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EMAG.L vs. EMCA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMAG.L vs. EMCA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Acc) (EMAG.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMAG.L is traded in GBp, while EMCA.L is traded in USD. To make them comparable, the EMCA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMAG.L achieves a 0.97% return, which is significantly lower than EMCA.L's 1.23% return.


EMAG.L

1D
-0.65%
1M
-0.63%
6M
0.63%
YTD
0.97%
1Y
4.81%
3Y*
5.31%
5Y*
10Y*

EMCA.L

1D
0.00%
1M
-1.17%
6M
0.73%
YTD
1.23%
1Y
4.96%
3Y*
5.79%
5Y*
2.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMAG.L vs. EMCA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EMAG.L
L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Acc)
0.97%0.75%7.46%0.98%-0.82%1.27%
EMCA.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc)
1.23%0.87%8.06%2.56%-1.64%0.55%

Correlation

The correlation between EMAG.L and EMCA.L is 0.66, 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

0.66

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

0.65

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2021

0.68

The correlation between EMAG.L and EMCA.L has been stable across timeframes, ranging from 0.65 to 0.68 - a consistent structural relationship.

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Return for Risk

EMAG.L vs. EMCA.L — Risk / Return Rank

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

EMAG.L
EMAG.L Risk / Return Rank: 2626
Overall Rank
EMAG.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
EMAG.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
EMAG.L Omega Ratio Rank: 2424
Omega Ratio Rank
EMAG.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
EMAG.L Martin Ratio Rank: 2626
Martin Ratio Rank

EMCA.L
EMCA.L Risk / Return Rank: 6262
Overall Rank
EMCA.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EMCA.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
EMCA.L Omega Ratio Rank: 5757
Omega Ratio Rank
EMCA.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
EMCA.L Martin Ratio Rank: 7070
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.

EMAG.L vs. EMCA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Acc) (EMAG.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMAG.LEMCA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.14

1.13

+0.01

Calmar ratioReturn relative to maximum drawdown

1.14

1.04

+0.10

Martin ratioReturn relative to average drawdown

2.81

2.97

-0.16

EMAG.L vs. EMCA.L - Sharpe Ratio Comparison

The current EMAG.L Sharpe Ratio is 0.80, which is comparable to the EMCA.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of EMAG.L and EMCA.L, 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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Drawdowns

EMAG.L vs. EMCA.L - Drawdown Comparison

The maximum EMAG.L drawdown since its inception was -11.32%, smaller than the maximum EMCA.L drawdown of -16.51%. Use the drawdown chart below to compare losses from any high point for EMAG.L and EMCA.L.


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Drawdown Indicators


EMAG.LEMCA.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.32%

-16.51%

+5.19%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

-4.84%

+0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-8.30%

-8.21%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-12.05%

Current Drawdown

Current decline from peak

-2.56%

-2.95%

+0.39%

Average Drawdown

Average peak-to-trough decline

-4.05%

-4.02%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.70%

+0.01%

Volatility

EMAG.L vs. EMCA.L - Volatility Comparison

The current volatility for L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Acc) (EMAG.L) is 1.96%, while iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.L) has a volatility of 2.14%. This indicates that EMAG.L experiences smaller price fluctuations and is considered to be less risky than EMCA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMAG.LEMCA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

2.14%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

4.36%

5.56%

-1.20%

Volatility (1Y)

Calculated over the trailing 1-year period

5.96%

6.98%

-1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.85%

8.46%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.85%

10.82%

-2.97%

EMAG.L vs. EMCA.L - Expense Ratio Comparison

EMAG.L has a 0.35% expense ratio, which is lower than EMCA.L's 0.50% expense ratio.


Dividends

EMAG.L vs. EMCA.L - Dividend Comparison

Neither EMAG.L nor EMCA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EMAG.L and EMCA.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMAG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMAG.L is cheaper with a 0.35% expense ratio, compared with 0.50% for EMCA.L.

EMAG.L tracks J.P. Morgan ESG CEMBI Broad Diversified Custom Maturity Index, while EMCA.L tracks J.P. Morgan CEMBI Broad Diversified Core Index. They also come from different issuers: L&G and iShares. Their fees differ too: 0.35% for EMAG.L and 0.50% for EMCA.L.

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