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

Performance

EMGA.L vs. VEMA.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 Vanguard USD Emerging Markets Government Bond UCITS ETF Accumulating (VEMA.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 VEMA.L is traded in GBP. To make them comparable, the VEMA.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 VEMA.L's 1.42% 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*

VEMA.L

1D
0.27%
1M
1.08%
YTD
1.42%
6M
2.18%
1Y
9.70%
3Y*
8.79%
5Y*
2.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
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%7.71%
VEMA.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Accumulating
1.42%12.01%6.31%8.90%-15.42%-1.26%5.63%9.81%

Correlation

The correlation between EMGA.L and VEMA.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.39

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

0.42

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2019

0.39

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Return for Risk

EMGA.L vs. VEMA.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

VEMA.L
VEMA.L Risk / Return Rank: 5252
Overall Rank
VEMA.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VEMA.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
VEMA.L Omega Ratio Rank: 5454
Omega Ratio Rank
VEMA.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
VEMA.L Martin Ratio Rank: 4343
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. VEMA.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 Vanguard USD Emerging Markets Government Bond UCITS ETF Accumulating (VEMA.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.LVEMA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.54

Sortino ratioReturn per unit of downside risk

-0.76

Omega ratioGain probability vs. loss probability

1.23

1.29

-0.06

Calmar ratioReturn relative to maximum drawdown

1.50

2.40

-0.90

Martin ratioReturn relative to average drawdown

5.01

9.50

-4.49

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

The current EMGA.L Sharpe Ratio is 1.19, which is lower than the VEMA.L Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of EMGA.L and VEMA.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.LVEMA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.19

1.73

-0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.29

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.36

-0.20

Drawdowns

EMGA.L vs. VEMA.L - Drawdown Comparison

The maximum EMGA.L drawdown since its inception was -28.18%, which is greater than VEMA.L's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for EMGA.L and VEMA.L.


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Drawdown Indicators


EMGA.LVEMA.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.18%

-24.04%

-4.14%

Max Drawdown (1Y)

Largest decline over 1 year

-5.93%

-4.02%

-1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-9.12%

-6.33%

-2.79%

Max Drawdown (5Y)

Largest decline over 5 years

-26.60%

-24.04%

-2.56%

Current Drawdown

Current decline from peak

-2.52%

-0.34%

-2.18%

Average Drawdown

Average peak-to-trough decline

-8.98%

-6.02%

-2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

1.02%

+0.76%

Volatility

EMGA.L vs. VEMA.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 Vanguard USD Emerging Markets Government Bond UCITS ETF Accumulating (VEMA.L) at 1.95%. This indicates that EMGA.L's price experiences larger fluctuations and is considered to be riskier than VEMA.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.LVEMA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

1.95%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

6.52%

4.27%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

7.49%

5.61%

+1.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.03%

8.09%

+0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.24%

9.30%

+0.94%

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

EMGA.L has a 0.50% expense ratio, which is higher than VEMA.L's 0.25% expense ratio.


Dividends

EMGA.L vs. VEMA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EMGA.L and VEMA.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEMA.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEMA.L is cheaper with a 0.25% expense ratio, compared with 0.50% for EMGA.L.

EMGA.L tracks JPM GBI-EM Global Diversified TR USD, while VEMA.L tracks JPM EMBI Global Diversified TR USD. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.50% for EMGA.L and 0.25% for VEMA.L.

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