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

Performance

EMCA.L vs. EMHG.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 J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist) (EMHG.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 EMHG.L is traded in GBP. To make them comparable, the EMHG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with EMCA.L having a 1.49% return and EMHG.L slightly lower at 1.42%.


EMCA.L

1D
-0.15%
1M
-0.44%
6M
1.04%
YTD
1.49%
1Y
5.60%
3Y*
6.82%
5Y*
1.90%
10Y*

EMHG.L

1D
-0.21%
1M
0.55%
6M
2.30%
YTD
1.42%
1Y
9.54%
3Y*
9.17%
5Y*
0.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
EMCA.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc)
1.49%8.60%6.21%7.96%-12.09%-0.51%7.04%13.77%0.89%
EMHG.L
iShares J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist)
1.42%21.96%3.55%14.71%-28.49%-3.39%6.66%18.35%-6.01%

Correlation

The correlation between EMCA.L and EMHG.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.47

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

0.54

Correlation (All Time)
Calculated using the full available price history since May 31, 2018

0.49

The correlation between EMCA.L and EMHG.L shifts across timeframes, from 0.36 (1 year) to 0.54 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EMCA.L vs. EMHG.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: 6464
Overall Rank
EMCA.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EMCA.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
EMCA.L Omega Ratio Rank: 5959
Omega Ratio Rank
EMCA.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
EMCA.L Martin Ratio Rank: 7373
Martin Ratio Rank

EMHG.L
EMHG.L Risk / Return Rank: 6565
Overall Rank
EMHG.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EMHG.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
EMHG.L Omega Ratio Rank: 6969
Omega Ratio Rank
EMHG.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
EMHG.L Martin Ratio Rank: 6464
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. EMHG.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 J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist) (EMHG.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.LEMHG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

1.27

1.17

+0.11

Calmar ratioReturn relative to maximum drawdown

2.52

1.30

+1.23

Martin ratioReturn relative to average drawdown

9.78

4.23

+5.55

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

The current EMCA.L Sharpe Ratio is 1.46, which is higher than the EMHG.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of EMCA.L and EMHG.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. EMHG.L - Drawdown Comparison

The maximum EMCA.L drawdown since its inception was -24.69%, smaller than the maximum EMHG.L drawdown of -44.35%. Use the drawdown chart below to compare losses from any high point for EMCA.L and EMHG.L.


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Drawdown Indicators


EMCA.LEMHG.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.69%

-44.35%

+19.66%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

-7.32%

+5.11%

Max Drawdown (3Y)

Largest decline over 3 years

-3.58%

-13.08%

+9.50%

Max Drawdown (5Y)

Largest decline over 5 years

-20.14%

-43.78%

+23.64%

Current Drawdown

Current decline from peak

-0.59%

-1.65%

+1.06%

Average Drawdown

Average peak-to-trough decline

-4.05%

-13.87%

+9.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

2.25%

-1.68%

Volatility

EMCA.L vs. EMHG.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 J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist) (EMHG.L) has a volatility of 1.98%. This indicates that EMCA.L experiences smaller price fluctuations and is considered to be less risky than EMHG.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.LEMHG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

1.98%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

3.26%

7.76%

-4.50%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

10.00%

-6.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.25%

14.59%

-9.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.78%

15.23%

-6.45%

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

Both EMCA.L and EMHG.L have an expense ratio of 0.50%.


Dividends

EMCA.L vs. EMHG.L - Dividend Comparison

EMCA.L has not paid dividends to shareholders, while EMHG.L's dividend yield for the trailing twelve months is around 5.72%.


PositionTTM20252024202320222021202020192018
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%0.00%
EMHG.L
iShares J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist)
5.72%5.71%5.74%5.61%5.64%3.93%3.85%4.73%3.64%

Frequently Asked Questions


EMCA.L and EMHG.L have a correlation of 0.36, 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.

EMCA.L and EMHG.L have the same expense ratio: 0.50% per year.

EMCA.L tracks J.P. Morgan CEMBI Broad Diversified Core Index, while EMHG.L tracks J.P. Morgan Emerging Markets Bond Index Global Diversified Core.

Portfolio Optimizer

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