EMIG.DE vs. IUS7.DE
EMIG.DE (UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc) and IUS7.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)) are both Emerging Markets Bonds funds - EMIG.DE tracks the JPM EMBI Global Diversified TR USD while IUS7.DE tracks the JP Morgan EMBI Global Core. Both are passively managed. Over the past 5 years, EMIG.DE returned 0.76%/yr vs 2.86%/yr for IUS7.DE. A 0.79 correlation means they provide meaningful diversification when combined. Both charge a 0.45% expense ratio.
Performance
EMIG.DE vs. IUS7.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMIG.DE achieves a 1.49% return, which is significantly lower than IUS7.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*
- —
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%
EMIG.DE vs. IUS7.DE - 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% |
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% | 2.27% |
Correlation
The correlation between EMIG.DE and IUS7.DE is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2019 | 0.79 |
The correlation between EMIG.DE and IUS7.DE has been stable across timeframes, ranging from 0.78 to 0.84 - a consistent structural relationship.
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Return for Risk
EMIG.DE vs. IUS7.DE — Risk / Return Rank
EMIG.DE
IUS7.DE
EMIG.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 (USD) A-acc (EMIG.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.
| EMIG.DE | IUS7.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.29 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | 3.00 | -2.74 |
| Martin ratioReturn relative to average drawdown | 0.38 | 9.17 | -8.79 |
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 | IUS7.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.19 | 1.55 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.33 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.61 | -0.57 |
Drawdowns
EMIG.DE vs. IUS7.DE - Drawdown Comparison
The maximum EMIG.DE drawdown since its inception was -16.46%, smaller than the maximum IUS7.DE drawdown of -27.13%. Use the drawdown chart below to compare losses from any high point for EMIG.DE and IUS7.DE.
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Drawdown Indicators
| EMIG.DE | IUS7.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.46% | -27.13% | +10.67% |
Max Drawdown (1Y)Largest decline over 1 year | -16.16% | -3.09% | -13.07% |
Max Drawdown (3Y)Largest decline over 3 years | -16.16% | -12.95% | -3.21% |
Max Drawdown (5Y)Largest decline over 5 years | -16.16% | -15.90% | -0.26% |
Max Drawdown (10Y)Largest decline over 10 years | — | -27.13% | — |
Current DrawdownCurrent decline from peak | -13.38% | 0.00% | -13.38% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -6.48% | -1.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.99% | 1.01% | +9.98% |
Volatility
EMIG.DE vs. IUS7.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 (Dist) (IUS7.DE) has a volatility of 1.24%. This indicates that EMIG.DE experiences smaller price fluctuations and is considered to be less risky than IUS7.DE 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 | IUS7.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 1.24% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 3.57% | 4.03% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.95% | 5.97% | +15.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.46% | 8.56% | +3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.21% | 11.02% | +1.19% |
EMIG.DE vs. IUS7.DE - Expense Ratio Comparison
Both EMIG.DE and IUS7.DE have an expense ratio of 0.45%.
Dividends
EMIG.DE vs. IUS7.DE - Dividend Comparison
EMIG.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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMIG.DE UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-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
EMIG.DE and IUS7.DE have a correlation of 0.78, 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 IUS7.DE have the same expense ratio: 0.45% per year.
EMIG.DE tracks JPM EMBI Global Diversified TR USD, while IUS7.DE tracks JP Morgan EMBI Global Core. They also come from different issuers: UBS and iShares.
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