EMA5.DE vs. SYBM.DE
EMA5.DE (L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF) and SYBM.DE (SPDR Bloomberg Emerging Markets Local Bond UCITS ETF) are both Emerging Markets Bonds funds - EMA5.DE tracks the J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity while SYBM.DE tracks the Bloomberg Emerging Markets Local Currency Liquid Government Bond. Both are passively managed. Over the past 5 years, EMA5.DE returned 3.38%/yr vs 1.45%/yr for SYBM.DE. At a 0.46 correlation, their price movements are largely independent. EMA5.DE charges 0.25%/yr vs 0.55%/yr for SYBM.DE.
Performance
EMA5.DE vs. SYBM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMA5.DE achieves a 2.33% return, which is significantly higher than SYBM.DE's 0.49% 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*
- —
SYBM.DE
- 1D
- -0.05%
- 1M
- 0.37%
- YTD
- 0.49%
- 6M
- 0.35%
- 1Y
- 3.38%
- 3Y*
- 2.54%
- 5Y*
- 1.45%
- 10Y*
- 1.75%
EMA5.DE vs. SYBM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% |
SYBM.DE SPDR Bloomberg Emerging Markets Local Bond UCITS ETF | 0.49% | 2.47% | 3.13% | 5.78% | -4.57% | -0.95% | -0.57% |
Correlation
The correlation between EMA5.DE and SYBM.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Dec 10, 2020 | 0.46 |
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Return for Risk
EMA5.DE vs. SYBM.DE — Risk / Return Rank
EMA5.DE
SYBM.DE
EMA5.DE vs. SYBM.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 SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SYBM.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.DE | SYBM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.12 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 0.87 | +0.51 |
| Martin ratioReturn relative to average drawdown | 3.47 | 2.69 | +0.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMA5.DE | SYBM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.67 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.21 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.22 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.23 | +0.23 |
Drawdowns
EMA5.DE vs. SYBM.DE - Drawdown Comparison
The maximum EMA5.DE drawdown since its inception was -10.01%, smaller than the maximum SYBM.DE drawdown of -19.16%. Use the drawdown chart below to compare losses from any high point for EMA5.DE and SYBM.DE.
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Drawdown Indicators
| EMA5.DE | SYBM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.01% | -19.16% | +9.15% |
Max Drawdown (1Y)Largest decline over 1 year | -3.06% | -3.90% | +0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -10.01% | -7.62% | -2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -10.01% | -8.64% | -1.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.36% | — |
Current DrawdownCurrent decline from peak | -3.17% | -3.09% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -3.55% | -7.10% | +3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.22% | 1.26% | -0.04% |
Volatility
EMA5.DE vs. SYBM.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 SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SYBM.DE) at 1.51%. This indicates that EMA5.DE's price experiences larger fluctuations and is considered to be riskier than SYBM.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.DE | SYBM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.25% | 1.51% | +0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 4.23% | 4.22% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.86% | 5.07% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.07% | 6.94% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.94% | 7.82% | -0.88% |
EMA5.DE vs. SYBM.DE - Expense Ratio Comparison
EMA5.DE has a 0.25% expense ratio, which is lower than SYBM.DE's 0.55% expense ratio.
Dividends
EMA5.DE vs. SYBM.DE - Dividend Comparison
EMA5.DE's dividend yield for the trailing twelve months is around 4.59%, less than SYBM.DE's 5.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SYBM.DE SPDR Bloomberg Emerging Markets Local Bond UCITS ETF | 5.07% | 5.01% | 4.77% | 4.21% | 4.29% | 3.89% | 4.12% | 4.34% | 4.13% | 5.01% | 4.30% | 5.26% |
Frequently Asked Questions
EMA5.DE and SYBM.DE have a correlation of 0.50, 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 0.55% for SYBM.DE.
EMA5.DE tracks J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity, while SYBM.DE tracks Bloomberg Emerging Markets Local Currency Liquid Government Bond. They also come from different issuers: Legal & General and State Street. Their fees differ too: 0.25% for EMA5.DE and 0.55% for SYBM.DE.
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