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

Performance

EMLP.L vs. EMGA.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 iShares J.P. Morgan Emerging Markets Local Government Bond UCITS ETF USD (Acc) (EMGA.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 EMGA.L is traded in USD. To make them comparable, the EMGA.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 higher than EMGA.L's 1.20% 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%

EMGA.L

1D
-0.12%
1M
1.67%
YTD
1.20%
6M
0.93%
1Y
9.97%
3Y*
4.35%
5Y*
2.12%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
EMLP.L
PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Acc
1.51%9.10%-1.68%7.52%5.55%-4.33%-1.55%9.55%0.47%
EMGA.L
iShares J.P. Morgan Emerging Markets Local Government Bond UCITS ETF USD (Acc)
1.20%9.83%-1.04%6.07%-0.36%-9.65%-1.15%7.46%1.33%

Correlation

The correlation between EMLP.L and EMGA.L is 0.53, 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

0.53

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

0.56

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

0.53

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2018

0.63

The correlation between EMLP.L and EMGA.L shifts across timeframes, from 0.53 (5 years) to 0.63 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EMLP.L vs. EMGA.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

EMGA.L
EMGA.L Risk / Return Rank: 3434
Overall Rank
EMGA.L Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EMGA.L Sortino Ratio Rank: 3434
Sortino Ratio Rank
EMGA.L Omega Ratio Rank: 3636
Omega Ratio Rank
EMGA.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
EMGA.L Martin Ratio Rank: 3434
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. EMGA.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 iShares J.P. Morgan Emerging Markets Local Government Bond UCITS ETF USD (Acc) (EMGA.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.LEMGA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.32

1.26

+0.06

Calmar ratioReturn relative to maximum drawdown

2.25

2.16

+0.09

Martin ratioReturn relative to average drawdown

6.49

6.33

+0.15

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

The current EMLP.L Sharpe Ratio is 1.79, which is comparable to the EMGA.L Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of EMLP.L and EMGA.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.LEMGA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.38

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.25

+0.29

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

0.15

+0.17

Drawdowns

EMLP.L vs. EMGA.L - Drawdown Comparison

The maximum EMLP.L drawdown since its inception was -20.02%, smaller than the maximum EMGA.L drawdown of -21.52%. Use the drawdown chart below to compare losses from any high point for EMLP.L and EMGA.L.


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Drawdown Indicators


EMLP.LEMGA.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.02%

-21.52%

+1.50%

Max Drawdown (1Y)

Largest decline over 1 year

-4.29%

-4.60%

+0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-4.90%

-4.60%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-11.25%

-11.30%

+0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-19.12%

Current Drawdown

Current decline from peak

-2.33%

-2.67%

+0.34%

Average Drawdown

Average peak-to-trough decline

-6.09%

-10.33%

+4.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

1.57%

-0.08%

Volatility

EMLP.L vs. EMGA.L - Volatility Comparison

The current volatility for PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Acc (EMLP.L) is 1.50%, while iShares J.P. Morgan Emerging Markets Local Government Bond UCITS ETF USD (Acc) (EMGA.L) has a volatility of 2.22%. This indicates that EMLP.L experiences smaller price fluctuations and is considered to be less risky than EMGA.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.LEMGA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

2.22%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

4.23%

6.18%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

5.40%

7.18%

-1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

8.45%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.52%

10.12%

-0.60%

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

EMLP.L has a 0.61% expense ratio, which is higher than EMGA.L's 0.50% expense ratio.


Dividends

EMLP.L vs. EMGA.L - Dividend Comparison

Neither EMLP.L nor EMGA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EMLP.L and EMGA.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMGA.L is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMGA.L is cheaper with a 0.50% expense ratio, compared with 0.61% for EMLP.L.

Both ETFs track JPM GBI-EM Global Diversified TR USD. They also come from different issuers: PIMCO and iShares. Their fees differ too: 0.61% for EMLP.L and 0.50% for EMGA.L.

Portfolio Optimizer

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