EMB vs. WQDV.L
EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF) and WQDV.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) are both exchange-traded funds - EMB is a Emerging Markets Bonds fund tracking the J.P. Morgan EMBI Global Core Index, while WQDV.L is a Global Equities fund tracking the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. Both are passively managed. Over the past 5 years, EMB returned 1.99%/yr vs 12.29%/yr for WQDV.L. At a 0.33 correlation, their price movements are largely independent. EMB charges 0.39%/yr vs 0.38%/yr for WQDV.L.
Performance
EMB vs. WQDV.L - Performance Comparison
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Returns By Period
In the year-to-date period, EMB achieves a 2.68% return, which is significantly lower than WQDV.L's 13.76% return.
EMB
- 1D
- 0.47%
- 1M
- 2.07%
- YTD
- 2.68%
- 6M
- 2.69%
- 1Y
- 11.68%
- 3Y*
- 9.65%
- 5Y*
- 1.99%
- 10Y*
- 3.33%
WQDV.L
- 1D
- 0.00%
- 1M
- 1.40%
- YTD
- 13.76%
- 6M
- 14.45%
- 1Y
- 31.16%
- 3Y*
- 18.65%
- 5Y*
- 12.29%
- 10Y*
- —
EMB vs. WQDV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 2.68% | 13.85% | 5.54% | 10.62% | -18.63% | -2.23% | 5.42% | 15.48% | -5.47% | 3.19% |
WQDV.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 13.76% | 24.16% | 9.75% | 17.23% | -6.95% | 16.00% | -0.07% | 22.73% | -7.80% | 8.45% |
Correlation
The correlation between EMB and WQDV.L is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017 | 0.33 |
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Return for Risk
EMB vs. WQDV.L — Risk / Return Rank
EMB
WQDV.L
EMB vs. WQDV.L - 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 iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.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.
| EMB | WQDV.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.47 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 4.05 | -1.42 |
| Martin ratioReturn relative to average drawdown | 11.23 | 14.99 | -3.76 |
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Drawdowns
EMB vs. WQDV.L - Drawdown Comparison
The maximum EMB drawdown since its inception was -34.70%, roughly equal to the maximum WQDV.L drawdown of -33.16%. Use the drawdown chart below to compare losses from any high point for EMB and WQDV.L.
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Drawdown Indicators
| EMB | WQDV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.70% | -33.16% | -1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -4.51% | -7.79% | +3.28% |
Max Drawdown (3Y)Largest decline over 3 years | -7.95% | -14.03% | +6.08% |
Max Drawdown (5Y)Largest decline over 5 years | -28.74% | -21.24% | -7.50% |
Max Drawdown (10Y)Largest decline over 10 years | -28.74% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.05% | +1.05% |
Average DrawdownAverage peak-to-trough decline | -5.05% | -4.27% | -0.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.06% | 2.11% | -1.05% |
Volatility
EMB vs. WQDV.L - Volatility Comparison
The current volatility for iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) is 1.81%, while iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDV.L) has a volatility of 3.61%. This indicates that EMB experiences smaller price fluctuations and is considered to be less risky than WQDV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMB | WQDV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.81% | 3.61% | -1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 4.70% | 9.39% | -4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.67% | 12.08% | -6.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.75% | 13.90% | -4.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.96% | 14.66% | -4.70% |
EMB vs. WQDV.L - Expense Ratio Comparison
EMB has a 0.39% expense ratio, which is higher than WQDV.L's 0.38% expense ratio.
Dividends
EMB vs. WQDV.L - Dividend Comparison
EMB's dividend yield for the trailing twelve months is around 5.01%, more than WQDV.L's 1.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.01% | 4.98% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% |
WQDV.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 1.81% | 2.31% | 2.58% | 2.78% | 2.95% | 2.75% | 2.81% | 3.01% | 3.28% | 0.77% | 0.00% | 0.00% |
Frequently Asked Questions
EMB and WQDV.L have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WQDV.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WQDV.L is cheaper with a 0.38% expense ratio, compared with 0.39% for EMB.
EMB is categorized as Emerging Markets Bonds, while WQDV.L is Global Equities. EMB tracks J.P. Morgan EMBI Global Core Index, while WQDV.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. Their fees differ too: 0.39% for EMB and 0.38% for WQDV.L.
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