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

Performance

EMGA.L vs. EMSA.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 iShares J.P. Morgan ESG USD EM Bond UCITS ETF USD (Acc) (EMSA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMGA.L achieves a 0.79% return, which is significantly lower than EMSA.L's 1.61% 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*

EMSA.L

1D
0.20%
1M
1.06%
YTD
1.61%
6M
2.19%
1Y
10.63%
3Y*
9.08%
5Y*
1.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMGA.L vs. EMSA.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%2.43%
EMSA.L
iShares J.P. Morgan ESG USD EM Bond UCITS ETF USD (Acc)
1.61%13.11%5.32%9.71%-18.78%-3.11%6.03%15.79%-0.63%

Correlation

The correlation between EMGA.L and EMSA.L is 0.57, 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

0.57

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

0.57

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

0.58

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2018

0.58

The correlation between EMGA.L and EMSA.L has been stable across timeframes, ranging from 0.57 to 0.58 - a consistent structural relationship.

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Return for Risk

EMGA.L vs. EMSA.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

EMSA.L
EMSA.L Risk / Return Rank: 5959
Overall Rank
EMSA.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EMSA.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
EMSA.L Omega Ratio Rank: 6161
Omega Ratio Rank
EMSA.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
EMSA.L Martin Ratio Rank: 5858
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. EMSA.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 iShares J.P. Morgan ESG USD EM Bond UCITS ETF USD (Acc) (EMSA.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.LEMSA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.23

1.37

-0.14

Calmar ratioReturn relative to maximum drawdown

1.50

2.47

-0.97

Martin ratioReturn relative to average drawdown

5.01

10.09

-5.08

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

The current EMGA.L Sharpe Ratio is 1.19, which is lower than the EMSA.L Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of EMGA.L and EMSA.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.LEMSA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.93

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.16

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.33

-0.17

Drawdowns

EMGA.L vs. EMSA.L - Drawdown Comparison

The maximum EMGA.L drawdown since its inception was -28.18%, roughly equal to the maximum EMSA.L drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for EMGA.L and EMSA.L.


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Drawdown Indicators


EMGA.LEMSA.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.18%

-29.12%

+0.94%

Max Drawdown (1Y)

Largest decline over 1 year

-5.93%

-4.29%

-1.64%

Max Drawdown (3Y)

Largest decline over 3 years

-9.12%

-7.28%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-26.60%

-28.91%

+2.31%

Current Drawdown

Current decline from peak

-2.52%

-0.22%

-2.30%

Average Drawdown

Average peak-to-trough decline

-8.98%

-8.06%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.05%

+0.73%

Volatility

EMGA.L vs. EMSA.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 iShares J.P. Morgan ESG USD EM Bond UCITS ETF USD (Acc) (EMSA.L) at 2.09%. This indicates that EMGA.L's price experiences larger fluctuations and is considered to be riskier than EMSA.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.LEMSA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

2.09%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

6.52%

4.47%

+2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

7.49%

5.49%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.03%

8.46%

+0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.24%

9.76%

+0.48%

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

EMGA.L has a 0.50% expense ratio, which is higher than EMSA.L's 0.45% expense ratio.


Dividends

EMGA.L vs. EMSA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EMGA.L and EMSA.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMSA.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMSA.L is cheaper with a 0.45% expense ratio, compared with 0.50% for EMGA.L.

EMGA.L tracks JPM GBI-EM Global Diversified TR USD, while EMSA.L tracks JPM EMBI Global Diversified TR USD. Their fees differ too: 0.50% for EMGA.L and 0.45% for EMSA.L.

Portfolio Optimizer

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