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EMCA.L vs. CNYB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMCA.L vs. CNYB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.L) and iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMCA.L is traded in USD, while CNYB.L is traded in GBP. To make them comparable, the CNYB.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMCA.L achieves a 1.55% return, which is significantly lower than CNYB.L's 5.45% return.


EMCA.L

1D
-0.09%
1M
-0.38%
6M
1.25%
YTD
1.55%
1Y
5.99%
3Y*
6.97%
5Y*
1.91%
10Y*

CNYB.L

1D
0.00%
1M
0.55%
6M
5.32%
YTD
5.45%
1Y
8.10%
3Y*
5.98%
5Y*
3.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMCA.L vs. CNYB.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EMCA.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc)
1.55%8.60%6.21%7.96%-12.09%-0.51%7.04%3.59%
CNYB.L
iShares China CNY Bond UCITS ETF USD (Dist)
5.45%5.18%4.87%0.97%-5.14%8.69%-17.34%6.70%

Correlation

The correlation between EMCA.L and CNYB.L is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.02

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

0.10

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2019

0.11

The correlation between EMCA.L and CNYB.L shifts across timeframes, from -0.02 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EMCA.L vs. CNYB.L — Risk / Return Rank

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

EMCA.L
EMCA.L Risk / Return Rank: 6262
Overall Rank
EMCA.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EMCA.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
EMCA.L Omega Ratio Rank: 5757
Omega Ratio Rank
EMCA.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
EMCA.L Martin Ratio Rank: 7070
Martin Ratio Rank

CNYB.L
CNYB.L Risk / Return Rank: 4444
Overall Rank
CNYB.L Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CNYB.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
CNYB.L Omega Ratio Rank: 3636
Omega Ratio Rank
CNYB.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
CNYB.L Martin Ratio Rank: 4646
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.

EMCA.L vs. CNYB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.L) and iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.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.


EMCA.LCNYB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratioReturn relative to maximum drawdown

2.63

5.94

-3.32

Martin ratioReturn relative to average drawdown

10.19

16.99

-6.81

EMCA.L vs. CNYB.L - Sharpe Ratio Comparison

The current EMCA.L Sharpe Ratio is 1.52, which is comparable to the CNYB.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of EMCA.L and CNYB.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.


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Drawdowns

EMCA.L vs. CNYB.L - Drawdown Comparison

The maximum EMCA.L drawdown since its inception was -24.69%, roughly equal to the maximum CNYB.L drawdown of -24.43%. Use the drawdown chart below to compare losses from any high point for EMCA.L and CNYB.L.


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Drawdown Indicators


EMCA.LCNYB.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.69%

-24.43%

-0.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

-1.30%

-0.91%

Max Drawdown (3Y)

Largest decline over 3 years

-3.58%

-3.73%

+0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-20.14%

-11.92%

-8.22%

Current Drawdown

Current decline from peak

-0.53%

-4.70%

+4.17%

Average Drawdown

Average peak-to-trough decline

-4.05%

-13.92%

+9.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

0.46%

+0.11%

Volatility

EMCA.L vs. CNYB.L - Volatility Comparison

The current volatility for iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.L) is 1.06%, while iShares China CNY Bond UCITS ETF USD (Dist) (CNYB.L) has a volatility of 1.22%. This indicates that EMCA.L experiences smaller price fluctuations and is considered to be less risky than CNYB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMCA.LCNYB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

1.22%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

4.24%

-0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

5.15%

-1.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.25%

6.79%

-1.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.79%

12.07%

-3.28%

EMCA.L vs. CNYB.L - Expense Ratio Comparison

EMCA.L has a 0.50% expense ratio, which is higher than CNYB.L's 0.35% expense ratio.


Dividends

EMCA.L vs. CNYB.L - Dividend Comparison

EMCA.L has not paid dividends to shareholders, while CNYB.L's dividend yield for the trailing twelve months is around 1.72%.


PositionTTM2025202420232022202120202019
CNYB.L
iShares China CNY Bond UCITS ETF USD (Dist)
1.72%1.89%2.24%2.55%2.72%2.74%2.65%0.72%
EMCA.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMCA.L and CNYB.L have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CNYB.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CNYB.L is cheaper with a 0.35% expense ratio, compared with 0.50% for EMCA.L.

EMCA.L tracks J.P. Morgan CEMBI Broad Diversified Core Index, while CNYB.L tracks Bloomberg China Treasury + Policy Bank Index. Their fees differ too: 0.50% for EMCA.L and 0.35% for CNYB.L.

Portfolio Optimizer

Find the right allocation for EMCA.L and CNYB.L

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

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