PortfoliosLab logoPortfoliosLab logo
HLQD.L vs. EMCR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HLQD.L vs. EMCR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares $ Corp Bond Interest Rate Hedged UCITS ETF (HLQD.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (EMCR.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HLQD.L achieves a 2.31% return, which is significantly higher than EMCR.L's 1.80% return.


HLQD.L

1D
0.21%
1M
-0.07%
6M
2.17%
YTD
2.31%
1Y
5.11%
3Y*
7.50%
5Y*
5.42%
10Y*

EMCR.L

1D
0.29%
1M
0.23%
6M
1.61%
YTD
1.80%
1Y
6.43%
3Y*
7.10%
5Y*
1.97%
10Y*
3.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HLQD.L vs. EMCR.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HLQD.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF
2.31%5.47%8.15%11.14%0.41%1.25%0.54%10.77%-0.71%
EMCR.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist)
1.80%8.43%6.66%7.85%-12.39%-0.65%7.22%13.82%1.07%

Correlation

The correlation between HLQD.L and EMCR.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.13

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

0.21

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2018

0.21

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

HLQD.L vs. EMCR.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HLQD.L
HLQD.L Risk / Return Rank: 6666
Overall Rank
HLQD.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
HLQD.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
HLQD.L Omega Ratio Rank: 5555
Omega Ratio Rank
HLQD.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
HLQD.L Martin Ratio Rank: 7777
Martin Ratio Rank

EMCR.L
EMCR.L Risk / Return Rank: 5959
Overall Rank
EMCR.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EMCR.L Sortino Ratio Rank: 6060
Sortino Ratio Rank
EMCR.L Omega Ratio Rank: 5555
Omega Ratio Rank
EMCR.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
EMCR.L Martin Ratio Rank: 6767
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.

HLQD.L vs. EMCR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond Interest Rate Hedged UCITS ETF (HLQD.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (EMCR.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HLQD.LEMCR.LDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.28

1.28

0.00

Calmar ratioReturn relative to maximum drawdown

3.55

2.26

+1.29

Martin ratioReturn relative to average drawdown

11.38

9.69

+1.69

HLQD.L vs. EMCR.L - Sharpe Ratio Comparison

The current HLQD.L Sharpe Ratio is 1.50, which is comparable to the EMCR.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of HLQD.L and EMCR.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.


Loading charts...

Drawdowns

HLQD.L vs. EMCR.L - Drawdown Comparison

The maximum HLQD.L drawdown since its inception was -21.96%, roughly equal to the maximum EMCR.L drawdown of -22.67%. Use the drawdown chart below to compare losses from any high point for HLQD.L and EMCR.L.


Loading charts...

Drawdown Indicators


HLQD.LEMCR.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.96%

-22.67%

+0.71%

Max Drawdown (1Y)

Largest decline over 1 year

-1.39%

-2.72%

+1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-3.08%

-3.69%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-6.39%

-20.20%

+13.81%

Max Drawdown (10Y)

Largest decline over 10 years

-22.67%

Current Drawdown

Current decline from peak

-0.34%

-0.16%

-0.18%

Average Drawdown

Average peak-to-trough decline

-1.33%

-3.28%

+1.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.43%

0.64%

-0.21%

Volatility

HLQD.L vs. EMCR.L - Volatility Comparison

The current volatility for iShares $ Corp Bond Interest Rate Hedged UCITS ETF (HLQD.L) is 0.83%, while iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist) (EMCR.L) has a volatility of 1.02%. This indicates that HLQD.L experiences smaller price fluctuations and is considered to be less risky than EMCR.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HLQD.LEMCR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

1.02%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.35%

3.50%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

3.30%

4.07%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.36%

5.49%

-1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.09%

7.50%

-1.41%

HLQD.L vs. EMCR.L - Expense Ratio Comparison

HLQD.L has a 0.25% expense ratio, which is lower than EMCR.L's 0.50% expense ratio.


Dividends

HLQD.L vs. EMCR.L - Dividend Comparison

HLQD.L has not paid dividends to shareholders, while EMCR.L's dividend yield for the trailing twelve months is around 5.59%.


PositionTTM20252024202320222021202020192018201720162015
EMCR.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Dist)
5.59%5.56%5.44%5.04%4.28%3.62%3.93%4.58%4.70%4.35%4.61%5.13%
HLQD.L
iShares $ Corp Bond Interest Rate Hedged UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HLQD.L and EMCR.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

HLQD.L is cheaper with a 0.25% expense ratio, compared with 0.50% for EMCR.L.

HLQD.L is categorized as Global Bonds, while EMCR.L is Emerging Markets Bonds. HLQD.L tracks iShares $ Corp Bond Interest Rate Hedged UCITS ETF, while EMCR.L tracks J.P. Morgan CEMBI Broad Diversified Core Index. Their fees differ too: 0.25% for HLQD.L and 0.50% for EMCR.L.

Portfolio Optimizer

Find the right allocation for HLQD.L and EMCR.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer