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EMHG.L vs. JPEE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMHG.L vs. JPEE.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist) (EMHG.L) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (JPEE.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMHG.L is traded in GBP, while JPEE.L is traded in EUR. To make them comparable, the JPEE.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMHG.L achieves a 1.82% return, which is significantly lower than JPEE.L's 2.52% return.


EMHG.L

1D
0.30%
1M
-0.56%
6M
2.08%
YTD
1.82%
1Y
9.87%
3Y*
8.37%
5Y*
0.93%
10Y*

JPEE.L

1D
0.00%
1M
-0.39%
6M
2.63%
YTD
2.52%
1Y
10.05%
3Y*
7.97%
5Y*
2.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMHG.L vs. JPEE.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EMHG.L
iShares J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist)
1.82%13.40%5.31%8.97%-19.93%-2.50%3.49%13.78%-3.63%
JPEE.L
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)
2.52%6.06%7.50%4.43%-8.96%-0.44%1.97%11.44%7.56%

Correlation

The correlation between EMHG.L and JPEE.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.45

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

0.47

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2018

0.46

The correlation between EMHG.L and JPEE.L shifts across timeframes, from 0.37 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EMHG.L vs. JPEE.L — Risk / Return Rank

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

EMHG.L
EMHG.L Risk / Return Rank: 6666
Overall Rank
EMHG.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EMHG.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
EMHG.L Omega Ratio Rank: 7171
Omega Ratio Rank
EMHG.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
EMHG.L Martin Ratio Rank: 6565
Martin Ratio Rank

JPEE.L
JPEE.L Risk / Return Rank: 8181
Overall Rank
JPEE.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
JPEE.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
JPEE.L Omega Ratio Rank: 8383
Omega Ratio Rank
JPEE.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
JPEE.L Martin Ratio Rank: 7676
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.

EMHG.L vs. JPEE.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist) (EMHG.L) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (JPEE.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMHG.LJPEE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.33

1.29

+0.04

Calmar ratioReturn relative to maximum drawdown

2.28

2.51

-0.23

Martin ratioReturn relative to average drawdown

9.28

6.84

+2.44

EMHG.L vs. JPEE.L - Sharpe Ratio Comparison

The current EMHG.L Sharpe Ratio is 1.72, which is comparable to the JPEE.L Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of EMHG.L and JPEE.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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Drawdowns

EMHG.L vs. JPEE.L - Drawdown Comparison

The maximum EMHG.L drawdown since its inception was -29.64%, which is greater than JPEE.L's maximum drawdown of -25.54%. Use the drawdown chart below to compare losses from any high point for EMHG.L and JPEE.L.


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Drawdown Indicators


EMHG.LJPEE.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.64%

-25.54%

-4.10%

Max Drawdown (1Y)

Largest decline over 1 year

-4.44%

-4.03%

-0.41%

Max Drawdown (3Y)

Largest decline over 3 years

-7.62%

-8.89%

+1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-29.64%

-14.29%

-15.35%

Current Drawdown

Current decline from peak

-0.56%

-2.15%

+1.59%

Average Drawdown

Average peak-to-trough decline

-8.30%

-11.22%

+2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

1.47%

-0.38%

Volatility

EMHG.L vs. JPEE.L - Volatility Comparison

The current volatility for iShares J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist) (EMHG.L) is 1.37%, while iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (JPEE.L) has a volatility of 1.93%. This indicates that EMHG.L experiences smaller price fluctuations and is considered to be less risky than JPEE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMHG.LJPEE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.93%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

4.88%

4.64%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

5.90%

6.32%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.00%

8.87%

+0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.02%

11.59%

-1.57%

EMHG.L vs. JPEE.L - Expense Ratio Comparison

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


Dividends

EMHG.L vs. JPEE.L - Dividend Comparison

EMHG.L's dividend yield for the trailing twelve months is around 6.17%, while JPEE.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EMHG.L
iShares J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist)
6.17%5.71%5.74%5.61%5.64%3.93%3.85%4.73%3.64%
JPEE.L
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMHG.L and JPEE.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

JPEE.L is cheaper with a 0.45% expense ratio, compared with 0.50% for EMHG.L.

EMHG.L tracks J.P. Morgan Emerging Markets Bond Index Global Diversified Core, while JPEE.L tracks JPM EMBI Global Diversified TR USD. Their fees differ too: 0.50% for EMHG.L and 0.45% for JPEE.L.

Portfolio Optimizer

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