EMIG.DE vs. IS02.DE
EMIG.DE (UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc) and IS02.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)) are both Emerging Markets Bonds funds - EMIG.DE tracks the JPM EMBI Global Diversified TR USD while IS02.DE tracks the JP Morgan EMBI Global Core. Both are passively managed. Over the past 5 years, EMIG.DE returned 0.76%/yr vs 2.88%/yr for IS02.DE. A 0.77 correlation means they provide meaningful diversification when combined. Both charge a 0.45% expense ratio.
Performance
EMIG.DE vs. IS02.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EMIG.DE achieves a 1.49% return, which is significantly lower than IS02.DE's 2.97% 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*
- —
IS02.DE
- 1D
- 0.11%
- 1M
- 1.39%
- YTD
- 2.97%
- 6M
- 2.43%
- 1Y
- 9.76%
- 3Y*
- 6.78%
- 5Y*
- 2.88%
- 10Y*
- —
EMIG.DE vs. IS02.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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% | -2.00% |
IS02.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) | 2.97% | 1.10% | 11.83% | 6.71% | -13.12% | 5.72% | 0.08% |
Correlation
The correlation between EMIG.DE and IS02.DE is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Aug 17, 2020 | 0.77 |
The correlation between EMIG.DE and IS02.DE has been stable across timeframes, ranging from 0.75 to 0.84 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EMIG.DE vs. IS02.DE — Risk / Return Rank
EMIG.DE
IS02.DE
EMIG.DE vs. IS02.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 (USD) A-acc (EMIG.DE) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.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.
| EMIG.DE | IS02.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.30 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | 3.11 | -2.85 |
| Martin ratioReturn relative to average drawdown | 0.38 | 8.98 | -8.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EMIG.DE | IS02.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 1.57 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.33 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.27 | -0.24 |
Drawdowns
EMIG.DE vs. IS02.DE - Drawdown Comparison
The maximum EMIG.DE drawdown since its inception was -16.46%, roughly equal to the maximum IS02.DE drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for EMIG.DE and IS02.DE.
Loading charts...
Drawdown Indicators
| EMIG.DE | IS02.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.46% | -16.21% | -0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -16.16% | -3.00% | -13.16% |
Max Drawdown (3Y)Largest decline over 3 years | -16.16% | -12.85% | -3.31% |
Max Drawdown (5Y)Largest decline over 5 years | -16.16% | -16.21% | +0.05% |
Current DrawdownCurrent decline from peak | -13.38% | 0.00% | -13.38% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -5.92% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.99% | 1.04% | +9.95% |
Volatility
EMIG.DE vs. IS02.DE - 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 iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) has a volatility of 1.19%. This indicates that EMIG.DE experiences smaller price fluctuations and is considered to be less risky than IS02.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EMIG.DE | IS02.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 1.19% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 3.57% | 3.97% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.95% | 5.94% | +16.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.46% | 8.53% | +3.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.21% | 8.34% | +3.87% |
EMIG.DE vs. IS02.DE - Expense Ratio Comparison
Both EMIG.DE and IS02.DE have an expense ratio of 0.45%.
Dividends
EMIG.DE vs. IS02.DE - Dividend Comparison
Neither EMIG.DE nor IS02.DE has paid dividends to shareholders.
Frequently Asked Questions
EMIG.DE and IS02.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.45% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EMIG.DE and IS02.DE have the same expense ratio: 0.45% per year.
EMIG.DE tracks JPM EMBI Global Diversified TR USD, while IS02.DE tracks JP Morgan EMBI Global Core. They also come from different issuers: UBS and iShares.
Find the right allocation for EMIG.DE and IS02.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer