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EMLC.L vs. EMCA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMLC.L vs. EMCA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck J.P. Morgan EM Local Currency Bond UCITS ETF A USD (Acc) (EMLC.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.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, EMLC.L achieves a 1.90% return, which is significantly higher than EMCA.L's 1.55% return.


EMLC.L

1D
0.26%
1M
-0.43%
6M
1.29%
YTD
1.90%
1Y
8.43%
3Y*
5.71%
5Y*
1.90%
10Y*

EMCA.L

1D
-0.09%
1M
-0.38%
6M
1.25%
YTD
1.55%
1Y
5.99%
3Y*
6.97%
5Y*
1.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMLC.L vs. EMCA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EMLC.L
VanEck J.P. Morgan EM Local Currency Bond UCITS ETF A USD (Acc)
1.90%17.98%-2.29%10.29%-9.98%-9.75%2.70%9.54%-4.73%
EMCA.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc)
1.55%8.60%6.21%7.96%-12.09%-0.51%7.04%13.77%0.89%

Correlation

The correlation between EMLC.L and EMCA.L is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.37

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

0.46

Correlation (All Time)
Calculated using the full available price history since May 31, 2018

0.39

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Return for Risk

EMLC.L vs. EMCA.L — Risk / Return Rank

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

EMLC.L
EMLC.L Risk / Return Rank: 3434
Overall Rank
EMLC.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EMLC.L Sortino Ratio Rank: 3535
Sortino Ratio Rank
EMLC.L Omega Ratio Rank: 3333
Omega Ratio Rank
EMLC.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
EMLC.L Martin Ratio Rank: 3434
Martin Ratio Rank

EMCA.L
EMCA.L Risk / Return Rank: 6262
Overall Rank
EMCA.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EMCA.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
EMCA.L Omega Ratio Rank: 5757
Omega Ratio Rank
EMCA.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
EMCA.L Martin Ratio Rank: 7070
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.

EMLC.L vs. EMCA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck J.P. Morgan EM Local Currency Bond UCITS ETF A USD (Acc) (EMLC.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.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.


EMLC.LEMCA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.19

1.29

-0.09

Calmar ratioReturn relative to maximum drawdown

1.29

2.63

-1.34

Martin ratioReturn relative to average drawdown

4.11

10.19

-6.08

EMLC.L vs. EMCA.L - Sharpe Ratio Comparison

The current EMLC.L Sharpe Ratio is 1.07, which is comparable to the EMCA.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of EMLC.L and EMCA.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

EMLC.L vs. EMCA.L - Drawdown Comparison

The maximum EMLC.L drawdown since its inception was -26.61%, which is greater than EMCA.L's maximum drawdown of -24.69%. Use the drawdown chart below to compare losses from any high point for EMLC.L and EMCA.L.


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Drawdown Indicators


EMLC.LEMCA.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.61%

-24.69%

-1.92%

Max Drawdown (1Y)

Largest decline over 1 year

-6.06%

-2.21%

-3.85%

Max Drawdown (3Y)

Largest decline over 3 years

-8.95%

-3.58%

-5.37%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

-20.14%

-3.24%

Current Drawdown

Current decline from peak

-1.59%

-0.53%

-1.06%

Average Drawdown

Average peak-to-trough decline

-9.16%

-4.05%

-5.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

0.57%

+1.33%

Volatility

EMLC.L vs. EMCA.L - Volatility Comparison

VanEck J.P. Morgan EM Local Currency Bond UCITS ETF A USD (Acc) (EMLC.L) has a higher volatility of 2.13% compared to iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.L) at 1.06%. This indicates that EMLC.L's price experiences larger fluctuations and is considered to be riskier than EMCA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMLC.LEMCA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

1.06%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

6.25%

3.26%

+2.99%

Volatility (1Y)

Calculated over the trailing 1-year period

7.32%

3.82%

+3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.37%

5.25%

+3.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.23%

8.79%

+0.44%

EMLC.L vs. EMCA.L - Expense Ratio Comparison

EMLC.L has a 0.30% expense ratio, which is lower than EMCA.L's 0.50% expense ratio.


Dividends

EMLC.L vs. EMCA.L - Dividend Comparison

Neither EMLC.L nor EMCA.L has paid dividends to shareholders.


PositionTTM2025202420232022
EMCA.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%
EMLC.L
VanEck J.P. Morgan EM Local Currency Bond UCITS ETF A USD (Acc)
0.00%0.00%0.00%0.00%0.20%

Frequently Asked Questions


EMLC.L and EMCA.L have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMLC.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMLC.L is cheaper with a 0.30% expense ratio, compared with 0.50% for EMCA.L.

EMLC.L tracks J.P. Morgan Government Bond Index-Emerging Markets Global Core Index, while EMCA.L tracks J.P. Morgan CEMBI Broad Diversified Core Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.30% for EMLC.L and 0.50% for EMCA.L.

Portfolio Optimizer

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