EMBE.L vs. EMB
Compare and contrast key facts about iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (EMBE.L) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB).
EMBE.L and EMB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMBE.L is a passively managed fund by iShares that tracks the performance of the JPM EMBI Global Diversified Hedge TR EUR. It was launched on Jul 8, 2013. EMB is a passively managed fund by iShares that tracks the performance of the JPMorgan EMBI Global Core Index. It was launched on Dec 17, 2007. Both EMBE.L and EMB are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMBE.L or EMB.
Key characteristics
| EMBE.L | EMB | |
|---|---|---|
| YTD Return | 5.31% | 7.27% |
| 1Y Return | 14.13% | 16.34% |
| 3Y Return (Ann) | -3.57% | -1.10% |
| 5Y Return (Ann) | -1.63% | 0.53% |
| 10Y Return (Ann) | 0.51% | 2.61% |
| Sharpe Ratio | 1.95 | 2.17 |
| Sortino Ratio | 2.98 | 3.19 |
| Omega Ratio | 1.36 | 1.39 |
| Calmar Ratio | 0.62 | 0.86 |
| Martin Ratio | 10.52 | 12.32 |
| Ulcer Index | 1.37% | 1.37% |
| Daily Std Dev | 7.40% | 7.75% |
| Max Drawdown | -30.73% | -34.70% |
| Current Drawdown | -13.22% | -6.04% |
Correlation
The correlation between EMBE.L and EMB is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EMBE.L vs. EMB - Performance Comparison
In the year-to-date period, EMBE.L achieves a 5.31% return, which is significantly lower than EMB's 7.27% return. Over the past 10 years, EMBE.L has underperformed EMB with an annualized return of 0.51%, while EMB has yielded a comparatively higher 2.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EMBE.L vs. EMB - Expense Ratio Comparison
EMBE.L has a 0.50% expense ratio, which is higher than EMB's 0.39% expense ratio.
Risk-Adjusted Performance
EMBE.L vs. EMB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (EMBE.L) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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.
Dividends
EMBE.L vs. EMB - Dividend Comparison
EMBE.L's dividend yield for the trailing twelve months is around 5.51%, more than EMB's 4.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMBE.L iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) | 5.51% | 5.50% | 5.39% | 3.92% | 3.85% | 4.77% | 5.75% | 3.88% | 5.36% | 4.72% | 4.74% | 2.17% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 4.90% | 4.74% | 5.04% | 3.90% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% | 4.56% | 4.75% |
Drawdowns
EMBE.L vs. EMB - Drawdown Comparison
The maximum EMBE.L drawdown since its inception was -30.73%, smaller than the maximum EMB drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for EMBE.L and EMB. For additional features, visit the drawdowns tool.
Volatility
EMBE.L vs. EMB - Volatility Comparison
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (EMBE.L) has a higher volatility of 3.91% compared to iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) at 2.11%. This indicates that EMBE.L's price experiences larger fluctuations and is considered to be riskier than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.