EMIE.DE vs. IUS7.DE
EMIE.DE (UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc) and IUS7.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)) are both Emerging Markets Bonds funds - EMIE.DE tracks the JP Morgan USD Emerging Markets IG ESG Diversified Bond (EUR Hedged) while IUS7.DE tracks the JP Morgan EMBI Global Core. Both are passively managed. Over the past 5 years, EMIE.DE returned -2.28%/yr vs 2.86%/yr for IUS7.DE. A 0.51 correlation means they provide meaningful diversification when combined. EMIE.DE charges 0.43%/yr vs 0.45%/yr for IUS7.DE.
Performance
EMIE.DE vs. IUS7.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMIE.DE achieves a -0.43% return, which is significantly lower than IUS7.DE's 2.97% return.
EMIE.DE
- 1D
- 0.18%
- 1M
- 0.27%
- YTD
- -0.43%
- 6M
- -0.44%
- 1Y
- 3.98%
- 3Y*
- 2.76%
- 5Y*
- -2.28%
- 10Y*
- —
IUS7.DE
- 1D
- 0.14%
- 1M
- 1.36%
- YTD
- 2.97%
- 6M
- 2.33%
- 1Y
- 9.74%
- 3Y*
- 6.75%
- 5Y*
- 2.86%
- 10Y*
- 3.08%
EMIE.DE vs. IUS7.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMIE.DE UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc | -0.43% | 7.05% | -0.36% | 3.88% | -19.72% | -2.93% | 6.95% | 2.47% |
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 2.97% | 1.14% | 11.74% | 6.77% | -13.16% | 5.75% | -4.03% | 3.18% |
Correlation
The correlation between EMIE.DE and IUS7.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2019 | 0.51 |
Over the past year, the correlation between EMIE.DE and IUS7.DE has dropped to 0.30 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
EMIE.DE vs. IUS7.DE — Risk / Return Rank
EMIE.DE
IUS7.DE
EMIE.DE vs. IUS7.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 J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.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.
| EMIE.DE | IUS7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.29 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.12 | 3.00 | -1.88 |
| Martin ratioReturn relative to average drawdown | 3.63 | 9.17 | -5.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMIE.DE | IUS7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 1.55 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 0.33 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | 0.61 | -0.72 |
Drawdowns
EMIE.DE vs. IUS7.DE - Drawdown Comparison
The maximum EMIE.DE drawdown since its inception was -26.98%, roughly equal to the maximum IUS7.DE drawdown of -27.13%. Use the drawdown chart below to compare losses from any high point for EMIE.DE and IUS7.DE.
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Drawdown Indicators
| EMIE.DE | IUS7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.98% | -27.13% | +0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -3.53% | -3.09% | -0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -6.97% | -12.95% | +5.98% |
Max Drawdown (5Y)Largest decline over 5 years | -25.83% | -15.90% | -9.93% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.13% | — |
Current DrawdownCurrent decline from peak | -14.02% | 0.00% | -14.02% |
Average DrawdownAverage peak-to-trough decline | -12.69% | -6.48% | -6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 1.01% | +0.08% |
Volatility
EMIE.DE vs. IUS7.DE - Volatility Comparison
UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc (EMIE.DE) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) have volatilities of 1.28% and 1.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMIE.DE | IUS7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.28% | 1.24% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.83% | 4.03% | -1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.73% | 5.97% | -2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.67% | 8.56% | -1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.95% | 11.02% | -3.07% |
EMIE.DE vs. IUS7.DE - Expense Ratio Comparison
EMIE.DE has a 0.43% expense ratio, which is lower than IUS7.DE's 0.45% expense ratio.
Dividends
EMIE.DE vs. IUS7.DE - Dividend Comparison
EMIE.DE has not paid dividends to shareholders, while IUS7.DE's dividend yield for the trailing twelve months is around 5.80%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% | 0.00% |
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 5.80% | 6.10% | 5.62% | 5.77% | 5.63% | 3.80% | 4.17% | 4.72% | 4.70% | 5.11% | 5.29% | 4.71% |
Frequently Asked Questions
EMIE.DE and IUS7.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMIE.DE is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMIE.DE is cheaper with a 0.43% expense ratio, compared with 0.45% for IUS7.DE.
EMIE.DE tracks JP Morgan USD Emerging Markets IG ESG Diversified Bond (EUR Hedged), while IUS7.DE tracks JP Morgan EMBI Global Core. They also come from different issuers: UBS and iShares. Their fees differ too: 0.43% for EMIE.DE and 0.45% for IUS7.DE.
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