 4.16 | |||
| XUEB.L | Xtrackers II USD Emerging Markets Bond UCITS ETF 2C | 3.49 | |||
| DRGN.L | L&G China CNY Bond UCITS ETF | 3.48 | |||
| SBEM.L | UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) A-dis | 3.45 | |||
| FSEM.L | Fidelity Sustainable USD EM Bond UCITS ETF Inc | 3.32 | |||
| VDET.L | Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing | 3.27 | |||
| SEMB.L | iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 3.23 | |||
| EMGB.L | VanEck J.P. Morgan EM Local Currency Bond UCITS ETF | 3.20 | |||
| LEMB.L | Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist | 3.16 | |||
| IEML.L | iShares J.P. Morgan Emerging Markets Local Government Bond UCITS ETF USD (Dist) | 1.93 |
Historical Sortino Ratio
The chart shows IEML.L's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when IEML.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
Loading charts...
IHow does IEML.L fit in your portfolio?
Add your other holdings to see your portfolio's Sortino Ratio and find out.
Analyze Your Portfolio