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EMDH.L vs. TAHY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMDH.L vs. TAHY.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF GBP Hedged (Dist) (EMDH.L) and Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMDH.L is traded in GBp, while TAHY.L is traded in USD. To make them comparable, the TAHY.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMDH.L achieves a -4.40% return, which is significantly lower than TAHY.L's 3.40% return.


EMDH.L

1D
0.34%
1M
-3.01%
6M
-2.00%
YTD
-4.40%
1Y
-0.73%
3Y*
3.93%
5Y*
10Y*

TAHY.L

1D
-1.09%
1M
-1.59%
6M
1.64%
YTD
3.40%
1Y
5.75%
3Y*
6.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMDH.L vs. TAHY.L - Yearly Performance Comparison


Correlation

The correlation between EMDH.L and TAHY.L is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

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

-0.16

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2021

-0.05

The correlation between EMDH.L and TAHY.L shifts across timeframes, from -0.16 (3 years) to -0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EMDH.L vs. TAHY.L — Risk / Return Rank

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

EMDH.L
EMDH.L Risk / Return Rank: 88
Overall Rank
EMDH.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
EMDH.L Sortino Ratio Rank: 88
Sortino Ratio Rank
EMDH.L Omega Ratio Rank: 77
Omega Ratio Rank
EMDH.L Calmar Ratio Rank: 99
Calmar Ratio Rank
EMDH.L Martin Ratio Rank: 88
Martin Ratio Rank

TAHY.L
TAHY.L Risk / Return Rank: 7373
Overall Rank
TAHY.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TAHY.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
TAHY.L Omega Ratio Rank: 8484
Omega Ratio Rank
TAHY.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
TAHY.L Martin Ratio Rank: 5757
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.

EMDH.L vs. TAHY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF GBP Hedged (Dist) (EMDH.L) and Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.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.


EMDH.LTAHY.LDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.16

Omega ratioGain probability vs. loss probability

0.97

1.13

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.15

0.92

-1.06

Martin ratioReturn relative to average drawdown

-0.40

2.26

-2.66

EMDH.L vs. TAHY.L - Sharpe Ratio Comparison

The current EMDH.L Sharpe Ratio is -0.14, which is lower than the TAHY.L Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of EMDH.L and TAHY.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

EMDH.L vs. TAHY.L - Drawdown Comparison

The maximum EMDH.L drawdown since its inception was -18.65%, smaller than the maximum TAHY.L drawdown of -40.62%. Use the drawdown chart below to compare losses from any high point for EMDH.L and TAHY.L.


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Drawdown Indicators


EMDH.LTAHY.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.65%

-40.62%

+21.97%

Max Drawdown (1Y)

Largest decline over 1 year

-5.00%

-5.98%

+0.98%

Max Drawdown (3Y)

Largest decline over 3 years

-5.00%

-7.70%

+2.70%

Current Drawdown

Current decline from peak

-4.68%

-15.32%

+10.64%

Average Drawdown

Average peak-to-trough decline

-6.26%

-21.35%

+15.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.83%

2.43%

-0.60%

Volatility

EMDH.L vs. TAHY.L - Volatility Comparison

L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF GBP Hedged (Dist) (EMDH.L) has a higher volatility of 3.20% compared to Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.L) at 2.17%. This indicates that EMDH.L's price experiences larger fluctuations and is considered to be riskier than TAHY.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMDH.LTAHY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

2.17%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.10%

5.89%

-1.79%

Volatility (1Y)

Calculated over the trailing 1-year period

5.17%

7.52%

-2.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.41%

14.73%

-9.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.41%

14.73%

-9.32%

EMDH.L vs. TAHY.L - Expense Ratio Comparison

EMDH.L has a 0.38% expense ratio, which is lower than TAHY.L's 0.60% expense ratio.


Dividends

EMDH.L vs. TAHY.L - Dividend Comparison

EMDH.L's dividend yield for the trailing twelve months is around 0.03%, while TAHY.L has not paid dividends to shareholders.


Frequently Asked Questions


EMDH.L and TAHY.L have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMDH.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMDH.L is cheaper with a 0.38% expense ratio, compared with 0.60% for TAHY.L.

EMDH.L is categorized as Emerging Markets Bonds, while TAHY.L is High Yield Bonds. EMDH.L tracks J.P. Morgan ESG CEMBI Broad Diversified Custom Maturity Index, while TAHY.L tracks iBoxx MSCI Scored & Screened Tilted USD Asia ex-Japan High Yield Capped TCA Index. They also come from different issuers: L&G and Janus Henderson. Their fees differ too: 0.38% for EMDH.L and 0.60% for TAHY.L.

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