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EMIE.DE vs. ICGB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMIE.DE vs. ICGB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc (EMIE.DE) and iShares China CNY Bond UCITS ETF USD (Dist) (ICGB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMIE.DE achieves a -0.44% return, which is significantly lower than ICGB.DE's 7.85% return.


EMIE.DE

1D
0.18%
1M
0.18%
6M
-0.26%
YTD
-0.44%
1Y
2.63%
3Y*
2.61%
5Y*
-2.46%
10Y*

ICGB.DE

1D
-0.20%
1M
1.25%
6M
7.38%
YTD
7.85%
1Y
9.80%
3Y*
4.28%
5Y*
3.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMIE.DE vs. ICGB.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EMIE.DE
UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc
-0.44%7.07%-0.38%3.90%-19.73%-2.89%6.91%2.50%
ICGB.DE
iShares China CNY Bond UCITS ETF USD (Dist)
7.85%-7.16%11.36%-2.27%1.10%17.31%0.08%-0.83%

Correlation

The correlation between EMIE.DE and ICGB.DE is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.24

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

-0.23

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

-0.19

Correlation (All Time)
Calculated using the full available price history since Aug 2, 2019

-0.14

The correlation between EMIE.DE and ICGB.DE shifts across timeframes, from -0.24 (1 year) to -0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EMIE.DE vs. ICGB.DE — Risk / Return Rank

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

EMIE.DE
EMIE.DE Risk / Return Rank: 2121
Overall Rank
EMIE.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
EMIE.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
EMIE.DE Omega Ratio Rank: 2020
Omega Ratio Rank
EMIE.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
EMIE.DE Martin Ratio Rank: 2121
Martin Ratio Rank

ICGB.DE
ICGB.DE Risk / Return Rank: 7070
Overall Rank
ICGB.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ICGB.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
ICGB.DE Omega Ratio Rank: 7070
Omega Ratio Rank
ICGB.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
ICGB.DE Martin Ratio Rank: 6363
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.

EMIE.DE vs. ICGB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc (EMIE.DE) and iShares China CNY Bond UCITS ETF USD (Dist) (ICGB.DE). 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.


EMIE.DEICGB.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

1.13

1.34

-0.21

Calmar ratioReturn relative to maximum drawdown

0.75

3.52

-2.77

Martin ratioReturn relative to average drawdown

2.23

9.25

-7.01

EMIE.DE vs. ICGB.DE - Sharpe Ratio Comparison

The current EMIE.DE Sharpe Ratio is 0.71, which is lower than the ICGB.DE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of EMIE.DE and ICGB.DE, 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

EMIE.DE vs. ICGB.DE - Drawdown Comparison

The maximum EMIE.DE drawdown since its inception was -27.00%, which is greater than ICGB.DE's maximum drawdown of -13.36%. Use the drawdown chart below to compare losses from any high point for EMIE.DE and ICGB.DE.


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Drawdown Indicators


EMIE.DEICGB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.00%

-13.36%

-13.64%

Max Drawdown (1Y)

Largest decline over 1 year

-3.48%

-2.77%

-0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-7.03%

-11.17%

+4.14%

Max Drawdown (5Y)

Largest decline over 5 years

-25.87%

-13.36%

-12.51%

Current Drawdown

Current decline from peak

-13.99%

-1.82%

-12.17%

Average Drawdown

Average peak-to-trough decline

-12.66%

-6.42%

-6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.06%

+0.11%

Volatility

EMIE.DE vs. ICGB.DE - Volatility Comparison

The current volatility for UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc (EMIE.DE) is 0.87%, while iShares China CNY Bond UCITS ETF USD (Dist) (ICGB.DE) has a volatility of 1.34%. This indicates that EMIE.DE experiences smaller price fluctuations and is considered to be less risky than ICGB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMIE.DEICGB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

1.34%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.85%

3.71%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

5.38%

-1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.68%

6.64%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.00%

7.91%

+0.09%

EMIE.DE vs. ICGB.DE - Expense Ratio Comparison

EMIE.DE has a 0.43% expense ratio, which is higher than ICGB.DE's 0.35% expense ratio.


Dividends

EMIE.DE vs. ICGB.DE - Dividend Comparison

EMIE.DE has not paid dividends to shareholders, while ICGB.DE's dividend yield for the trailing twelve months is around 1.69%.


PositionTTM2025202420232022202120202019
EMIE.DE
UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ICGB.DE
iShares China CNY Bond UCITS ETF USD (Dist)
1.69%1.92%2.22%2.58%2.80%2.71%2.63%0.95%

Frequently Asked Questions


EMIE.DE and ICGB.DE have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ICGB.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ICGB.DE is cheaper with a 0.35% expense ratio, compared with 0.43% for EMIE.DE.

EMIE.DE tracks JP Morgan USD Emerging Markets IG ESG Diversified Bond (EUR Hedged), while ICGB.DE tracks Bloomberg China Treasury + Policy Bank Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.43% for EMIE.DE and 0.35% for ICGB.DE.

Portfolio Optimizer

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