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DRGN.L vs. EMDL.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRGN.L vs. EMDL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G China CNY Bond UCITS ETF (DRGN.L) and SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (EMDL.L). The values are adjusted to include any dividend payments, if applicable.

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DRGN.L vs. EMDL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DRGN.L
L&G China CNY Bond UCITS ETF
1.64%5.43%3.15%0.46%-5.32%7.15%0.87%
EMDL.L
SPDR Bloomberg Emerging Markets Local Bond UCITS ETF
-1.83%15.98%-167.99%8.96%-10.46%-8.15%1.17%
Different Trading Currencies

DRGN.L is traded in USD, while EMDL.L is traded in GBP. To make them comparable, the EMDL.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DRGN.L achieves a 1.64% return, which is significantly higher than EMDL.L's -1.83% return.


DRGN.L

1D
-0.25%
1M
-0.01%
YTD
1.64%
6M
4.17%
1Y
7.23%
3Y*
3.16%
5Y*
2.41%
10Y*

EMDL.L

1D
1.38%
1M
-3.78%
YTD
-1.83%
6M
-0.11%
1Y
9.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRGN.L vs. EMDL.L - Expense Ratio Comparison

DRGN.L has a 0.30% expense ratio, which is lower than EMDL.L's 0.55% expense ratio.


Return for Risk

DRGN.L vs. EMDL.L — Risk / Return Rank

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

DRGN.L
DRGN.L Risk / Return Rank: 9494
Overall Rank
DRGN.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DRGN.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
DRGN.L Omega Ratio Rank: 9595
Omega Ratio Rank
DRGN.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
DRGN.L Martin Ratio Rank: 9696
Martin Ratio Rank

EMDL.L
EMDL.L Risk / Return Rank: 5757
Overall Rank
EMDL.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
EMDL.L Sortino Ratio Rank: 6969
Sortino Ratio Rank
EMDL.L Omega Ratio Rank: 5656
Omega Ratio Rank
EMDL.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
EMDL.L Martin Ratio Rank: 4848
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.

DRGN.L vs. EMDL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G China CNY Bond UCITS ETF (DRGN.L) and SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (EMDL.L). 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.


DRGN.LEMDL.LDifference

Sharpe ratio

Return per unit of total volatility

2.10

1.35

+0.75

Sortino ratio

Return per unit of downside risk

2.98

1.90

+1.08

Omega ratio

Gain probability vs. loss probability

1.48

1.25

+0.23

Calmar ratio

Return relative to maximum drawdown

4.88

1.34

+3.54

Martin ratio

Return relative to average drawdown

19.90

5.96

+13.95

DRGN.L vs. EMDL.L - Sharpe Ratio Comparison

The current DRGN.L Sharpe Ratio is 2.10, which is higher than the EMDL.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of DRGN.L and EMDL.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DRGN.LEMDL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

1.35

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

Correlation

The correlation between DRGN.L and EMDL.L is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DRGN.L vs. EMDL.L - Dividend Comparison

DRGN.L's dividend yield for the trailing twelve months is around 1.68%, less than EMDL.L's 5.09% yield.


TTM20252024202320222021202020192018201720162015
DRGN.L
L&G China CNY Bond UCITS ETF
1.68%1.94%2.31%2.45%2.76%1.44%0.00%0.00%0.00%0.00%0.00%0.00%
EMDL.L
SPDR Bloomberg Emerging Markets Local Bond UCITS ETF
5.09%4.87%251.85%4.23%4.03%4.01%3.97%4.56%4.06%4.92%4.02%5.26%

Drawdowns

DRGN.L vs. EMDL.L - Drawdown Comparison

The maximum DRGN.L drawdown since its inception was -11.71%, smaller than the maximum EMDL.L drawdown of -161.18%. Use the drawdown chart below to compare losses from any high point for DRGN.L and EMDL.L.


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Drawdown Indicators


DRGN.LEMDL.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.71%

-162.74%

+151.03%

Max Drawdown (1Y)

Largest decline over 1 year

-1.47%

-4.91%

+3.44%

Max Drawdown (5Y)

Largest decline over 5 years

-11.71%

-176.16%

+164.45%

Max Drawdown (10Y)

Largest decline over 10 years

-170.15%

Current Drawdown

Current decline from peak

-1.35%

-122.82%

+121.47%

Average Drawdown

Average peak-to-trough decline

-3.72%

-80.35%

+76.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.36%

1.22%

-0.86%

Volatility

DRGN.L vs. EMDL.L - Volatility Comparison

The current volatility for L&G China CNY Bond UCITS ETF (DRGN.L) is 2.25%, while SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (EMDL.L) has a volatility of 3.37%. This indicates that DRGN.L experiences smaller price fluctuations and is considered to be less risky than EMDL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRGN.LEMDL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

3.37%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

5.07%

-2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

7.08%

-3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.57%

76.06%

-71.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.55%

54.20%

-49.65%