PortfoliosLab logoPortfoliosLab logo
HYEM.L vs. EMCA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYEM.L vs. EMCA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Emerging Markets High Yield Bond UCITS ETF USD (Acc) (HYEM.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, HYEM.L achieves a 3.56% return, which is significantly higher than EMCA.L's 1.49% return.


HYEM.L

1D
-0.01%
1M
-0.27%
6M
2.87%
YTD
3.56%
1Y
7.93%
3Y*
9.90%
5Y*
2.77%
10Y*

EMCA.L

1D
-0.15%
1M
-0.44%
6M
1.04%
YTD
1.49%
1Y
5.60%
3Y*
6.82%
5Y*
1.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYEM.L vs. EMCA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
HYEM.L
VanEck Emerging Markets High Yield Bond UCITS ETF USD (Acc)
3.56%8.98%11.89%7.56%-12.87%-0.65%5.46%14.61%-1.23%
EMCA.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc)
1.49%8.60%6.21%7.96%-12.09%-0.51%7.04%13.77%0.89%

Correlation

The correlation between HYEM.L and EMCA.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.34

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

0.40

Correlation (All Time)
Calculated using the full available price history since May 31, 2018

0.41

The correlation between HYEM.L and EMCA.L shifts across timeframes, from 0.27 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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

HYEM.L vs. EMCA.L — Risk / Return Rank

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

HYEM.L
HYEM.L Risk / Return Rank: 7474
Overall Rank
HYEM.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
HYEM.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
HYEM.L Omega Ratio Rank: 8282
Omega Ratio Rank
HYEM.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
HYEM.L Martin Ratio Rank: 7575
Martin Ratio Rank

EMCA.L
EMCA.L Risk / Return Rank: 6464
Overall Rank
EMCA.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EMCA.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
EMCA.L Omega Ratio Rank: 5959
Omega Ratio Rank
EMCA.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
EMCA.L Martin Ratio Rank: 7373
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.

HYEM.L vs. EMCA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Emerging Markets High Yield Bond UCITS ETF USD (Acc) (HYEM.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.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.


HYEM.LEMCA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

1.37

1.27

+0.09

Calmar ratioReturn relative to maximum drawdown

2.69

2.52

+0.17

Martin ratioReturn relative to average drawdown

10.12

9.78

+0.35

HYEM.L vs. EMCA.L - Sharpe Ratio Comparison

The current HYEM.L Sharpe Ratio is 1.60, which is comparable to the EMCA.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of HYEM.L and EMCA.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

HYEM.L vs. EMCA.L - Drawdown Comparison

The maximum HYEM.L drawdown since its inception was -27.28%, which is greater than EMCA.L's maximum drawdown of -24.69%. Use the drawdown chart below to compare losses from any high point for HYEM.L and EMCA.L.


Loading charts...

Drawdown Indicators


HYEM.LEMCA.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.28%

-24.69%

-2.59%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-2.21%

-0.73%

Max Drawdown (3Y)

Largest decline over 3 years

-4.27%

-3.58%

-0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-27.28%

-20.14%

-7.14%

Current Drawdown

Current decline from peak

-0.39%

-0.59%

+0.20%

Average Drawdown

Average peak-to-trough decline

-5.09%

-4.05%

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

0.57%

+0.21%

Volatility

HYEM.L vs. EMCA.L - Volatility Comparison

VanEck Emerging Markets High Yield Bond UCITS ETF USD (Acc) (HYEM.L) has a higher volatility of 1.12% compared to iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.L) at 1.06%. This indicates that HYEM.L's price experiences larger fluctuations and is considered to be riskier than EMCA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HYEM.LEMCA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

1.06%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.12%

3.26%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

4.94%

3.82%

+1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.98%

5.25%

+1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.23%

8.78%

-1.55%

HYEM.L vs. EMCA.L - Expense Ratio Comparison

HYEM.L has a 0.40% expense ratio, which is lower than EMCA.L's 0.50% expense ratio.


Dividends

HYEM.L vs. EMCA.L - Dividend Comparison

Neither HYEM.L nor EMCA.L has paid dividends to shareholders.


PositionTTM2025202420232022
EMCA.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%
HYEM.L
VanEck Emerging Markets High Yield Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.09%

Frequently Asked Questions


HYEM.L and EMCA.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HYEM.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HYEM.L is cheaper with a 0.40% expense ratio, compared with 0.50% for EMCA.L.

HYEM.L tracks ICE BofAML Diversified High Yield US Emerging Markets Corporate Plus Index, while EMCA.L tracks J.P. Morgan CEMBI Broad Diversified Core Index. They also come from different issuers: VanEck and iShares. Their fees differ too: 0.40% for HYEM.L and 0.50% for EMCA.L.

Portfolio Optimizer

Find the right allocation for HYEM.L and EMCA.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