EMSA.L vs. VDEA.L
Compare and contrast key facts about iShares J.P. Morgan ESG USD EM Bond UCITS ETF USD (Acc) (EMSA.L) and Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.L).
EMSA.L and VDEA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMSA.L is a passively managed fund by iShares that tracks the performance of the JPM EMBI Global Diversified TR USD. It was launched on Sep 24, 2018. VDEA.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg EM USD Sovereign + Quasi-Sov Index. It was launched on Feb 19, 2019. Both EMSA.L and VDEA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EMSA.L vs. VDEA.L - Performance Comparison
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EMSA.L vs. VDEA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMSA.L iShares J.P. Morgan ESG USD EM Bond UCITS ETF USD (Acc) | -1.21% | 13.11% | 5.32% | 9.71% | -18.78% | -3.11% | 6.03% | 11.26% |
VDEA.L Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation | -1.18% | 11.45% | 6.35% | 9.72% | -15.28% | -1.74% | 6.10% | 9.05% |
Returns By Period
The year-to-date returns for both investments are quite close, with EMSA.L having a -1.21% return and VDEA.L slightly higher at -1.18%.
EMSA.L
- 1D
- 1.04%
- 1M
- -2.43%
- YTD
- -1.21%
- 6M
- 1.60%
- 1Y
- 8.83%
- 3Y*
- 8.10%
- 5Y*
- 1.41%
- 10Y*
- —
VDEA.L
- 1D
- 0.78%
- 1M
- -2.34%
- YTD
- -1.18%
- 6M
- 1.72%
- 1Y
- 7.68%
- 3Y*
- 7.86%
- 5Y*
- 2.22%
- 10Y*
- —
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EMSA.L vs. VDEA.L - Expense Ratio Comparison
EMSA.L has a 0.45% expense ratio, which is higher than VDEA.L's 0.23% expense ratio.
Return for Risk
EMSA.L vs. VDEA.L — Risk / Return Rank
EMSA.L
VDEA.L
EMSA.L vs. VDEA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan ESG USD EM Bond UCITS ETF USD (Acc) (EMSA.L) and Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.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.
| EMSA.L | VDEA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.40 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.91 | 1.95 | -0.04 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.27 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 2.11 | -0.25 |
Martin ratioReturn relative to average drawdown | 8.46 | 8.38 | +0.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMSA.L | VDEA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.40 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.31 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.38 | -0.08 |
Correlation
The correlation between EMSA.L and VDEA.L is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EMSA.L vs. VDEA.L - Dividend Comparison
Neither EMSA.L nor VDEA.L has paid dividends to shareholders.
Drawdowns
EMSA.L vs. VDEA.L - Drawdown Comparison
The maximum EMSA.L drawdown since its inception was -29.12%, which is greater than VDEA.L's maximum drawdown of -24.08%. Use the drawdown chart below to compare losses from any high point for EMSA.L and VDEA.L.
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Drawdown Indicators
| EMSA.L | VDEA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.12% | -24.08% | -5.04% |
Max Drawdown (1Y)Largest decline over 1 year | -4.96% | -3.88% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -28.91% | -24.08% | -4.83% |
Current DrawdownCurrent decline from peak | -2.98% | -2.79% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -8.21% | -6.20% | -2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 0.92% | +0.13% |
Volatility
EMSA.L vs. VDEA.L - Volatility Comparison
iShares J.P. Morgan ESG USD EM Bond UCITS ETF USD (Acc) (EMSA.L) has a higher volatility of 2.58% compared to Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.L) at 2.31%. This indicates that EMSA.L's price experiences larger fluctuations and is considered to be riskier than VDEA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMSA.L | VDEA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.58% | 2.31% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 3.59% | 3.27% | +0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.73% | 5.53% | +1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.39% | 7.19% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.80% | 8.40% | +1.40% |