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EMCR.L vs. CYGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMCR.L vs. CYGB.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 (Dist) (EMCR.L) and iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, EMCR.L achieves a 1.80% return, which is significantly lower than CYGB.L's 4.04% return.


EMCR.L

1D
0.29%
1M
0.23%
6M
1.61%
YTD
1.80%
1Y
6.43%
3Y*
7.10%
5Y*
1.97%
10Y*
3.52%

CYGB.L

1D
0.00%
1M
1.54%
6M
3.81%
YTD
4.04%
1Y
4.68%
3Y*
7.94%
5Y*
5.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMCR.L vs. CYGB.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EMCR.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist)
1.80%8.43%6.66%7.85%-12.39%0.01%
CYGB.L
iShares China CNY Bond UCITS ETF GBP Hedged (Dist)
4.04%9.91%9.53%12.79%-8.81%-1.56%

Correlation

The correlation between EMCR.L and CYGB.L is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.26

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

0.26

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2021

0.25

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Return for Risk

EMCR.L vs. CYGB.L — Risk / Return Rank

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

EMCR.L
EMCR.L Risk / Return Rank: 5959
Overall Rank
EMCR.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EMCR.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
EMCR.L Omega Ratio Rank: 5555
Omega Ratio Rank
EMCR.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
EMCR.L Martin Ratio Rank: 6767
Martin Ratio Rank

CYGB.L
CYGB.L Risk / Return Rank: 6464
Overall Rank
CYGB.L Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
CYGB.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
CYGB.L Omega Ratio Rank: 5555
Omega Ratio Rank
CYGB.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
CYGB.L Martin Ratio Rank: 7979
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.

EMCR.L vs. CYGB.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 (Dist) (EMCR.L) and iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.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.


EMCR.LCYGB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.39

Omega ratioGain probability vs. loss probability

1.28

1.11

+0.17

Calmar ratioReturn relative to maximum drawdown

2.26

1.08

+1.18

Martin ratioReturn relative to average drawdown

9.69

2.45

+7.24

EMCR.L vs. CYGB.L - Sharpe Ratio Comparison

The current EMCR.L Sharpe Ratio is 1.51, which is higher than the CYGB.L Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of EMCR.L and CYGB.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

EMCR.L vs. CYGB.L - Drawdown Comparison

The maximum EMCR.L drawdown since its inception was -22.67%, roughly equal to the maximum CYGB.L drawdown of -22.10%. Use the drawdown chart below to compare losses from any high point for EMCR.L and CYGB.L.


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Drawdown Indicators


EMCR.LCYGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.67%

-22.10%

-0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-4.04%

+1.32%

Max Drawdown (3Y)

Largest decline over 3 years

-3.69%

-6.72%

+3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-20.20%

-21.63%

+1.43%

Max Drawdown (10Y)

Largest decline over 10 years

-22.67%

Current Drawdown

Current decline from peak

-0.16%

0.00%

-0.16%

Average Drawdown

Average peak-to-trough decline

-3.28%

-4.36%

+1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.64%

1.78%

-1.14%

Volatility

EMCR.L vs. CYGB.L - Volatility Comparison

The current volatility for iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (EMCR.L) is 1.02%, while iShares China CNY Bond UCITS ETF GBP Hedged (Dist) (CYGB.L) has a volatility of 1.98%. This indicates that EMCR.L experiences smaller price fluctuations and is considered to be less risky than CYGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMCR.LCYGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.02%

1.98%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

3.50%

5.70%

-2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

4.07%

7.38%

-3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.49%

8.87%

-3.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.50%

8.74%

-1.24%

EMCR.L vs. CYGB.L - Expense Ratio Comparison

EMCR.L has a 0.50% expense ratio, which is higher than CYGB.L's 0.40% expense ratio.


Dividends

EMCR.L vs. CYGB.L - Dividend Comparison

EMCR.L's dividend yield for the trailing twelve months is around 5.59%, more than CYGB.L's 1.70% yield.


PositionTTM20252024202320222021202020192018201720162015
CYGB.L
iShares China CNY Bond UCITS ETF GBP Hedged (Dist)
1.70%1.84%2.13%2.38%2.68%2.21%0.00%0.00%0.00%0.00%0.00%0.00%
EMCR.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist)
5.59%5.56%5.44%5.04%4.28%3.62%3.93%4.58%4.70%4.35%4.61%5.13%

Frequently Asked Questions


EMCR.L and CYGB.L have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CYGB.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CYGB.L is cheaper with a 0.40% expense ratio, compared with 0.50% for EMCR.L.

EMCR.L tracks J.P. Morgan CEMBI Broad Diversified Core Index, while CYGB.L tracks Bloomberg China Treasury + Policy Bank Index. Their fees differ too: 0.50% for EMCR.L and 0.40% for CYGB.L.

Portfolio Optimizer

Find the right allocation for EMCR.L and CYGB.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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