ENDH.DE vs. 36B1.DE
ENDH.DE (L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc) and 36B1.DE (iShares J.P. Morgan ESG USD EM Bond UCITS ETF) are both Emerging Markets Bonds funds - ENDH.DE tracks the J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity (EUR Hedged) while 36B1.DE tracks the JP Morgan ESG EMBI Global Diversified. Both are passively managed. Over the past 3 years, ENDH.DE returned 6.26%/yr vs 5.51%/yr for 36B1.DE. At a 0.43 correlation, their price movements are largely independent. ENDH.DE charges 0.28%/yr vs 0.45%/yr for 36B1.DE.
Performance
ENDH.DE vs. 36B1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ENDH.DE achieves a -0.08% return, which is significantly lower than 36B1.DE's 2.43% return.
ENDH.DE
- 1D
- 0.37%
- 1M
- -1.14%
- YTD
- -0.08%
- 6M
- 0.41%
- 1Y
- 3.85%
- 3Y*
- 6.26%
- 5Y*
- —
- 10Y*
- —
36B1.DE
- 1D
- 0.13%
- 1M
- 1.52%
- YTD
- 2.43%
- 6M
- 2.12%
- 1Y
- 7.79%
- 3Y*
- 5.51%
- 5Y*
- 2.20%
- 10Y*
- —
ENDH.DE vs. 36B1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ENDH.DE L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc | -0.08% | 7.89% | 6.59% | 5.41% | -2.17% |
36B1.DE iShares J.P. Morgan ESG USD EM Bond UCITS ETF | 2.43% | -0.10% | 10.86% | 5.55% | -3.28% |
Correlation
The correlation between ENDH.DE and 36B1.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since May 12, 2022 | 0.43 |
The correlation between ENDH.DE and 36B1.DE shifts across timeframes, from 0.28 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ENDH.DE vs. 36B1.DE — Risk / Return Rank
ENDH.DE
36B1.DE
ENDH.DE vs. 36B1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.DE) and iShares J.P. Morgan ESG USD EM Bond UCITS ETF (36B1.DE). 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.
| ENDH.DE | 36B1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.40 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 2.63 | -0.90 |
| Martin ratioReturn relative to average drawdown | 6.28 | 6.72 | -0.44 |
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
| ENDH.DE | 36B1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.32 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.26 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.23 | +0.64 |
Drawdowns
ENDH.DE vs. 36B1.DE - Drawdown Comparison
The maximum ENDH.DE drawdown since its inception was -6.78%, smaller than the maximum 36B1.DE drawdown of -22.46%. Use the drawdown chart below to compare losses from any high point for ENDH.DE and 36B1.DE.
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Drawdown Indicators
| ENDH.DE | 36B1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.78% | -22.46% | +15.68% |
Max Drawdown (1Y)Largest decline over 1 year | -2.21% | -2.95% | +0.74% |
Max Drawdown (3Y)Largest decline over 3 years | -2.71% | -12.43% | +9.72% |
Max Drawdown (5Y)Largest decline over 5 years | — | -16.34% | — |
Current DrawdownCurrent decline from peak | -1.33% | -1.33% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -1.11% | -8.64% | +7.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 1.16% | -0.55% |
Volatility
ENDH.DE vs. 36B1.DE - Volatility Comparison
L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.DE) has a higher volatility of 2.69% compared to iShares J.P. Morgan ESG USD EM Bond UCITS ETF (36B1.DE) at 1.21%. This indicates that ENDH.DE's price experiences larger fluctuations and is considered to be riskier than 36B1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ENDH.DE | 36B1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 1.21% | +1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 3.74% | 3.81% | -0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.17% | 5.87% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.89% | 8.41% | -3.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.89% | 9.55% | -4.66% |
ENDH.DE vs. 36B1.DE - Expense Ratio Comparison
ENDH.DE has a 0.28% expense ratio, which is lower than 36B1.DE's 0.45% expense ratio.
Dividends
ENDH.DE vs. 36B1.DE - Dividend Comparison
ENDH.DE has not paid dividends to shareholders, while 36B1.DE's dividend yield for the trailing twelve months is around 4.93%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
36B1.DE iShares J.P. Morgan ESG USD EM Bond UCITS ETF | 4.93% | 5.22% | 4.96% | 5.09% | 5.00% | 4.57% | 3.40% | 4.19% |
ENDH.DE L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ENDH.DE and 36B1.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ENDH.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ENDH.DE is cheaper with a 0.28% expense ratio, compared with 0.45% for 36B1.DE.
ENDH.DE tracks J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity (EUR Hedged), while 36B1.DE tracks JP Morgan ESG EMBI Global Diversified. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.28% for ENDH.DE and 0.45% for 36B1.DE.
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