EMES.L vs. SUSU.L
EMES.L (iShares J.P. Morgan ESG USD EM Bond UCITS ETF) and SUSU.L (iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist)) are both exchange-traded funds - EMES.L is a Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified TR USD, while SUSU.L is a Corporate Bonds fund tracking the Bloomberg US Corp 1-3 Yr TR USD. Both are passively managed. Over the past 5 years, EMES.L returned 1.35%/yr vs 2.85%/yr for SUSU.L. At a 0.39 correlation, their price movements are largely independent. EMES.L charges 0.45%/yr vs 0.12%/yr for SUSU.L.
Performance
EMES.L vs. SUSU.L - 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 higher than SUSU.L's 1.03% 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*
- —
SUSU.L
- 1D
- 0.02%
- 1M
- 0.26%
- YTD
- 1.03%
- 6M
- 1.48%
- 1Y
- 4.18%
- 3Y*
- 5.15%
- 5Y*
- 2.85%
- 10Y*
- —
EMES.L vs. SUSU.L - 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% | 0.38% |
SUSU.L iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) | 1.03% | 5.50% | 5.39% | 5.24% | -2.13% | -0.20% | 3.23% | 4.25% | 0.28% |
Correlation
The correlation between EMES.L and SUSU.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 | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2018 | 0.39 |
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Return for Risk
EMES.L vs. SUSU.L — Risk / Return Rank
EMES.L
SUSU.L
EMES.L vs. SUSU.L - 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 USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.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.
| EMES.L | SUSU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.63 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 6.38 | -4.00 |
| Martin ratioReturn relative to average drawdown | 9.84 | 28.73 | -18.88 |
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 | SUSU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 3.00 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.98 | -0.82 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.93 | -0.58 |
Drawdowns
EMES.L vs. SUSU.L - Drawdown Comparison
The maximum EMES.L drawdown since its inception was -28.84%, which is greater than SUSU.L's maximum drawdown of -8.33%. Use the drawdown chart below to compare losses from any high point for EMES.L and SUSU.L.
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Drawdown Indicators
| EMES.L | SUSU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.84% | -8.33% | -20.51% |
Max Drawdown (1Y)Largest decline over 1 year | -4.48% | -0.65% | -3.83% |
Max Drawdown (3Y)Largest decline over 3 years | -7.22% | -1.36% | -5.86% |
Max Drawdown (5Y)Largest decline over 5 years | -28.84% | -4.60% | -24.24% |
Current DrawdownCurrent decline from peak | -0.35% | -0.08% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -0.63% | -7.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 0.14% | +0.94% |
Volatility
EMES.L vs. SUSU.L - Volatility Comparison
iShares J.P. Morgan ESG USD EM Bond UCITS ETF (EMES.L) has a higher volatility of 2.26% compared to iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) (SUSU.L) at 0.46%. This indicates that EMES.L's price experiences larger fluctuations and is considered to be riskier than SUSU.L 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 | SUSU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.26% | 0.46% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 4.55% | 1.11% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.47% | 1.39% | +4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.28% | 2.90% | +5.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.24% | 3.23% | +6.01% |
EMES.L vs. SUSU.L - Expense Ratio Comparison
EMES.L has a 0.45% expense ratio, which is higher than SUSU.L's 0.12% expense ratio.
Dividends
EMES.L vs. SUSU.L - Dividend Comparison
EMES.L's dividend yield for the trailing twelve months is around 5.78%, more than SUSU.L's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
SUSU.L iShares USD Corporate Bond 0-3yr ESG UCITS ETF USD (Dist) | 4.49% | 4.60% | 4.71% | 4.01% | 1.59% | 0.82% | 2.24% | 2.90% | 0.00% |
Frequently Asked Questions
EMES.L and SUSU.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, SUSU.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SUSU.L is cheaper with a 0.12% expense ratio, compared with 0.45% for EMES.L.
EMES.L is categorized as Emerging Markets Bonds, while SUSU.L is Corporate Bonds. EMES.L tracks JPM EMBI Global Diversified TR USD, while SUSU.L tracks Bloomberg US Corp 1-3 Yr TR USD. Their fees differ too: 0.45% for EMES.L and 0.12% for SUSU.L.
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