PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L) Sharpe Ratio: 1.85

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

LEMB.L is a passive ETF by Amundi tracking the investment results of the JPM EMBI Global Diversified TR USD. LEMB.L launched on Oct 25, 2018 and has a 0.30% expense ratio.

LEMB.L's Sharpe Ratio of 1.85 indicates that for each unit of volatility, it generates 1.85 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.

LEMB.L Sharpe Ratio Rank

LEMB.L Sharpe Ratio Rank: 71.271
Above Average

LEMB.L ranks above 71.2% 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

LEMB.L Sharpe Ratio Market Positioning

The chart shows LEMB.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 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.54+
  • Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist's Sharpe Ratio with other ETFs in the Emerging Markets Bonds category across multiple time periods, showing how LEMB.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
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
JPEE.LiShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)1.99
XUEB.LXtrackers II USD Emerging Markets Bond UCITS ETF 2C1.96
LEMB.LLyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist1.85
DRGN.LL&G China CNY Bond UCITS ETF1.83
VDET.LVanguard USD Emerging Markets Government Bond UCITS ETF Distributing1.82
JPEA.LiShares J.P. Morgan $ EM Bond UCITS ETF USD (Acc)1.78
FSEM.LFidelity Sustainable USD EM Bond UCITS ETF Inc1.76

S&P 500 Index

How to choose period

Historical Sharpe Ratio

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

Loading charts...

Sharpe Ratio Calculator

How does LEMB.L fit in your portfolio?

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

Analyze Your Portfolio