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EMLC vs. IBAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMLC vs. IBAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) and iShares Energy Storage & Materials ETF (IBAT). 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 achieves a 1.40% return, which is significantly lower than IBAT's 51.63% return.


EMLC

1D
0.28%
1M
0.74%
YTD
1.40%
6M
2.50%
1Y
9.22%
3Y*
6.63%
5Y*
1.36%
10Y*
2.28%

IBAT

1D
1.07%
1M
-4.06%
YTD
51.63%
6M
46.54%
1Y
105.19%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMLC vs. IBAT - Yearly Performance Comparison


2026 (YTD)20252024
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
1.40%18.81%-1.26%
IBAT
iShares Energy Storage & Materials ETF
51.63%32.09%-13.29%

Correlation

The correlation between EMLC and IBAT is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2024

0.51

The correlation between EMLC and IBAT has been stable across timeframes, ranging from 0.51 to 0.58 - a consistent structural relationship.

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Return for Risk

EMLC vs. IBAT — Risk / Return Rank

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

EMLC
EMLC Risk / Return Rank: 3737
Overall Rank
EMLC Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 3838
Sortino Ratio Rank
EMLC Omega Ratio Rank: 4242
Omega Ratio Rank
EMLC Calmar Ratio Rank: 3232
Calmar Ratio Rank
EMLC Martin Ratio Rank: 3535
Martin Ratio Rank

IBAT
IBAT Risk / Return Rank: 9494
Overall Rank
IBAT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IBAT Sortino Ratio Rank: 9292
Sortino Ratio Rank
IBAT Omega Ratio Rank: 9292
Omega Ratio Rank
IBAT Calmar Ratio Rank: 9696
Calmar Ratio Rank
IBAT Martin Ratio Rank: 9393
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 vs. IBAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) and iShares Energy Storage & Materials ETF (IBAT). 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.


EMLCIBATDifference
Sharpe ratioReturn per unit of total volatility

-2.38

Sortino ratioReturn per unit of downside risk

-2.21

Omega ratioGain probability vs. loss probability

1.24

1.54

-0.30

Calmar ratioReturn relative to maximum drawdown

1.42

7.45

-6.03

Martin ratioReturn relative to average drawdown

4.75

20.84

-16.09

EMLC vs. IBAT - Sharpe Ratio Comparison

The current EMLC Sharpe Ratio is 1.25, which is lower than the IBAT Sharpe Ratio of 3.63. The chart below compares the historical Sharpe Ratios of EMLC and IBAT, 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 vs. IBAT - Drawdown Comparison

The maximum EMLC drawdown since its inception was -32.43%, which is greater than IBAT's maximum drawdown of -28.26%. Use the drawdown chart below to compare losses from any high point for EMLC and IBAT.


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Drawdown Indicators


EMLCIBATDifference

Max Drawdown

Largest peak-to-trough decline

-32.43%

-28.26%

-4.17%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-13.71%

+7.52%

Max Drawdown (3Y)

Largest decline over 3 years

-9.15%

Max Drawdown (5Y)

Largest decline over 5 years

-24.58%

Max Drawdown (10Y)

Largest decline over 10 years

-26.47%

Current Drawdown

Current decline from peak

-3.83%

-8.98%

+5.15%

Average Drawdown

Average peak-to-trough decline

-14.35%

-7.74%

-6.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

4.90%

-3.04%

Volatility

EMLC vs. IBAT - Volatility Comparison

The current volatility for VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) is 2.44%, while iShares Energy Storage & Materials ETF (IBAT) has a volatility of 13.41%. This indicates that EMLC experiences smaller price fluctuations and is considered to be less risky than IBAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMLCIBATDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.44%

13.41%

-10.97%

Volatility (6M)

Calculated over the trailing 6-month period

6.17%

22.68%

-16.51%

Volatility (1Y)

Calculated over the trailing 1-year period

7.06%

28.18%

-21.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.14%

24.58%

-15.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.04%

24.58%

-14.54%

EMLC vs. IBAT - Expense Ratio Comparison

EMLC has a 0.30% expense ratio, which is lower than IBAT's 0.47% expense ratio.


Dividends

EMLC vs. IBAT - Dividend Comparison

EMLC's dividend yield for the trailing twelve months is around 6.16%, more than IBAT's 0.76% yield.


PositionTTM20252024202320222021202020192018201720162015
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.16%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%
IBAT
iShares Energy Storage & Materials ETF
0.76%1.15%1.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMLC and IBAT have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBAT has higher volatility (13.41%) compared to EMLC (2.44%). In terms of maximum drawdown, EMLC dropped -32.43% vs IBAT's -28.26%.

On 1-year performance, IBAT leads with 105.19% vs 9.22% for EMLC. On fees, EMLC is cheaper at 0.30% per year. On volatility, EMLC has been the lower-risk option at 2.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBAT has performed better with a 105.19% return vs 9.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMLC is cheaper with a 0.30% expense ratio, compared with 0.47% for IBAT.

EMLC has the higher dividend yield at 6.16%, compared with 0.76% for IBAT.

EMLC is categorized as Emerging Markets Bonds, while IBAT is Alternative Energy Equities. EMLC tracks J.P. Morgan Government Bond Index Emerging Markets Global Core Index, while IBAT tracks STOXX Global Energy Storage and Materials. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.30% for EMLC and 0.47% for IBAT.

IBAT currently has the higher Sharpe Ratio (3.63 vs 1.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for EMLC and IBAT

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