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EMLB.L vs. EMCR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMLB.L vs. EMCR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Advantage Emerging Markets Local Bond UCITS ETF USD (Acc) (EMLB.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (EMCR.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, EMLB.L achieves a 2.55% return, which is significantly higher than EMCR.L's 1.77% return. Over the past 10 years, EMLB.L has underperformed EMCR.L with an annualized return of 3.12%, while EMCR.L has yielded a comparatively higher 3.51% annualized return.


EMLB.L

1D
-0.10%
1M
-0.55%
6M
1.96%
YTD
2.55%
1Y
8.40%
3Y*
5.61%
5Y*
3.90%
10Y*
3.12%

EMCR.L

1D
0.26%
1M
0.19%
6M
1.48%
YTD
1.77%
1Y
6.02%
3Y*
6.91%
5Y*
1.97%
10Y*
3.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMLB.L vs. EMCR.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMLB.L
PIMCO Advantage Emerging Markets Local Bond UCITS ETF USD (Acc)
2.55%17.08%-3.25%13.74%-5.70%-5.53%1.91%13.10%-6.90%12.55%
EMCR.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist)
1.77%8.43%6.66%7.85%-12.39%-0.65%7.22%13.82%-2.71%7.74%

Correlation

The correlation between EMLB.L and EMCR.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.44

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

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Apr 17, 2012

0.40

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Return for Risk

EMLB.L vs. EMCR.L — Risk / Return Rank

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

EMLB.L
EMLB.L Risk / Return Rank: 4444
Overall Rank
EMLB.L Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
EMLB.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
EMLB.L Omega Ratio Rank: 4747
Omega Ratio Rank
EMLB.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
EMLB.L Martin Ratio Rank: 4141
Martin Ratio Rank

EMCR.L
EMCR.L Risk / Return Rank: 6262
Overall Rank
EMCR.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
EMCR.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
EMCR.L Omega Ratio Rank: 5858
Omega Ratio Rank
EMCR.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
EMCR.L Martin Ratio Rank: 7171
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.

EMLB.L vs. EMCR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Advantage Emerging Markets Local Bond UCITS ETF USD (Acc) (EMLB.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (EMCR.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMLB.LEMCR.LDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.23

1.27

-0.04

Calmar ratioReturn relative to maximum drawdown

1.53

2.20

-0.68

Martin ratioReturn relative to average drawdown

4.98

9.44

-4.46

EMLB.L vs. EMCR.L - Sharpe Ratio Comparison

The current EMLB.L Sharpe Ratio is 1.20, which is comparable to the EMCR.L Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of EMLB.L and EMCR.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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Drawdowns

EMLB.L vs. EMCR.L - Drawdown Comparison

The maximum EMLB.L drawdown since its inception was -29.75%, which is greater than EMCR.L's maximum drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for EMLB.L and EMCR.L.


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Drawdown Indicators


EMLB.LEMCR.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.75%

-22.67%

-7.08%

Max Drawdown (1Y)

Largest decline over 1 year

-5.48%

-2.72%

-2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-7.50%

-3.69%

-3.81%

Max Drawdown (5Y)

Largest decline over 5 years

-20.09%

-20.20%

+0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-21.37%

-22.67%

+1.30%

Current Drawdown

Current decline from peak

-1.40%

-0.18%

-1.22%

Average Drawdown

Average peak-to-trough decline

-9.33%

-3.28%

-6.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

0.64%

+1.04%

Volatility

EMLB.L vs. EMCR.L - Volatility Comparison

PIMCO Advantage Emerging Markets Local Bond UCITS ETF USD (Acc) (EMLB.L) has a higher volatility of 1.78% compared to iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (EMCR.L) at 1.01%. This indicates that EMLB.L's price experiences larger fluctuations and is considered to be riskier than EMCR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMLB.LEMCR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

1.01%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

6.18%

3.50%

+2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

7.00%

4.06%

+2.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.48%

5.49%

+3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.58%

7.50%

+2.08%

EMLB.L vs. EMCR.L - Expense Ratio Comparison

EMLB.L has a 0.39% expense ratio, which is lower than EMCR.L's 0.50% expense ratio.


Dividends

EMLB.L vs. EMCR.L - Dividend Comparison

EMLB.L has not paid dividends to shareholders, while EMCR.L's dividend yield for the trailing twelve months is around 5.59%.


PositionTTM20252024202320222021202020192018201720162015
EMCR.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist)
5.59%5.56%5.44%5.04%4.28%3.62%3.93%4.58%4.70%4.35%4.61%5.13%
EMLB.L
PIMCO Advantage Emerging Markets Local Bond UCITS ETF USD (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%

Frequently Asked Questions


EMLB.L and EMCR.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMLB.L is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMLB.L is cheaper with a 0.39% expense ratio, compared with 0.50% for EMCR.L.

EMLB.L tracks PIMCO Emerging Markets Advantage Local Currency Bond Index, while EMCR.L tracks J.P. Morgan CEMBI Broad Diversified Core Index. They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.39% for EMLB.L and 0.50% for EMCR.L.

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