PortfoliosLab logoPortfoliosLab logo
EMAG.L vs. JPEE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMAG.L vs. JPEE.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 USD Emerging Markets Bond UCITS ETF (Acc) (JPEE.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EMAG.L is traded in GBp, while JPEE.L is traded in EUR. To make them comparable, the JPEE.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 JPEE.L's 2.52% return.


EMAG.L

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

JPEE.L

1D
0.00%
1M
-0.39%
6M
2.63%
YTD
2.52%
1Y
10.05%
3Y*
7.97%
5Y*
2.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMAG.L vs. JPEE.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%
JPEE.L
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)
2.52%6.06%7.50%4.43%-8.96%0.82%

Correlation

The correlation between EMAG.L and JPEE.L is 0.73, 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

0.73

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

0.73

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

0.70

The correlation between EMAG.L and JPEE.L has been stable across timeframes, ranging from 0.70 to 0.73 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EMAG.L vs. JPEE.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

JPEE.L
JPEE.L Risk / Return Rank: 8181
Overall Rank
JPEE.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
JPEE.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
JPEE.L Omega Ratio Rank: 8383
Omega Ratio Rank
JPEE.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
JPEE.L Martin Ratio Rank: 7676
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. JPEE.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 USD Emerging Markets Bond UCITS ETF (Acc) (JPEE.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.LJPEE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

1.14

1.29

-0.15

Calmar ratioReturn relative to maximum drawdown

1.14

2.51

-1.37

Martin ratioReturn relative to average drawdown

2.81

6.84

-4.03

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

The current EMAG.L Sharpe Ratio is 0.80, which is lower than the JPEE.L Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of EMAG.L and JPEE.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.


Loading charts...

Drawdowns

EMAG.L vs. JPEE.L - Drawdown Comparison

The maximum EMAG.L drawdown since its inception was -11.32%, smaller than the maximum JPEE.L drawdown of -25.54%. Use the drawdown chart below to compare losses from any high point for EMAG.L and JPEE.L.


Loading charts...

Drawdown Indicators


EMAG.LJPEE.LDifference

Max Drawdown

Largest peak-to-trough decline

-11.32%

-25.54%

+14.22%

Max Drawdown (1Y)

Largest decline over 1 year

-4.20%

-4.03%

-0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-8.30%

-8.89%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-14.29%

Current Drawdown

Current decline from peak

-2.56%

-2.15%

-0.41%

Average Drawdown

Average peak-to-trough decline

-4.05%

-11.22%

+7.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.47%

+0.24%

Volatility

EMAG.L vs. JPEE.L - Volatility Comparison

L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Acc) (EMAG.L) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (JPEE.L) have volatilities of 1.96% and 1.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EMAG.LJPEE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

1.93%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.36%

4.64%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

5.96%

6.32%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.85%

8.87%

-1.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.85%

11.59%

-3.74%

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

EMAG.L has a 0.35% expense ratio, which is lower than JPEE.L's 0.45% expense ratio.


Dividends

EMAG.L vs. JPEE.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EMAG.L and JPEE.L have a correlation of 0.73, 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 0.45% for JPEE.L.

EMAG.L tracks J.P. Morgan ESG CEMBI Broad Diversified Custom Maturity Index, while JPEE.L tracks JPM EMBI Global Diversified TR USD. They also come from different issuers: L&G and iShares. Their fees differ too: 0.35% for EMAG.L and 0.45% for JPEE.L.

Portfolio Optimizer

Find the right allocation for EMAG.L and JPEE.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer