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

Performance

EMLB.L vs. SSHY.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 PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist (SSHY.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 SSHY.L is traded in GBP. To make them comparable, the SSHY.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 SSHY.L's 1.96% return. Over the past 10 years, EMLB.L has underperformed SSHY.L with an annualized return of 3.11%, while SSHY.L has yielded a comparatively higher 5.35% 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%

SSHY.L

1D
0.59%
1M
0.47%
6M
1.51%
YTD
1.96%
1Y
6.60%
3Y*
8.42%
5Y*
5.25%
10Y*
5.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMLB.L vs. SSHY.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%
SSHY.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist
1.96%9.05%8.34%11.06%-4.83%4.75%3.40%10.94%-0.89%5.20%

Correlation

The correlation between EMLB.L and SSHY.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.22

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

0.29

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

0.21

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2012

0.20

The correlation between EMLB.L and SSHY.L shifts across timeframes, from 0.14 (1 year) to 0.29 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EMLB.L vs. SSHY.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

SSHY.L
SSHY.L Risk / Return Rank: 3232
Overall Rank
SSHY.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SSHY.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
SSHY.L Omega Ratio Rank: 2828
Omega Ratio Rank
SSHY.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
SSHY.L Martin Ratio Rank: 3535
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. SSHY.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 PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist (SSHY.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.LSSHY.LDifference
Sharpe ratioReturn per unit of total volatility

-0.14

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratioReturn relative to maximum drawdown

1.54

2.55

-1.01

Martin ratioReturn relative to average drawdown

5.03

10.70

-5.67

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

The current EMLB.L Sharpe Ratio is 1.20, which is comparable to the SSHY.L Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of EMLB.L and SSHY.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. SSHY.L - Drawdown Comparison

The maximum EMLB.L drawdown since its inception was -29.75%, smaller than the maximum SSHY.L drawdown of -41.58%. Use the drawdown chart below to compare losses from any high point for EMLB.L and SSHY.L.


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Drawdown Indicators


EMLB.LSSHY.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.75%

-41.58%

+11.83%

Max Drawdown (1Y)

Largest decline over 1 year

-5.48%

-2.58%

-2.90%

Max Drawdown (3Y)

Largest decline over 3 years

-7.50%

-5.07%

-2.43%

Max Drawdown (5Y)

Largest decline over 5 years

-20.09%

-9.73%

-10.36%

Max Drawdown (10Y)

Largest decline over 10 years

-21.37%

-21.77%

+0.40%

Current Drawdown

Current decline from peak

-1.04%

-0.11%

-0.93%

Average Drawdown

Average peak-to-trough decline

-9.33%

-18.92%

+9.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

0.62%

+1.06%

Volatility

EMLB.L vs. SSHY.L - Volatility Comparison

PIMCO Advantage Emerging Markets Local Bond UCITS ETF USD (Acc) (EMLB.L) has a higher volatility of 2.03% compared to PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist (SSHY.L) at 1.55%. This indicates that EMLB.L's price experiences larger fluctuations and is considered to be riskier than SSHY.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.LSSHY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.03%

1.55%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

6.19%

3.92%

+2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

7.00%

4.87%

+2.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.48%

6.66%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.58%

7.40%

+2.18%

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

EMLB.L has a 0.39% expense ratio, which is lower than SSHY.L's 0.55% expense ratio.


Dividends

EMLB.L vs. SSHY.L - Dividend Comparison

EMLB.L has not paid dividends to shareholders, while SSHY.L's dividend yield for the trailing twelve months is around 7.01%.


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%
SSHY.L
PIMCO US Short-Term High Yield Corporate Bond Index UCITS ETF Dist
7.01%7.33%7.48%6.52%4.86%4.47%5.24%5.27%5.10%5.48%4.92%5.11%

Frequently Asked Questions


EMLB.L and SSHY.L have a correlation of 0.14, 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 0.55% for SSHY.L.

EMLB.L is categorized as Emerging Markets Bonds, while SSHY.L is High Yield Bonds. EMLB.L tracks PIMCO Emerging Markets Advantage Local Currency Bond Index, while SSHY.L tracks Bloomberg US Corporate High Yield TR USD. Their fees differ too: 0.39% for EMLB.L and 0.55% for SSHY.L.

Portfolio Optimizer

Find the right allocation for EMLB.L and SSHY.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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