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EMBE.L vs. EUNW.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMBE.L vs. EUNW.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (EMBE.L) and iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMBE.L achieves a 1.23% return, which is significantly higher than EUNW.DE's 1.08% return. Over the past 10 years, EMBE.L has underperformed EUNW.DE with an annualized return of 1.09%, while EUNW.DE has yielded a comparatively higher 3.24% annualized return.


EMBE.L

1D
0.81%
1M
1.12%
YTD
1.23%
6M
1.69%
1Y
8.49%
3Y*
7.36%
5Y*
-0.43%
10Y*
1.09%

EUNW.DE

1D
0.34%
1M
0.71%
YTD
1.08%
6M
1.74%
1Y
3.40%
3Y*
6.20%
5Y*
2.64%
10Y*
3.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMBE.L vs. EUNW.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMBE.L
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
1.23%10.99%4.00%7.66%-20.86%-3.27%3.35%12.27%-8.40%8.13%
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
1.08%4.99%5.90%11.26%-9.37%2.92%1.07%9.86%-3.52%4.59%

Correlation

The correlation between EMBE.L and EUNW.DE 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

0.59

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

0.61

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

0.55

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2013

0.53

The correlation between EMBE.L and EUNW.DE shifts across timeframes, from 0.53 (all time) to 0.66 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EMBE.L vs. EUNW.DE — Risk / Return Rank

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

EMBE.L
EMBE.L Risk / Return Rank: 4848
Overall Rank
EMBE.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EMBE.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
EMBE.L Omega Ratio Rank: 4949
Omega Ratio Rank
EMBE.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
EMBE.L Martin Ratio Rank: 4848
Martin Ratio Rank

EUNW.DE
EUNW.DE Risk / Return Rank: 3232
Overall Rank
EUNW.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EUNW.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
EUNW.DE Omega Ratio Rank: 3232
Omega Ratio Rank
EUNW.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
EUNW.DE Martin Ratio Rank: 3636
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.

EMBE.L vs. EUNW.DE - Risk-Adjusted Trends 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 EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE). 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.


EMBE.LEUNW.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.27

1.19

+0.08

Calmar ratioReturn relative to maximum drawdown

1.84

1.18

+0.66

Martin ratioReturn relative to average drawdown

7.04

4.94

+2.10

EMBE.L vs. EUNW.DE - Sharpe Ratio Comparison

The current EMBE.L Sharpe Ratio is 1.43, which is higher than the EUNW.DE Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of EMBE.L and EUNW.DE, 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

EMBE.L vs. EUNW.DE - Drawdown Comparison

The maximum EMBE.L drawdown since its inception was -30.73%, which is greater than EUNW.DE's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for EMBE.L and EUNW.DE.


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Drawdown Indicators


EMBE.LEUNW.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.73%

-25.47%

-5.26%

Max Drawdown (1Y)

Largest decline over 1 year

-4.58%

-2.86%

-1.72%

Max Drawdown (3Y)

Largest decline over 3 years

-7.94%

-3.80%

-4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-30.46%

-14.79%

-15.67%

Max Drawdown (10Y)

Largest decline over 10 years

-30.73%

-25.47%

-5.26%

Current Drawdown

Current decline from peak

-3.70%

0.00%

-3.70%

Average Drawdown

Average peak-to-trough decline

-7.38%

-2.06%

-5.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

0.69%

+0.51%

Volatility

EMBE.L vs. EUNW.DE - Volatility Comparison

iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (EMBE.L) has a higher volatility of 2.14% compared to iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist) (EUNW.DE) at 0.82%. This indicates that EMBE.L's price experiences larger fluctuations and is considered to be riskier than EUNW.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMBE.LEUNW.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.14%

0.82%

+1.32%

Volatility (6M)

Calculated over the trailing 6-month period

4.88%

2.96%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

5.91%

3.40%

+2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.90%

5.27%

+3.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.48%

6.57%

+2.91%

EMBE.L vs. EUNW.DE - Expense Ratio Comparison

Both EMBE.L and EUNW.DE have an expense ratio of 0.50%.


Dividends

EMBE.L vs. EUNW.DE - Dividend Comparison

EMBE.L's dividend yield for the trailing twelve months is around 5.13%, which matches EUNW.DE's 5.16% yield.


PositionTTM20252024202320222021202020192018201720162015
EMBE.L
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
5.13%5.44%5.64%5.50%5.39%3.92%3.85%4.77%5.75%3.88%5.36%4.72%
EUNW.DE
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
5.16%5.45%6.09%5.41%3.70%3.07%3.67%3.75%3.68%3.78%4.03%4.59%

Frequently Asked Questions


EMBE.L and EUNW.DE 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.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EMBE.L and EUNW.DE have the same expense ratio: 0.50% per year.

EMBE.L is categorized as Emerging Markets Bonds, while EUNW.DE is European High Yield Bonds. EMBE.L tracks JPM EMBI Global Diversified Hedge TR EUR, while EUNW.DE tracks iBoxx® EUR Liquid High Yield.

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