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

Performance

EMIG.L vs. SEMB.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 iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (SEMB.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMIG.L achieves a 0.13% return, which is significantly lower than SEMB.L's 2.75% return.


EMIG.L

1D
-0.09%
1M
1.05%
YTD
0.13%
6M
-0.29%
1Y
7.08%
3Y*
2.15%
5Y*
0.89%
10Y*

SEMB.L

1D
0.37%
1M
2.16%
YTD
2.75%
6M
2.73%
1Y
14.74%
3Y*
8.83%
5Y*
4.65%
10Y*
5.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
EMIG.L
UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc
0.13%1.96%3.34%0.56%-7.44%-0.84%5.09%-5.65%
SEMB.L
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
2.75%8.06%9.19%6.03%-7.53%0.41%3.12%-5.44%

Correlation

The correlation between EMIG.L and SEMB.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2019

0.86

The correlation between EMIG.L and SEMB.L has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.

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Return for Risk

EMIG.L vs. SEMB.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: 3131
Overall Rank
EMIG.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
EMIG.L Sortino Ratio Rank: 3636
Sortino Ratio Rank
EMIG.L Omega Ratio Rank: 3232
Omega Ratio Rank
EMIG.L Calmar Ratio Rank: 2929
Calmar Ratio Rank
EMIG.L Martin Ratio Rank: 2525
Martin Ratio Rank

SEMB.L
SEMB.L Risk / Return Rank: 7777
Overall Rank
SEMB.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SEMB.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
SEMB.L Omega Ratio Rank: 7676
Omega Ratio Rank
SEMB.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
SEMB.L Martin Ratio Rank: 6767
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. SEMB.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 iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (SEMB.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.LSEMB.LDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.86

Omega ratioGain probability vs. loss probability

1.21

1.44

-0.23

Calmar ratioReturn relative to maximum drawdown

1.40

3.98

-2.58

Martin ratioReturn relative to average drawdown

3.30

12.19

-8.89

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

The current EMIG.L Sharpe Ratio is 1.22, which is lower than the SEMB.L Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of EMIG.L and SEMB.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EMIG.LSEMB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

2.46

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.53

-0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.82

-0.88

Drawdowns

EMIG.L vs. SEMB.L - Drawdown Comparison

The maximum EMIG.L drawdown since its inception was -17.02%, smaller than the maximum SEMB.L drawdown of -21.74%. Use the drawdown chart below to compare losses from any high point for EMIG.L and SEMB.L.


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Drawdown Indicators


EMIG.LSEMB.LDifference

Max Drawdown

Largest peak-to-trough decline

-17.02%

-21.74%

+4.72%

Max Drawdown (1Y)

Largest decline over 1 year

-5.03%

-3.69%

-1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-8.09%

-8.69%

+0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-14.52%

-13.70%

-0.82%

Max Drawdown (10Y)

Largest decline over 10 years

-20.43%

Current Drawdown

Current decline from peak

-7.24%

0.00%

-7.24%

Average Drawdown

Average peak-to-trough decline

-9.25%

-4.52%

-4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.14%

1.21%

+0.93%

Volatility

EMIG.L vs. SEMB.L - Volatility Comparison

The current volatility for UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc (EMIG.L) is 1.49%, while iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (SEMB.L) has a volatility of 1.77%. This indicates that EMIG.L experiences smaller price fluctuations and is considered to be less risky than SEMB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMIG.LSEMB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

1.77%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

4.31%

4.41%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

5.96%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.28%

8.76%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.47%

10.67%

-1.20%

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

Both EMIG.L and SEMB.L have an expense ratio of 0.45%.


Dividends

EMIG.L vs. SEMB.L - Dividend Comparison

EMIG.L has not paid dividends to shareholders, while SEMB.L's dividend yield for the trailing twelve months is around 7.83%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%0.00%0.00%
SEMB.L
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
7.83%7.87%7.27%7.21%6.70%5.35%5.28%6.25%6.15%6.48%6.88%7.10%

Frequently Asked Questions


EMIG.L and SEMB.L have a correlation of 0.83, 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.L and SEMB.L have the same expense ratio: 0.45% per year.

Both ETFs track JPM EMBI Global Diversified TR USD. They also come from different issuers: UBS and iShares.

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