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EMLP.L vs. EMDG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMLP.L vs. EMDG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Acc (EMLP.L) and L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMDG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMLP.L is traded in GBP, while EMDG.L is traded in GBp. To make them comparable, the EMDG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMLP.L achieves a 1.51% return, which is significantly lower than EMDG.L's 1.60% return.


EMLP.L

1D
-0.16%
1M
0.73%
YTD
1.51%
6M
1.14%
1Y
9.68%
3Y*
3.69%
5Y*
4.40%
10Y*
3.99%

EMDG.L

1D
0.12%
1M
1.49%
YTD
1.60%
6M
1.41%
1Y
7.92%
3Y*
5.79%
5Y*
3.95%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMLP.L vs. EMDG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EMLP.L
PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Acc
1.51%9.10%-1.68%7.52%5.55%-4.33%-0.74%
EMDG.L
L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF
1.60%2.35%10.43%1.99%0.28%0.96%-1.56%

Correlation

The correlation between EMLP.L and EMDG.L is 0.55, 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

0.55

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

0.57

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

0.56

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2020

0.55

The correlation between EMLP.L and EMDG.L has been stable across timeframes, ranging from 0.55 to 0.57 - a consistent structural relationship.

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Return for Risk

EMLP.L vs. EMDG.L — Risk / Return Rank

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

EMLP.L
EMLP.L Risk / Return Rank: 5050
Overall Rank
EMLP.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EMLP.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
EMLP.L Omega Ratio Rank: 5353
Omega Ratio Rank
EMLP.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
EMLP.L Martin Ratio Rank: 4141
Martin Ratio Rank

EMDG.L
EMDG.L Risk / Return Rank: 4040
Overall Rank
EMDG.L Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EMDG.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
EMDG.L Omega Ratio Rank: 3737
Omega Ratio Rank
EMDG.L Calmar Ratio Rank: 4343
Calmar Ratio Rank
EMDG.L Martin Ratio Rank: 3939
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.

EMLP.L vs. EMDG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Acc (EMLP.L) and L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMDG.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.


EMLP.LEMDG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.43

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.32

1.24

+0.08

Calmar ratioReturn relative to maximum drawdown

2.25

2.10

+0.15

Martin ratioReturn relative to average drawdown

6.49

6.03

+0.45

EMLP.L vs. EMDG.L - Sharpe Ratio Comparison

The current EMLP.L Sharpe Ratio is 1.79, which is higher than the EMDG.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of EMLP.L and EMDG.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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Sharpe Ratios by Period


EMLP.LEMDG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.36

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.50

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.37

-0.04

Drawdowns

EMLP.L vs. EMDG.L - Drawdown Comparison

The maximum EMLP.L drawdown since its inception was -20.02%, which is greater than EMDG.L's maximum drawdown of -12.32%. Use the drawdown chart below to compare losses from any high point for EMLP.L and EMDG.L.


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Drawdown Indicators


EMLP.LEMDG.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.02%

-12.32%

-7.70%

Max Drawdown (1Y)

Largest decline over 1 year

-4.29%

-3.76%

-0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-4.90%

-7.93%

+3.03%

Max Drawdown (5Y)

Largest decline over 5 years

-11.25%

-12.32%

+1.07%

Max Drawdown (10Y)

Largest decline over 10 years

-19.12%

Current Drawdown

Current decline from peak

-2.33%

-0.29%

-2.04%

Average Drawdown

Average peak-to-trough decline

-6.09%

-4.33%

-1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

1.31%

+0.18%

Volatility

EMLP.L vs. EMDG.L - Volatility Comparison

The current volatility for PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Acc (EMLP.L) is 1.50%, while L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMDG.L) has a volatility of 1.78%. This indicates that EMLP.L experiences smaller price fluctuations and is considered to be less risky than EMDG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMLP.LEMDG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

1.78%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

4.23%

4.08%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

5.40%

5.81%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

7.86%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.52%

7.82%

+1.70%

EMLP.L vs. EMDG.L - Expense Ratio Comparison

EMLP.L has a 0.61% expense ratio, which is higher than EMDG.L's 0.25% expense ratio.


Dividends

EMLP.L vs. EMDG.L - Dividend Comparison

EMLP.L has not paid dividends to shareholders, while EMDG.L's dividend yield for the trailing twelve months is around 5.33%.


PositionTTM20252024202320222021
EMDG.L
L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF
5.33%5.95%5.95%4.65%2.91%1.21%
EMLP.L
PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMLP.L and EMDG.L have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

EMDG.L is cheaper with a 0.25% expense ratio, compared with 0.61% for EMLP.L.

EMLP.L tracks JPM GBI-EM Global Diversified TR USD, while EMDG.L tracks JPM EMBI Global Diversified TR USD. They also come from different issuers: PIMCO and Legal & General. Their fees differ too: 0.61% for EMLP.L and 0.25% for EMDG.L.

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