EMES.L vs. IDV
EMES.L (iShares J.P. Morgan ESG USD EM Bond UCITS ETF) and IDV (iShares International Select Dividend ETF) are both exchange-traded funds - EMES.L is a Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified TR USD, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. Both are passively managed. Over the past 5 years, EMES.L returned 1.35%/yr vs 11.97%/yr for IDV. At a 0.33 correlation, their price movements are largely independent. EMES.L charges 0.45%/yr vs 0.49%/yr for IDV.
Performance
EMES.L vs. IDV - Performance Comparison
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Returns By Period
In the year-to-date period, EMES.L achieves a 1.50% return, which is significantly lower than IDV's 12.42% return.
EMES.L
- 1D
- 0.06%
- 1M
- 1.02%
- YTD
- 1.50%
- 6M
- 2.10%
- 1Y
- 10.68%
- 3Y*
- 9.03%
- 5Y*
- 1.35%
- 10Y*
- —
IDV
- 1D
- 0.09%
- 1M
- -0.41%
- YTD
- 12.42%
- 6M
- 15.21%
- 1Y
- 36.70%
- 3Y*
- 25.24%
- 5Y*
- 11.97%
- 10Y*
- 10.21%
EMES.L vs. IDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EMES.L iShares J.P. Morgan ESG USD EM Bond UCITS ETF | 1.50% | 13.10% | 5.45% | 9.57% | -18.82% | -2.59% | 5.41% | 15.66% | -0.48% |
IDV iShares International Select Dividend ETF | 12.42% | 52.16% | 4.00% | 10.32% | -6.40% | 12.00% | -5.94% | 23.56% | -11.46% |
Correlation
The correlation between EMES.L and IDV is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2018 | 0.33 |
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Return for Risk
EMES.L vs. IDV — Risk / Return Rank
EMES.L
IDV
EMES.L vs. IDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan ESG USD EM Bond UCITS ETF (EMES.L) and iShares International Select Dividend ETF (IDV). 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.
| EMES.L | IDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.93 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.52 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 4.33 | -1.95 |
| Martin ratioReturn relative to average drawdown | 9.84 | 16.50 | -6.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMES.L | IDV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 2.88 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.77 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.22 | +0.13 |
Drawdowns
EMES.L vs. IDV - Drawdown Comparison
The maximum EMES.L drawdown since its inception was -28.84%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for EMES.L and IDV.
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Drawdown Indicators
| EMES.L | IDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.84% | -70.14% | +41.30% |
Max Drawdown (1Y)Largest decline over 1 year | -4.48% | -8.52% | +4.04% |
Max Drawdown (3Y)Largest decline over 3 years | -7.22% | -11.86% | +4.64% |
Max Drawdown (5Y)Largest decline over 5 years | -28.84% | -29.19% | +0.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.50% | — |
Current DrawdownCurrent decline from peak | -0.35% | -2.71% | +2.36% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -15.40% | +7.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 2.23% | -1.15% |
Volatility
EMES.L vs. IDV - Volatility Comparison
The current volatility for iShares J.P. Morgan ESG USD EM Bond UCITS ETF (EMES.L) is 2.26%, while iShares International Select Dividend ETF (IDV) has a volatility of 4.08%. This indicates that EMES.L experiences smaller price fluctuations and is considered to be less risky than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMES.L | IDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 4.08% | -1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 4.55% | 10.56% | -6.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.47% | 12.82% | -7.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.28% | 15.54% | -7.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.24% | 17.94% | -8.70% |
EMES.L vs. IDV - Expense Ratio Comparison
EMES.L has a 0.45% expense ratio, which is lower than IDV's 0.49% expense ratio.
Dividends
EMES.L vs. IDV - Dividend Comparison
EMES.L's dividend yield for the trailing twelve months is around 5.78%, more than IDV's 4.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMES.L iShares J.P. Morgan ESG USD EM Bond UCITS ETF | 5.78% | 5.78% | 5.45% | 5.41% | 5.03% | 3.48% | 3.49% | 4.60% | 0.50% | 0.00% | 0.00% | 0.00% |
IDV iShares International Select Dividend ETF | 4.45% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
Frequently Asked Questions
EMES.L and IDV have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMES.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMES.L is cheaper with a 0.45% expense ratio, compared with 0.49% for IDV.
EMES.L is categorized as Emerging Markets Bonds, while IDV is Global Equities. EMES.L tracks JPM EMBI Global Diversified TR USD, while IDV tracks Dow Jones EPAC Select Dividend. Their fees differ too: 0.45% for EMES.L and 0.49% for IDV.
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