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

Performance

EMLP.L vs. XQUA.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 Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.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 XQUA.L is traded in USD. To make them comparable, the XQUA.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 XQUA.L's 1.35% return. Over the past 10 years, EMLP.L has outperformed XQUA.L with an annualized return of 3.99%, while XQUA.L has yielded a comparatively lower 1.70% annualized 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%

XQUA.L

1D
0.35%
1M
1.51%
YTD
1.35%
6M
0.27%
1Y
9.13%
3Y*
2.60%
5Y*
0.97%
10Y*
1.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMLP.L vs. XQUA.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%
XQUA.L
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D
1.35%2.93%1.34%2.14%-7.98%-0.52%3.82%5.83%-1.05%-4.50%

Correlation

The correlation between EMLP.L and XQUA.L is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.48

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

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2016

0.57

The correlation between EMLP.L and XQUA.L shifts across timeframes, from 0.44 (5 years) to 0.57 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EMLP.L vs. XQUA.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

XQUA.L
XQUA.L Risk / Return Rank: 4949
Overall Rank
XQUA.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XQUA.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
XQUA.L Omega Ratio Rank: 5252
Omega Ratio Rank
XQUA.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
XQUA.L Martin Ratio Rank: 4545
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. XQUA.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 Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.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.LXQUA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.32

1.25

+0.07

Calmar ratioReturn relative to maximum drawdown

2.25

1.57

+0.68

Martin ratioReturn relative to average drawdown

6.49

3.97

+2.52

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

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

0.11

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.16

+0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.15

+0.18

Drawdowns

EMLP.L vs. XQUA.L - Drawdown Comparison

The maximum EMLP.L drawdown since its inception was -20.02%, roughly equal to the maximum XQUA.L drawdown of -20.61%. Use the drawdown chart below to compare losses from any high point for EMLP.L and XQUA.L.


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Drawdown Indicators


EMLP.LXQUA.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.02%

-20.61%

+0.59%

Max Drawdown (1Y)

Largest decline over 1 year

-4.29%

-5.80%

+1.51%

Max Drawdown (3Y)

Largest decline over 3 years

-4.90%

-8.41%

+3.51%

Max Drawdown (5Y)

Largest decline over 5 years

-11.25%

-15.01%

+3.76%

Max Drawdown (10Y)

Largest decline over 10 years

-19.12%

-20.61%

+1.49%

Current Drawdown

Current decline from peak

-2.33%

-5.45%

+3.12%

Average Drawdown

Average peak-to-trough decline

-6.09%

-9.02%

+2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

2.30%

-0.81%

Volatility

EMLP.L vs. XQUA.L - Volatility Comparison

The current volatility for PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Acc (EMLP.L) is 1.50%, while Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.L) has a volatility of 1.97%. This indicates that EMLP.L experiences smaller price fluctuations and is considered to be less risky than XQUA.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.LXQUA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

1.97%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

4.23%

5.26%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

5.40%

6.58%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.09%

9.10%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.52%

10.86%

-1.34%

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

EMLP.L has a 0.61% expense ratio, which is higher than XQUA.L's 0.45% expense ratio.


Dividends

EMLP.L vs. XQUA.L - Dividend Comparison

EMLP.L has not paid dividends to shareholders, while XQUA.L's dividend yield for the trailing twelve months is around 4.61%.


PositionTTM202520242023202220212020
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%
XQUA.L
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D
4.61%4.49%4.61%4.24%6.92%4.08%4.54%

Frequently Asked Questions


EMLP.L and XQUA.L have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XQUA.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XQUA.L is cheaper with a 0.45% expense ratio, compared with 0.61% for EMLP.L.

EMLP.L tracks JPM GBI-EM Global Diversified TR USD, while XQUA.L tracks JPM EMBI Global Diversified TR USD. They also come from different issuers: PIMCO and Xtrackers. Their fees differ too: 0.61% for EMLP.L and 0.45% for XQUA.L.

Portfolio Optimizer

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