PortfoliosLab logoPortfoliosLab logo
EMHY vs. EMHC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMHY vs. EMHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan EM High Yield Bond ETF (EMHY) and SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EMHY vs. EMHC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EMHY
iShares J.P. Morgan EM High Yield Bond ETF
-1.42%13.70%11.97%11.47%-13.03%0.50%
EMHC
SPDR Bloomberg Emerging Markets USD Bond ETF
-1.69%14.07%3.52%10.06%-17.75%1.68%

Returns By Period

In the year-to-date period, EMHY achieves a -1.42% return, which is significantly higher than EMHC's -1.69% return.


EMHY

1D
1.04%
1M
-3.08%
YTD
-1.42%
6M
2.44%
1Y
9.98%
3Y*
11.15%
5Y*
4.13%
10Y*
4.60%

EMHC

1D
0.81%
1M
-3.43%
YTD
-1.69%
6M
1.67%
1Y
9.31%
3Y*
7.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EMHY vs. EMHC - Expense Ratio Comparison

EMHY has a 0.50% expense ratio, which is higher than EMHC's 0.23% expense ratio.


Return for Risk

EMHY vs. EMHC — Risk / Return Rank

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

EMHY
EMHY Risk / Return Rank: 7979
Overall Rank
EMHY Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EMHY Sortino Ratio Rank: 7878
Sortino Ratio Rank
EMHY Omega Ratio Rank: 7979
Omega Ratio Rank
EMHY Calmar Ratio Rank: 7979
Calmar Ratio Rank
EMHY Martin Ratio Rank: 8383
Martin Ratio Rank

EMHC
EMHC Risk / Return Rank: 7878
Overall Rank
EMHC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EMHC Sortino Ratio Rank: 7979
Sortino Ratio Rank
EMHC Omega Ratio Rank: 7777
Omega Ratio Rank
EMHC Calmar Ratio Rank: 8080
Calmar Ratio Rank
EMHC Martin Ratio Rank: 8181
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.

EMHY vs. EMHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan EM High Yield Bond ETF (EMHY) and SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC). 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.


EMHYEMHCDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.38

-0.05

Sortino ratio

Return per unit of downside risk

1.91

2.01

-0.10

Omega ratio

Gain probability vs. loss probability

1.29

1.29

+0.01

Calmar ratio

Return relative to maximum drawdown

2.02

2.18

-0.16

Martin ratio

Return relative to average drawdown

9.02

8.84

+0.18

EMHY vs. EMHC - Sharpe Ratio Comparison

The current EMHY Sharpe Ratio is 1.34, which is comparable to the EMHC Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of EMHY and EMHC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EMHYEMHCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.38

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.15

+0.33

Correlation

The correlation between EMHY and EMHC is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EMHY vs. EMHC - Dividend Comparison

EMHY's dividend yield for the trailing twelve months is around 6.55%, more than EMHC's 6.33% yield.


TTM20252024202320222021202020192018201720162015
EMHY
iShares J.P. Morgan EM High Yield Bond ETF
6.55%6.52%6.86%6.73%7.08%5.58%5.44%5.72%6.79%5.59%6.43%6.99%
EMHC
SPDR Bloomberg Emerging Markets USD Bond ETF
6.33%6.16%5.95%5.12%5.11%2.97%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EMHY vs. EMHC - Drawdown Comparison

The maximum EMHY drawdown since its inception was -30.11%, which is greater than EMHC's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for EMHY and EMHC.


Loading graphics...

Drawdown Indicators


EMHYEMHCDifference

Max Drawdown

Largest peak-to-trough decline

-30.11%

-28.03%

-2.08%

Max Drawdown (1Y)

Largest decline over 1 year

-4.96%

-4.37%

-0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-25.83%

Max Drawdown (10Y)

Largest decline over 10 years

-30.11%

Current Drawdown

Current decline from peak

-3.35%

-3.44%

+0.09%

Average Drawdown

Average peak-to-trough decline

-4.95%

-10.22%

+5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

1.08%

+0.03%

Volatility

EMHY vs. EMHC - Volatility Comparison

iShares J.P. Morgan EM High Yield Bond ETF (EMHY) has a higher volatility of 3.08% compared to SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC) at 2.75%. This indicates that EMHY's price experiences larger fluctuations and is considered to be riskier than EMHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EMHYEMHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

2.75%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

3.85%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

7.50%

6.76%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.07%

9.05%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.65%

9.05%

+1.60%