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EMB vs. PCY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMB vs. PCY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) and Invesco Emerging Markets Sovereign Debt ETF (PCY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMB achieves a 2.33% return, which is significantly lower than PCY's 2.88% return. Over the past 10 years, EMB has outperformed PCY with an annualized return of 3.32%, while PCY has yielded a comparatively lower 2.76% annualized return.


EMB

1D
-0.34%
1M
1.72%
YTD
2.33%
6M
2.30%
1Y
11.30%
3Y*
9.42%
5Y*
1.91%
10Y*
3.32%

PCY

1D
-0.49%
1M
2.56%
YTD
2.88%
6M
2.98%
1Y
14.69%
3Y*
10.82%
5Y*
1.46%
10Y*
2.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMB vs. PCY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
2.33%13.85%5.54%10.62%-18.63%-2.23%5.42%15.48%-5.47%10.28%
PCY
Invesco Emerging Markets Sovereign Debt ETF
2.88%16.31%2.55%18.48%-24.47%-4.30%2.29%17.66%-6.16%9.71%

Correlation

The correlation between EMB and PCY is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.95

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

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2007

0.81

The correlation between EMB and PCY shifts across timeframes, from 0.81 (all time) to 0.95 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

EMB vs. PCY — Risk / Return Rank

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

EMB
EMB Risk / Return Rank: 6262
Overall Rank
EMB Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
EMB Sortino Ratio Rank: 6767
Sortino Ratio Rank
EMB Omega Ratio Rank: 6767
Omega Ratio Rank
EMB Calmar Ratio Rank: 5252
Calmar Ratio Rank
EMB Martin Ratio Rank: 6161
Martin Ratio Rank

PCY
PCY Risk / Return Rank: 5959
Overall Rank
PCY Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PCY Sortino Ratio Rank: 6363
Sortino Ratio Rank
PCY Omega Ratio Rank: 6161
Omega Ratio Rank
PCY Calmar Ratio Rank: 5252
Calmar Ratio Rank
PCY Martin Ratio Rank: 5959
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.

EMB vs. PCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) and Invesco Emerging Markets Sovereign Debt ETF (PCY). 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.


EMBPCYDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.39

1.36

+0.03

Calmar ratioReturn relative to maximum drawdown

2.52

2.50

+0.02

Martin ratioReturn relative to average drawdown

10.72

10.12

+0.61

EMB vs. PCY - Sharpe Ratio Comparison

The current EMB Sharpe Ratio is 2.00, which is comparable to the PCY Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of EMB and PCY, 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

EMB vs. PCY - Drawdown Comparison

The maximum EMB drawdown since its inception was -34.70%, smaller than the maximum PCY drawdown of -49.13%. Use the drawdown chart below to compare losses from any high point for EMB and PCY.


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Drawdown Indicators


EMBPCYDifference

Max Drawdown

Largest peak-to-trough decline

-34.70%

-49.13%

+14.43%

Max Drawdown (1Y)

Largest decline over 1 year

-4.51%

-5.91%

+1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-7.95%

-11.52%

+3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-28.74%

-37.17%

+8.43%

Max Drawdown (10Y)

Largest decline over 10 years

-28.74%

-37.78%

+9.04%

Current Drawdown

Current decline from peak

-0.34%

-0.49%

+0.15%

Average Drawdown

Average peak-to-trough decline

-5.05%

-6.96%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

1.46%

-0.40%

Volatility

EMB vs. PCY - Volatility Comparison

The current volatility for iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) is 1.77%, while Invesco Emerging Markets Sovereign Debt ETF (PCY) has a volatility of 2.18%. This indicates that EMB experiences smaller price fluctuations and is considered to be less risky than PCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMBPCYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

2.18%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

4.70%

5.99%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

5.69%

7.53%

-1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.76%

13.18%

-3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.96%

12.96%

-3.00%

EMB vs. PCY - Expense Ratio Comparison

EMB has a 0.39% expense ratio, which is lower than PCY's 0.50% expense ratio.


Dividends

EMB vs. PCY - Dividend Comparison

EMB's dividend yield for the trailing twelve months is around 5.03%, less than PCY's 6.32% yield.


PositionTTM20252024202320222021202020192018201720162015
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
5.03%4.98%5.46%4.74%5.04%3.89%3.88%4.51%5.64%4.54%4.83%4.84%
PCY
Invesco Emerging Markets Sovereign Debt ETF
6.32%5.93%6.65%6.48%6.81%4.80%4.45%4.78%4.93%4.80%5.19%5.46%

Frequently Asked Questions


With a correlation of 0.95, EMB and PCY move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PCY has higher volatility (2.18%) compared to EMB (1.77%). In terms of maximum drawdown, EMB dropped -34.70% vs PCY's -49.13%.

On 10-year performance, EMB leads with 3.32% vs 2.76% for PCY. On fees, EMB is cheaper at 0.39% per year. On volatility, EMB has been the lower-risk option at 1.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EMB has performed better with a 3.32% return vs 2.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMB is cheaper with a 0.39% expense ratio, compared with 0.50% for PCY.

PCY has the higher dividend yield at 6.32%, compared with 5.03% for EMB.

EMB tracks J.P. Morgan EMBI Global Core Index, while PCY tracks DB Emerging Market USD Liquid Balanced Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.39% for EMB and 0.50% for PCY.

EMB currently has the higher Sharpe Ratio (2.00 vs 1.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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