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EMGA.L vs. EMGB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMGA.L vs. EMGB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan Emerging Markets Local Government Bond UCITS ETF USD (Acc) (EMGA.L) and VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EMGB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMGA.L is traded in USD, while EMGB.L is traded in GBP. To make them comparable, the EMGB.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMGA.L achieves a 0.79% return, which is significantly lower than EMGB.L's 0.99% return.


EMGA.L

1D
-0.12%
1M
0.75%
YTD
0.79%
6M
1.63%
1Y
8.91%
3Y*
7.03%
5Y*
1.03%
10Y*

EMGB.L

1D
0.08%
1M
0.90%
YTD
0.99%
6M
2.16%
1Y
9.12%
3Y*
6.79%
5Y*
1.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMGA.L vs. EMGB.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EMGA.L
iShares J.P. Morgan Emerging Markets Local Government Bond UCITS ETF USD (Acc)
0.79%18.25%-2.74%11.65%-10.95%-10.50%1.84%11.71%-2.92%
EMGB.L
VanEck J.P. Morgan EM Local Currency Bond UCITS ETF
0.99%18.54%-2.61%9.78%-10.08%-9.53%2.25%10.35%-4.11%

Correlation

The correlation between EMGA.L and EMGB.L is 0.65, 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

0.65

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

0.72

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

0.75

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2018

0.75

The correlation between EMGA.L and EMGB.L has been stable across timeframes, ranging from 0.65 to 0.75 - a consistent structural relationship.

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Return for Risk

EMGA.L vs. EMGB.L — Risk / Return Rank

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

EMGA.L
EMGA.L Risk / Return Rank: 3434
Overall Rank
EMGA.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EMGA.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
EMGA.L Omega Ratio Rank: 3636
Omega Ratio Rank
EMGA.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
EMGA.L Martin Ratio Rank: 3434
Martin Ratio Rank

EMGB.L
EMGB.L Risk / Return Rank: 5454
Overall Rank
EMGB.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EMGB.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
EMGB.L Omega Ratio Rank: 6161
Omega Ratio Rank
EMGB.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
EMGB.L Martin Ratio Rank: 4040
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.

EMGA.L vs. EMGB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan Emerging Markets Local Government Bond UCITS ETF USD (Acc) (EMGA.L) and VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EMGB.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.


EMGA.LEMGB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.23

1.25

-0.02

Calmar ratioReturn relative to maximum drawdown

1.50

1.45

+0.05

Martin ratioReturn relative to average drawdown

5.01

4.89

+0.12

EMGA.L vs. EMGB.L - Sharpe Ratio Comparison

The current EMGA.L Sharpe Ratio is 1.19, which is comparable to the EMGB.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of EMGA.L and EMGB.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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Sharpe Ratios by Period


EMGA.LEMGB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.35

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.14

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.11

+0.05

Drawdowns

EMGA.L vs. EMGB.L - Drawdown Comparison

The maximum EMGA.L drawdown since its inception was -28.18%, roughly equal to the maximum EMGB.L drawdown of -27.18%. Use the drawdown chart below to compare losses from any high point for EMGA.L and EMGB.L.


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Drawdown Indicators


EMGA.LEMGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.18%

-27.18%

-1.00%

Max Drawdown (1Y)

Largest decline over 1 year

-5.93%

-6.25%

+0.32%

Max Drawdown (3Y)

Largest decline over 3 years

-9.12%

-8.96%

-0.16%

Max Drawdown (5Y)

Largest decline over 5 years

-26.60%

-25.02%

-1.58%

Current Drawdown

Current decline from peak

-2.52%

-2.69%

+0.17%

Average Drawdown

Average peak-to-trough decline

-8.98%

-9.88%

+0.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.86%

-0.08%

Volatility

EMGA.L vs. EMGB.L - Volatility Comparison

iShares J.P. Morgan Emerging Markets Local Government Bond UCITS ETF USD (Acc) (EMGA.L) has a higher volatility of 2.63% compared to VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EMGB.L) at 2.23%. This indicates that EMGA.L's price experiences larger fluctuations and is considered to be riskier than EMGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMGA.LEMGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

2.23%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

6.52%

5.66%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

7.49%

6.72%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.03%

8.69%

+0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.24%

9.36%

+0.88%

EMGA.L vs. EMGB.L - Expense Ratio Comparison

EMGA.L has a 0.50% expense ratio, which is higher than EMGB.L's 0.30% expense ratio.


Dividends

EMGA.L vs. EMGB.L - Dividend Comparison

Neither EMGA.L nor EMGB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EMGA.L and EMGB.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMGB.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMGB.L is cheaper with a 0.30% expense ratio, compared with 0.50% for EMGA.L.

Both ETFs track JPM GBI-EM Global Diversified TR USD. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.50% for EMGA.L and 0.30% for EMGB.L.

Portfolio Optimizer

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