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EMIG.L vs. EMDG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMIG.L vs. EMDG.L - 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 (USD) A-acc (EMIG.L) and L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMDG.L). The values are adjusted to include any dividend payments, if applicable.

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EMIG.L vs. EMDG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EMIG.L
UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc
0.22%1.96%3.34%0.56%-7.44%-0.84%-0.68%
EMDG.L
L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF
0.83%2.35%10.43%1.99%0.28%0.96%-1.56%

Returns By Period

In the year-to-date period, EMIG.L achieves a 0.22% return, which is significantly lower than EMDG.L's 0.83% return.


EMIG.L

1D
0.06%
1M
-0.98%
YTD
0.22%
6M
1.42%
1Y
2.20%
3Y*
1.95%
5Y*
0.59%
10Y*

EMDG.L

1D
-0.43%
1M
-0.73%
YTD
0.83%
6M
3.41%
1Y
4.14%
3Y*
5.45%
5Y*
3.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMIG.L vs. EMDG.L - Expense Ratio Comparison

EMIG.L has a 0.45% expense ratio, which is higher than EMDG.L's 0.25% expense ratio.


Return for Risk

EMIG.L vs. EMDG.L — Risk / Return Rank

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

EMIG.L
EMIG.L Risk / Return Rank: 1919
Overall Rank
EMIG.L Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
EMIG.L Sortino Ratio Rank: 1919
Sortino Ratio Rank
EMIG.L Omega Ratio Rank: 1818
Omega Ratio Rank
EMIG.L Calmar Ratio Rank: 1919
Calmar Ratio Rank
EMIG.L Martin Ratio Rank: 1616
Martin Ratio Rank

EMDG.L
EMDG.L Risk / Return Rank: 3131
Overall Rank
EMDG.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EMDG.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
EMDG.L Omega Ratio Rank: 2626
Omega Ratio Rank
EMDG.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
EMDG.L Martin Ratio Rank: 2828
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.

EMIG.L vs. EMDG.L - 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.L) and L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMDG.L). 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.LEMDG.LDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.64

-0.26

Sortino ratio

Return per unit of downside risk

0.56

0.96

-0.40

Omega ratio

Gain probability vs. loss probability

1.07

1.11

-0.04

Calmar ratio

Return relative to maximum drawdown

0.41

1.19

-0.77

Martin ratio

Return relative to average drawdown

0.79

2.60

-1.80

EMIG.L vs. EMDG.L - Sharpe Ratio Comparison

The current EMIG.L Sharpe Ratio is 0.38, which is lower than the EMDG.L Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of EMIG.L and EMDG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMIG.LEMDG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.64

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.45

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.36

-0.41

Correlation

The correlation between EMIG.L and EMDG.L is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EMIG.L vs. EMDG.L - Dividend Comparison

EMIG.L has not paid dividends to shareholders, while EMDG.L's dividend yield for the trailing twelve months is around 5.37%.


TTM20252024202320222021
EMIG.L
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%
EMDG.L
L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF
5.37%5.95%5.95%4.65%2.91%1.21%

Drawdowns

EMIG.L vs. EMDG.L - Drawdown Comparison

The maximum EMIG.L drawdown since its inception was -17.02%, which is greater than EMDG.L's maximum drawdown of -12.32%. Use the drawdown chart below to compare losses from any high point for EMIG.L and EMDG.L.


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Drawdown Indicators


EMIG.LEMDG.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.02%

-12.32%

-4.70%

Max Drawdown (1Y)

Largest decline over 1 year

-5.35%

-3.76%

-1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-14.52%

-12.32%

-2.20%

Current Drawdown

Current decline from peak

-7.16%

-1.05%

-6.11%

Average Drawdown

Average peak-to-trough decline

-9.29%

-4.43%

-4.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

1.72%

+1.05%

Volatility

EMIG.L vs. EMDG.L - Volatility Comparison

UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc (EMIG.L) and L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMDG.L) have volatilities of 1.89% and 1.86%, 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


EMIG.LEMDG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

1.86%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.40%

4.36%

+0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

6.79%

6.44%

+0.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.35%

7.89%

+0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.56%

7.89%

+1.67%