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CEMB vs. EMLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CEMB and EMLC is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

CEMB vs. EMLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan EM Corporate Bond ETF (CEMB) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
53.97%
-4.40%
CEMB
EMLC

Key characteristics

Sharpe Ratio

CEMB:

1.64

EMLC:

1.03

Sortino Ratio

CEMB:

2.21

EMLC:

1.56

Omega Ratio

CEMB:

1.35

EMLC:

1.19

Calmar Ratio

CEMB:

1.07

EMLC:

0.38

Martin Ratio

CEMB:

7.79

EMLC:

2.18

Ulcer Index

CEMB:

0.96%

EMLC:

3.74%

Daily Std Dev

CEMB:

4.54%

EMLC:

7.91%

Max Drawdown

CEMB:

-20.84%

EMLC:

-32.32%

Current Drawdown

CEMB:

-0.71%

EMLC:

-14.31%

Returns By Period

In the year-to-date period, CEMB achieves a 2.10% return, which is significantly lower than EMLC's 7.17% return. Over the past 10 years, CEMB has outperformed EMLC with an annualized return of 3.16%, while EMLC has yielded a comparatively lower 0.47% annualized return.


CEMB

YTD

2.10%

1M

-0.48%

6M

1.43%

1Y

7.69%

5Y*

3.20%

10Y*

3.16%

EMLC

YTD

7.17%

1M

2.98%

6M

3.92%

1Y

8.42%

5Y*

2.36%

10Y*

0.47%

*Annualized

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CEMB vs. EMLC - Expense Ratio Comparison

CEMB has a 0.50% expense ratio, which is higher than EMLC's 0.30% expense ratio.


Expense ratio chart for CEMB: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CEMB: 0.50%
Expense ratio chart for EMLC: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EMLC: 0.30%

Risk-Adjusted Performance

CEMB vs. EMLC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CEMB
The Risk-Adjusted Performance Rank of CEMB is 9090
Overall Rank
The Sharpe Ratio Rank of CEMB is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of CEMB is 9191
Sortino Ratio Rank
The Omega Ratio Rank of CEMB is 9292
Omega Ratio Rank
The Calmar Ratio Rank of CEMB is 8484
Calmar Ratio Rank
The Martin Ratio Rank of CEMB is 9090
Martin Ratio Rank

EMLC
The Risk-Adjusted Performance Rank of EMLC is 7272
Overall Rank
The Sharpe Ratio Rank of EMLC is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of EMLC is 8282
Sortino Ratio Rank
The Omega Ratio Rank of EMLC is 7979
Omega Ratio Rank
The Calmar Ratio Rank of EMLC is 5353
Calmar Ratio Rank
The Martin Ratio Rank of EMLC is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CEMB vs. EMLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan EM Corporate Bond ETF (CEMB) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for CEMB, currently valued at 1.64, compared to the broader market-1.000.001.002.003.004.00
CEMB: 1.64
EMLC: 1.03
The chart of Sortino ratio for CEMB, currently valued at 2.21, compared to the broader market-2.000.002.004.006.008.00
CEMB: 2.21
EMLC: 1.56
The chart of Omega ratio for CEMB, currently valued at 1.35, compared to the broader market0.501.001.502.00
CEMB: 1.35
EMLC: 1.19
The chart of Calmar ratio for CEMB, currently valued at 1.07, compared to the broader market0.002.004.006.008.0010.0012.00
CEMB: 1.07
EMLC: 0.38
The chart of Martin ratio for CEMB, currently valued at 7.79, compared to the broader market0.0020.0040.0060.00
CEMB: 7.79
EMLC: 2.18

The current CEMB Sharpe Ratio is 1.64, which is higher than the EMLC Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of CEMB and EMLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.64
1.03
CEMB
EMLC

Dividends

CEMB vs. EMLC - Dividend Comparison

CEMB's dividend yield for the trailing twelve months is around 5.19%, less than EMLC's 5.67% yield.


TTM20242023202220212020201920182017201620152014
CEMB
iShares J.P. Morgan EM Corporate Bond ETF
5.19%5.11%4.77%4.29%3.51%3.86%4.19%4.66%4.06%4.26%4.76%4.23%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
5.67%6.55%5.97%5.68%5.25%4.90%6.26%6.50%5.34%5.32%6.25%5.98%

Drawdowns

CEMB vs. EMLC - Drawdown Comparison

The maximum CEMB drawdown since its inception was -20.84%, smaller than the maximum EMLC drawdown of -32.32%. Use the drawdown chart below to compare losses from any high point for CEMB and EMLC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-0.71%
-14.31%
CEMB
EMLC

Volatility

CEMB vs. EMLC - Volatility Comparison

The current volatility for iShares J.P. Morgan EM Corporate Bond ETF (CEMB) is 3.19%, while VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) has a volatility of 3.45%. This indicates that CEMB experiences smaller price fluctuations and is considered to be less risky than EMLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%NovemberDecember2025FebruaryMarchApril
3.19%
3.45%
CEMB
EMLC