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EMD5.L vs. EMHG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMD5.L vs. EMHG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Emerging Markets Government Bond (USD) 0-5 Year Screened UCITS ETF USD (Dist) (EMD5.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

EMD5.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

In the year-to-date period, EMD5.L achieves a -0.96% return, which is significantly lower than EMHG.L's 1.42% return.


EMD5.L

1D
0.11%
1M
-0.21%
6M
1.53%
YTD
-0.96%
1Y
3.67%
3Y*
7.13%
5Y*
2.39%
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)

EMD5.L vs. EMHG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EMD5.L
L&G Emerging Markets Government Bond (USD) 0-5 Year Screened UCITS ETF USD (Dist)
-0.96%10.15%8.41%7.84%-10.41%-0.28%0.80%
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%2.92%

Correlation

The correlation between EMD5.L and EMHG.L is 0.53, 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

0.53

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

0.63

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

0.67

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2020

0.65

The correlation between EMD5.L and EMHG.L shifts across timeframes, from 0.53 (1 year) to 0.67 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EMD5.L vs. EMHG.L — Risk / Return Rank

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

EMD5.L
EMD5.L Risk / Return Rank: 3131
Overall Rank
EMD5.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EMD5.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
EMD5.L Omega Ratio Rank: 4040
Omega Ratio Rank
EMD5.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
EMD5.L Martin Ratio Rank: 2727
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.

EMD5.L vs. EMHG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Emerging Markets Government Bond (USD) 0-5 Year Screened UCITS ETF USD (Dist) (EMD5.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.


EMD5.LEMHG.LDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.21

1.17

+0.04

Calmar ratioReturn relative to maximum drawdown

1.10

1.30

-0.20

Martin ratioReturn relative to average drawdown

2.76

4.23

-1.46

EMD5.L vs. EMHG.L - Sharpe Ratio Comparison

The current EMD5.L Sharpe Ratio is 0.91, which is comparable to the EMHG.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of EMD5.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

EMD5.L vs. EMHG.L - Drawdown Comparison

The maximum EMD5.L drawdown since its inception was -16.04%, smaller than the maximum EMHG.L drawdown of -44.35%. Use the drawdown chart below to compare losses from any high point for EMD5.L and EMHG.L.


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Drawdown Indicators


EMD5.LEMHG.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.04%

-44.35%

+28.31%

Max Drawdown (1Y)

Largest decline over 1 year

-3.29%

-7.32%

+4.03%

Max Drawdown (3Y)

Largest decline over 3 years

-3.29%

-13.08%

+9.79%

Max Drawdown (5Y)

Largest decline over 5 years

-16.04%

-43.78%

+27.74%

Current Drawdown

Current decline from peak

-1.06%

-1.65%

+0.59%

Average Drawdown

Average peak-to-trough decline

-4.32%

-13.87%

+9.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

2.25%

-0.94%

Volatility

EMD5.L vs. EMHG.L - Volatility Comparison

The current volatility for L&G Emerging Markets Government Bond (USD) 0-5 Year Screened UCITS ETF USD (Dist) (EMD5.L) is 0.95%, while iShares J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist) (EMHG.L) has a volatility of 1.98%. This indicates that EMD5.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


EMD5.LEMHG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

1.98%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

3.51%

7.76%

-4.25%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

10.00%

-6.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

14.59%

-9.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.62%

15.23%

-10.61%

EMD5.L vs. EMHG.L - Expense Ratio Comparison

EMD5.L has a 0.25% expense ratio, which is lower than EMHG.L's 0.50% expense ratio.


Dividends

EMD5.L vs. EMHG.L - Dividend Comparison

EMD5.L has not paid dividends to shareholders, while EMHG.L's dividend yield for the trailing twelve months is around 5.72%.


PositionTTM20252024202320222021202020192018
EMD5.L
L&G Emerging Markets Government Bond (USD) 0-5 Year Screened UCITS ETF USD (Dist)
0.00%5.66%6.09%4.60%3.04%1.25%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


EMD5.L and EMHG.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMD5.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMD5.L is cheaper with a 0.25% expense ratio, compared with 0.50% for EMHG.L.

EMD5.L tracks J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity Index, while EMHG.L tracks J.P. Morgan Emerging Markets Bond Index Global Diversified Core. They also come from different issuers: L&G and iShares. Their fees differ too: 0.25% for EMD5.L and 0.50% for EMHG.L.

Portfolio Optimizer

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