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

Performance

EMLP.L vs. VEMT.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 Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VEMT.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with EMLP.L having a 1.51% return and VEMT.L slightly higher at 1.55%.


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%

VEMT.L

1D
0.03%
1M
1.60%
YTD
1.55%
6M
1.13%
1Y
10.55%
3Y*
5.98%
5Y*
3.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%-1.46%2.43%
VEMT.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
1.55%4.07%8.08%3.44%-5.19%-0.56%2.53%9.67%2.79%-1.59%

Correlation

The correlation between EMLP.L and VEMT.L is 0.54, 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

0.54

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

0.59

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

0.56

Correlation (All Time)
Calculated using the full available price history since Dec 8, 2016

0.65

The correlation between EMLP.L and VEMT.L shifts across timeframes, from 0.54 (1 year) to 0.65 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EMLP.L vs. VEMT.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

VEMT.L
VEMT.L Risk / Return Rank: 4949
Overall Rank
VEMT.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VEMT.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
VEMT.L Omega Ratio Rank: 4949
Omega Ratio Rank
VEMT.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
VEMT.L Martin Ratio Rank: 4343
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. VEMT.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 Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VEMT.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.LVEMT.LDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.32

1.30

+0.02

Calmar ratioReturn relative to maximum drawdown

2.25

2.44

-0.19

Martin ratioReturn relative to average drawdown

6.49

6.86

-0.37

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

The current EMLP.L Sharpe Ratio is 1.79, which is comparable to the VEMT.L Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of EMLP.L and VEMT.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.LVEMT.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.72

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.42

+0.13

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

0.30

+0.02

Drawdowns

EMLP.L vs. VEMT.L - Drawdown Comparison

The maximum EMLP.L drawdown since its inception was -20.02%, which is greater than VEMT.L's maximum drawdown of -14.64%. Use the drawdown chart below to compare losses from any high point for EMLP.L and VEMT.L.


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Drawdown Indicators


EMLP.LVEMT.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.02%

-14.64%

-5.38%

Max Drawdown (1Y)

Largest decline over 1 year

-4.29%

-4.31%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-4.90%

-8.59%

+3.69%

Max Drawdown (5Y)

Largest decline over 5 years

-11.25%

-11.41%

+0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-19.12%

Current Drawdown

Current decline from peak

-2.33%

-0.50%

-1.83%

Average Drawdown

Average peak-to-trough decline

-6.09%

-5.88%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

1.53%

-0.04%

Volatility

EMLP.L vs. VEMT.L - Volatility Comparison

PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Acc (EMLP.L) has a higher volatility of 1.50% compared to Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing (VEMT.L) at 1.33%. This indicates that EMLP.L's price experiences larger fluctuations and is considered to be riskier than VEMT.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.LVEMT.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

1.33%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

4.23%

4.50%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

5.40%

6.11%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

8.13%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.52%

9.15%

+0.37%

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

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


Dividends

EMLP.L vs. VEMT.L - Dividend Comparison

EMLP.L has not paid dividends to shareholders, while VEMT.L's dividend yield for the trailing twelve months is around 5.92%.


PositionTTM202520242023202220212020201920182017
EMLP.L
PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEMT.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
5.92%6.17%5.74%5.56%4.88%3.81%4.47%4.46%4.44%4.81%

Frequently Asked Questions


EMLP.L and VEMT.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

VEMT.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 VEMT.L tracks JPM EMBI Global Diversified TR USD. They also come from different issuers: PIMCO and Vanguard. Their fees differ too: 0.61% for EMLP.L and 0.25% for VEMT.L.

Portfolio Optimizer

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