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EMA5.DE vs. IUS7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMA5.DE vs. IUS7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMA5.DE) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMA5.DE achieves a 2.33% return, which is significantly lower than IUS7.DE's 2.97% return.


EMA5.DE

1D
-0.04%
1M
1.09%
YTD
2.33%
6M
2.03%
1Y
4.26%
3Y*
5.12%
5Y*
3.38%
10Y*

IUS7.DE

1D
0.14%
1M
1.60%
YTD
2.97%
6M
2.72%
1Y
9.31%
3Y*
6.75%
5Y*
2.86%
10Y*
3.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMA5.DE vs. IUS7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EMA5.DE
L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF
2.33%-2.57%14.01%3.79%-5.07%7.86%-1.26%
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
2.97%1.14%11.74%6.77%-13.16%5.75%-0.09%

Correlation

The correlation between EMA5.DE and IUS7.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.75

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

0.72

The correlation between EMA5.DE and IUS7.DE has been stable across timeframes, ranging from 0.72 to 0.75 - a consistent structural relationship.

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Return for Risk

EMA5.DE vs. IUS7.DE — Risk / Return Rank

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

EMA5.DE
EMA5.DE Risk / Return Rank: 2424
Overall Rank
EMA5.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EMA5.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
EMA5.DE Omega Ratio Rank: 2121
Omega Ratio Rank
EMA5.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
EMA5.DE Martin Ratio Rank: 2626
Martin Ratio Rank

IUS7.DE
IUS7.DE Risk / Return Rank: 5151
Overall Rank
IUS7.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IUS7.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IUS7.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IUS7.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUS7.DE Martin Ratio Rank: 5454
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.

EMA5.DE vs. IUS7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMA5.DE) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE). 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.


EMA5.DEIUS7.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.13

1.29

-0.16

Calmar ratioReturn relative to maximum drawdown

1.38

3.00

-1.62

Martin ratioReturn relative to average drawdown

3.47

9.17

-5.70

EMA5.DE vs. IUS7.DE - Sharpe Ratio Comparison

The current EMA5.DE Sharpe Ratio is 0.72, which is lower than the IUS7.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of EMA5.DE and IUS7.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EMA5.DEIUS7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

1.55

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.33

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.61

-0.15

Drawdowns

EMA5.DE vs. IUS7.DE - Drawdown Comparison

The maximum EMA5.DE drawdown since its inception was -10.01%, smaller than the maximum IUS7.DE drawdown of -27.13%. Use the drawdown chart below to compare losses from any high point for EMA5.DE and IUS7.DE.


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Drawdown Indicators


EMA5.DEIUS7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-10.01%

-27.13%

+17.12%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-3.09%

+0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-10.01%

-12.95%

+2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-10.01%

-15.90%

+5.89%

Max Drawdown (10Y)

Largest decline over 10 years

-27.13%

Current Drawdown

Current decline from peak

-3.17%

0.00%

-3.17%

Average Drawdown

Average peak-to-trough decline

-3.55%

-6.48%

+2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.01%

+0.21%

Volatility

EMA5.DE vs. IUS7.DE - Volatility Comparison

L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMA5.DE) has a higher volatility of 2.25% compared to iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) at 1.24%. This indicates that EMA5.DE's price experiences larger fluctuations and is considered to be riskier than IUS7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMA5.DEIUS7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.25%

1.24%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

4.23%

4.03%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.86%

5.97%

-0.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.07%

8.56%

-1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.94%

11.02%

-4.08%

EMA5.DE vs. IUS7.DE - Expense Ratio Comparison

EMA5.DE has a 0.25% expense ratio, which is lower than IUS7.DE's 0.45% expense ratio.


Dividends

EMA5.DE vs. IUS7.DE - Dividend Comparison

EMA5.DE's dividend yield for the trailing twelve months is around 4.59%, less than IUS7.DE's 5.80% yield.


PositionTTM20252024202320222021202020192018201720162015
EMA5.DE
L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF
4.59%5.61%5.39%4.22%2.89%1.01%0.00%0.00%0.00%0.00%0.00%0.00%
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
5.80%6.10%5.62%5.77%5.63%3.80%4.17%4.72%4.70%5.11%5.29%4.71%

Frequently Asked Questions


EMA5.DE and IUS7.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMA5.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMA5.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for IUS7.DE.

EMA5.DE tracks J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity, while IUS7.DE tracks JP Morgan EMBI Global Core. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.25% for EMA5.DE and 0.45% for IUS7.DE.

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