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EMLI.L vs. BINC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMLI.L vs. BINC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Dist (EMLI.L) and iShares Flexible Income Active ETF (BINC). The values are adjusted to include any dividend payments, if applicable.

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EMLI.L vs. BINC - Yearly Performance Comparison


2026 (YTD)202520242023
EMLI.L
PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Dist
-0.86%16.62%-3.24%5.92%
BINC
iShares Flexible Income Active ETF
-0.78%7.57%5.76%7.08%

Returns By Period

In the year-to-date period, EMLI.L achieves a -0.86% return, which is significantly lower than BINC's -0.78% return.


EMLI.L

1D
0.50%
1M
-5.19%
YTD
-0.86%
6M
1.12%
1Y
10.99%
3Y*
6.22%
5Y*
3.77%
10Y*
3.18%

BINC

1D
0.33%
1M
-2.11%
YTD
-0.78%
6M
0.65%
1Y
5.08%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMLI.L vs. BINC - Expense Ratio Comparison

EMLI.L has a 0.61% expense ratio, which is higher than BINC's 0.40% expense ratio.


Return for Risk

EMLI.L vs. BINC — Risk / Return Rank

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

EMLI.L
EMLI.L Risk / Return Rank: 7979
Overall Rank
EMLI.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EMLI.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
EMLI.L Omega Ratio Rank: 8282
Omega Ratio Rank
EMLI.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
EMLI.L Martin Ratio Rank: 7575
Martin Ratio Rank

BINC
BINC Risk / Return Rank: 8484
Overall Rank
BINC Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BINC Sortino Ratio Rank: 8787
Sortino Ratio Rank
BINC Omega Ratio Rank: 9191
Omega Ratio Rank
BINC Calmar Ratio Rank: 7676
Calmar Ratio Rank
BINC Martin Ratio Rank: 7979
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.

EMLI.L vs. BINC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Dist (EMLI.L) and iShares Flexible Income Active ETF (BINC). 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.


EMLI.LBINCDifference

Sharpe ratio

Return per unit of total volatility

1.66

1.74

-0.08

Sortino ratio

Return per unit of downside risk

2.28

2.29

-0.01

Omega ratio

Gain probability vs. loss probability

1.32

1.38

-0.06

Calmar ratio

Return relative to maximum drawdown

1.88

1.91

-0.03

Martin ratio

Return relative to average drawdown

8.07

7.93

+0.14

EMLI.L vs. BINC - Sharpe Ratio Comparison

The current EMLI.L Sharpe Ratio is 1.66, which is comparable to the BINC Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of EMLI.L and BINC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMLI.LBINCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

1.74

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

2.28

-2.07

Correlation

The correlation between EMLI.L and BINC is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EMLI.L vs. BINC - Dividend Comparison

EMLI.L's dividend yield for the trailing twelve months is around 6.40%, more than BINC's 5.91% yield.


TTM20252024202320222021202020192018201720162015
EMLI.L
PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Dist
6.40%5.81%6.33%5.70%5.21%4.50%3.68%5.24%5.83%5.76%6.69%7.09%
BINC
iShares Flexible Income Active ETF
5.91%5.86%6.14%3.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EMLI.L vs. BINC - Drawdown Comparison

The maximum EMLI.L drawdown since its inception was -25.62%, which is greater than BINC's maximum drawdown of -2.69%. Use the drawdown chart below to compare losses from any high point for EMLI.L and BINC.


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Drawdown Indicators


EMLI.LBINCDifference

Max Drawdown

Largest peak-to-trough decline

-25.62%

-2.69%

-22.93%

Max Drawdown (1Y)

Largest decline over 1 year

-5.67%

-2.69%

-2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-19.52%

Max Drawdown (10Y)

Largest decline over 10 years

-21.08%

Current Drawdown

Current decline from peak

-5.19%

-2.14%

-3.05%

Average Drawdown

Average peak-to-trough decline

-7.38%

-0.33%

-7.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.32%

0.65%

+0.67%

Volatility

EMLI.L vs. BINC - Volatility Comparison

PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Dist (EMLI.L) has a higher volatility of 3.29% compared to iShares Flexible Income Active ETF (BINC) at 1.25%. This indicates that EMLI.L's price experiences larger fluctuations and is considered to be riskier than BINC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMLI.LBINCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.29%

1.25%

+2.04%

Volatility (6M)

Calculated over the trailing 6-month period

4.43%

1.69%

+2.74%

Volatility (1Y)

Calculated over the trailing 1-year period

6.59%

2.94%

+3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.82%

3.03%

+6.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.63%

3.03%

+6.60%