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

Performance

EMD5.L vs. IESG.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 MSCI Europe SRI UCITS ETF (IESG.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 IESG.L is traded in GBp. To make them comparable, the IESG.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 IESG.L's 7.37% 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*

IESG.L

1D
-0.56%
1M
0.03%
6M
4.90%
YTD
7.37%
1Y
9.33%
3Y*
8.88%
5Y*
4.76%
10Y*
8.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMD5.L vs. IESG.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%
IESG.L
iShares MSCI Europe SRI UCITS ETF
7.37%16.62%-0.80%20.29%-19.53%17.77%3.91%

Correlation

The correlation between EMD5.L and IESG.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.42

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

0.48

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

0.46

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Return for Risk

EMD5.L vs. IESG.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

IESG.L
IESG.L Risk / Return Rank: 2424
Overall Rank
IESG.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IESG.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
IESG.L Omega Ratio Rank: 2323
Omega Ratio Rank
IESG.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IESG.L Martin Ratio Rank: 2626
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. IESG.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 MSCI Europe SRI UCITS ETF (IESG.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.LIESG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.21

1.12

+0.09

Calmar ratioReturn relative to maximum drawdown

1.10

0.72

+0.38

Martin ratioReturn relative to average drawdown

2.76

2.44

+0.33

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

The current EMD5.L Sharpe Ratio is 0.91, which is higher than the IESG.L Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of EMD5.L and IESG.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. IESG.L - Drawdown Comparison

The maximum EMD5.L drawdown since its inception was -16.04%, smaller than the maximum IESG.L drawdown of -37.27%. Use the drawdown chart below to compare losses from any high point for EMD5.L and IESG.L.


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Drawdown Indicators


EMD5.LIESG.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.04%

-37.27%

+21.23%

Max Drawdown (1Y)

Largest decline over 1 year

-3.29%

-12.82%

+9.53%

Max Drawdown (3Y)

Largest decline over 3 years

-3.29%

-17.69%

+14.40%

Max Drawdown (5Y)

Largest decline over 5 years

-16.04%

-35.45%

+19.41%

Max Drawdown (10Y)

Largest decline over 10 years

-35.45%

Current Drawdown

Current decline from peak

-1.06%

-1.57%

+0.51%

Average Drawdown

Average peak-to-trough decline

-4.32%

-10.12%

+5.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.31%

3.82%

-2.51%

Volatility

EMD5.L vs. IESG.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 MSCI Europe SRI UCITS ETF (IESG.L) has a volatility of 3.73%. This indicates that EMD5.L experiences smaller price fluctuations and is considered to be less risky than IESG.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.LIESG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.95%

3.73%

-2.78%

Volatility (6M)

Calculated over the trailing 6-month period

3.51%

12.48%

-8.97%

Volatility (1Y)

Calculated over the trailing 1-year period

3.97%

15.02%

-11.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

19.27%

-14.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.62%

17.87%

-13.25%

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

EMD5.L has a 0.25% expense ratio, which is higher than IESG.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EMD5.L vs. IESG.L - Dividend Comparison

Neither EMD5.L nor IESG.L has paid dividends to shareholders.


PositionTTM20252024202320222021
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%
IESG.L
iShares MSCI Europe SRI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMD5.L and IESG.L have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IESG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IESG.L is cheaper with a 0.20% expense ratio, compared with 0.25% for EMD5.L.

EMD5.L is categorized as Emerging Markets Bonds, while IESG.L is ESG. EMD5.L tracks J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity Index, while IESG.L tracks MSCI Europe SRI Select Reduced Fossil Fuel Index. They also come from different issuers: L&G and iShares. Their fees differ too: 0.25% for EMD5.L and 0.20% for IESG.L.

Portfolio Optimizer

Find the right allocation for EMD5.L and IESG.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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