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

Performance

EMGB.L vs. SEML.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EMGB.L) and iShares J.P. Morgan EM Local Government Bond UCITS ETF (SEML.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, EMGB.L achieves a 1.24% return, which is significantly higher than SEML.L's -3.02% return.


EMGB.L

1D
0.03%
1M
1.77%
YTD
1.24%
6M
1.42%
1Y
10.17%
3Y*
4.11%
5Y*
2.27%
10Y*

SEML.L

1D
0.15%
1M
1.66%
YTD
-3.02%
6M
-2.77%
1Y
2.87%
3Y*
-1.63%
5Y*
-3.37%
10Y*
-2.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EMGB.L
VanEck J.P. Morgan EM Local Currency Bond UCITS ETF
1.24%10.22%-0.96%4.28%0.69%-8.70%-0.78%6.10%-3.13%-3.39%
SEML.L
iShares J.P. Morgan EM Local Government Bond UCITS ETF
-3.02%4.32%-6.40%0.23%-5.32%-13.17%-6.26%2.59%-6.78%-5.79%

Correlation

The correlation between EMGB.L and SEML.L is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.85

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jun 15, 2017

0.90

The correlation between EMGB.L and SEML.L has been stable across timeframes, ranging from 0.80 to 0.90 - a consistent structural relationship.

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Return for Risk

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

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

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

SEML.L
SEML.L Risk / Return Rank: 1515
Overall Rank
SEML.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SEML.L Sortino Ratio Rank: 1414
Sortino Ratio Rank
SEML.L Omega Ratio Rank: 1616
Omega Ratio Rank
SEML.L Calmar Ratio Rank: 1515
Calmar Ratio Rank
SEML.L Martin Ratio Rank: 1515
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.

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

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


EMGB.LSEML.LDifference
Sharpe ratioReturn per unit of total volatility

+1.53

Sortino ratioReturn per unit of downside risk

+2.35

Omega ratioGain probability vs. loss probability

1.37

1.09

+0.28

Calmar ratioReturn relative to maximum drawdown

2.16

0.51

+1.66

Martin ratioReturn relative to average drawdown

6.23

1.16

+5.06

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

The current EMGB.L Sharpe Ratio is 1.96, which is higher than the SEML.L Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of EMGB.L and SEML.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


EMGB.LSEML.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

0.42

+1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

-0.40

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.30

+0.35

Drawdowns

EMGB.L vs. SEML.L - Drawdown Comparison

The maximum EMGB.L drawdown since its inception was -20.56%, smaller than the maximum SEML.L drawdown of -66.68%. Use the drawdown chart below to compare losses from any high point for EMGB.L and SEML.L.


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Drawdown Indicators


EMGB.LSEML.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.56%

-66.68%

+46.12%

Max Drawdown (1Y)

Largest decline over 1 year

-4.68%

-5.65%

+0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-4.68%

-9.95%

+5.27%

Max Drawdown (5Y)

Largest decline over 5 years

-9.57%

-20.11%

+10.54%

Max Drawdown (10Y)

Largest decline over 10 years

-39.61%

Current Drawdown

Current decline from peak

-2.87%

-65.00%

+62.13%

Average Drawdown

Average peak-to-trough decline

-10.65%

-54.41%

+43.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.63%

2.46%

-0.83%

Volatility

EMGB.L vs. SEML.L - Volatility Comparison

The current volatility for VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EMGB.L) is 1.63%, while iShares J.P. Morgan EM Local Government Bond UCITS ETF (SEML.L) has a volatility of 1.79%. This indicates that EMGB.L experiences smaller price fluctuations and is considered to be less risky than SEML.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMGB.LSEML.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

1.79%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

4.10%

5.19%

-1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

5.17%

6.73%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.87%

8.32%

-1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.33%

10.11%

-1.78%

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

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


Dividends

EMGB.L vs. SEML.L - Dividend Comparison

EMGB.L has not paid dividends to shareholders, while SEML.L's dividend yield for the trailing twelve months is around 0.03%.


PositionTTM20252024202320222021202020192018201720162015
EMGB.L
VanEck J.P. Morgan EM Local Currency Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SEML.L
iShares J.P. Morgan EM Local Government Bond UCITS ETF
0.03%0.05%0.06%0.05%0.05%0.05%0.05%0.05%0.05%0.05%0.05%0.03%

Frequently Asked Questions


EMGB.L and SEML.L have a correlation of 0.80, 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 SEML.L.

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

Portfolio Optimizer

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