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

Performance

EMLB.L vs. IRCP.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 € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMLB.L is traded in USD, while IRCP.L is traded in EUR. To make them comparable, the IRCP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMLB.L achieves a 2.92% return, which is significantly higher than IRCP.L's -0.94% return. Over the past 10 years, EMLB.L has outperformed IRCP.L with an annualized return of 3.11%, while IRCP.L has yielded a comparatively lower 1.94% annualized return.


EMLB.L

1D
0.25%
1M
0.05%
6M
2.30%
YTD
2.92%
1Y
8.68%
3Y*
5.90%
5Y*
3.98%
10Y*
3.11%

IRCP.L

1D
0.00%
1M
-1.00%
6M
-0.08%
YTD
-0.94%
1Y
1.81%
3Y*
5.92%
5Y*
2.15%
10Y*
1.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EMLB.L
PIMCO Advantage Emerging Markets Local Bond UCITS ETF USD (Acc)
2.92%17.08%-3.25%13.74%-5.70%-5.53%1.91%13.10%-6.90%12.55%
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
-0.94%18.21%-0.11%8.46%-8.58%-7.04%9.77%1.98%-8.13%15.81%

Correlation

The correlation between EMLB.L and IRCP.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.47

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

0.48

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

0.40

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2012

0.34

The correlation between EMLB.L and IRCP.L shifts across timeframes, from 0.34 (all time) to 0.49 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EMLB.L vs. IRCP.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: 4040
Overall Rank
EMLB.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
EMLB.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
EMLB.L Omega Ratio Rank: 4343
Omega Ratio Rank
EMLB.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
EMLB.L Martin Ratio Rank: 4040
Martin Ratio Rank

IRCP.L
IRCP.L Risk / Return Rank: 5656
Overall Rank
IRCP.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IRCP.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
IRCP.L Omega Ratio Rank: 4646
Omega Ratio Rank
IRCP.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
IRCP.L Martin Ratio Rank: 8181
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. IRCP.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 € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.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.LIRCP.LDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.23

1.04

+0.19

Calmar ratioReturn relative to maximum drawdown

1.54

0.28

+1.26

Martin ratioReturn relative to average drawdown

5.03

0.65

+4.39

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

The current EMLB.L Sharpe Ratio is 1.20, which is higher than the IRCP.L Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of EMLB.L and IRCP.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. IRCP.L - Drawdown Comparison

The maximum EMLB.L drawdown since its inception was -29.75%, smaller than the maximum IRCP.L drawdown of -33.94%. Use the drawdown chart below to compare losses from any high point for EMLB.L and IRCP.L.


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Drawdown Indicators


EMLB.LIRCP.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.75%

-33.94%

+4.19%

Max Drawdown (1Y)

Largest decline over 1 year

-5.48%

-5.66%

+0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-7.50%

-6.44%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-20.09%

-24.27%

+4.18%

Max Drawdown (10Y)

Largest decline over 10 years

-21.37%

-27.61%

+6.24%

Current Drawdown

Current decline from peak

-1.04%

-3.68%

+2.64%

Average Drawdown

Average peak-to-trough decline

-9.33%

-15.21%

+5.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

2.47%

-0.79%

Volatility

EMLB.L vs. IRCP.L - Volatility Comparison

PIMCO Advantage Emerging Markets Local Bond UCITS ETF USD (Acc) (EMLB.L) has a higher volatility of 2.03% compared to iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist) (IRCP.L) at 1.62%. This indicates that EMLB.L's price experiences larger fluctuations and is considered to be riskier than IRCP.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.LIRCP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

1.62%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

6.19%

5.35%

+0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

7.00%

7.00%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.48%

8.79%

+0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.58%

8.45%

+1.13%

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

EMLB.L has a 0.39% expense ratio, which is higher than IRCP.L's 0.25% expense ratio.


Dividends

EMLB.L vs. IRCP.L - Dividend Comparison

EMLB.L has not paid dividends to shareholders, while IRCP.L's dividend yield for the trailing twelve months is around 2.58%.


PositionTTM20252024202320222021202020192018201720162015
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%
IRCP.L
iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist)
2.58%2.91%3.70%2.52%0.43%0.70%0.82%0.92%0.58%0.71%1.35%1.47%

Frequently Asked Questions


EMLB.L and IRCP.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IRCP.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IRCP.L is cheaper with a 0.25% expense ratio, compared with 0.39% for EMLB.L.

EMLB.L is categorized as Emerging Markets Bonds, while IRCP.L is Global Bonds. EMLB.L tracks PIMCO Emerging Markets Advantage Local Currency Bond Index, while IRCP.L tracks iShares € Corp Bond Interest Rate Hedged ESG SRI UCITS ETF EUR (Dist). They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.39% for EMLB.L and 0.25% for IRCP.L.

Portfolio Optimizer

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