EMIG.DE vs. BTC-USD
EMIG.DE (UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc) is Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified TR USD, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 5 years, EMIG.DE returned 0.76%/yr vs 12.64%/yr for BTC-USD. At a 0.06 correlation, their price movements are largely independent.
Performance
EMIG.DE vs. BTC-USD - Performance Comparison
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Different Trading Currencies
EMIG.DE is traded in EUR, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EMIG.DE achieves a 1.49% return, which is significantly higher than BTC-USD's -26.25% return.
EMIG.DE
- 1D
- 0.05%
- 1M
- 0.97%
- YTD
- 1.49%
- 6M
- 0.73%
- 1Y
- 4.51%
- 3Y*
- 2.05%
- 5Y*
- 0.76%
- 10Y*
- —
BTC-USD
- 1D
- 0.00%
- 1M
- -20.75%
- YTD
- -26.25%
- 6M
- -28.42%
- 1Y
- -38.10%
- 3Y*
- 29.19%
- 5Y*
- 12.64%
- 10Y*
- 59.66%
EMIG.DE vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMIG.DE UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc | 1.49% | -2.91% | 7.57% | 2.80% | -12.35% | 6.34% | -1.01% | 2.63% |
BTC-USD Bitcoin | -28.60% | -17.40% | 136.59% | 145.80% | -61.85% | 71.33% | 271.22% | -40.28% |
Correlation
The correlation between EMIG.DE and BTC-USD is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2019 | 0.06 |
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Return for Risk
EMIG.DE vs. BTC-USD — Risk / Return Rank
EMIG.DE
BTC-USD
EMIG.DE vs. BTC-USD - 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 (USD) A-acc (EMIG.DE) and Bitcoin (BTC-USD). 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.
| EMIG.DE | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.87 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | -0.76 | +1.02 |
| Martin ratioReturn relative to average drawdown | 0.38 | -1.35 | +1.73 |
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
| EMIG.DE | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | -0.90 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.23 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.89 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 1.14 | -1.10 |
Drawdowns
EMIG.DE vs. BTC-USD - Drawdown Comparison
The maximum EMIG.DE drawdown since its inception was -16.46%, smaller than the maximum BTC-USD drawdown of -83.05%. Use the drawdown chart below to compare losses from any high point for EMIG.DE and BTC-USD.
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Drawdown Indicators
| EMIG.DE | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.46% | -83.05% | +66.59% |
Max Drawdown (1Y)Largest decline over 1 year | -16.16% | -49.93% | +33.77% |
Max Drawdown (3Y)Largest decline over 3 years | -16.16% | -49.93% | +33.77% |
Max Drawdown (5Y)Largest decline over 5 years | -16.16% | -73.60% | +57.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -82.51% | — |
Current DrawdownCurrent decline from peak | -13.38% | -48.40% | +35.02% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -39.96% | +31.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.99% | 33.81% | -22.82% |
Volatility
EMIG.DE vs. BTC-USD - Volatility Comparison
The current volatility for UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc (EMIG.DE) is 1.01%, while Bitcoin (BTC-USD) has a volatility of 10.12%. This indicates that EMIG.DE experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMIG.DE | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 10.12% | -9.11% |
Volatility (6M)Calculated over the trailing 6-month period | 3.57% | 34.33% | -30.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.95% | 35.37% | -13.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.46% | 45.05% | -32.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.21% | 55.99% | -43.78% |
Frequently Asked Questions
EMIG.DE and BTC-USD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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