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HYEM.L vs. EMHG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYEM.L vs. EMHG.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 Bond UCITS ETF GBP Hedged (Dist) (EMHG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HYEM.L is traded in USD, while EMHG.L is traded in GBP. To make them comparable, the EMHG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, HYEM.L achieves a 3.56% return, which is significantly higher than EMHG.L's 1.42% 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*

EMHG.L

1D
-0.21%
1M
0.55%
6M
2.30%
YTD
1.42%
1Y
9.54%
3Y*
9.17%
5Y*
0.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYEM.L vs. EMHG.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%-1.96%
EMHG.L
iShares J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist)
1.42%21.96%3.55%14.71%-28.49%-3.39%6.66%18.35%-13.18%

Correlation

The correlation between HYEM.L and EMHG.L is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.37

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

0.38

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2018

0.37

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Return for Risk

HYEM.L vs. EMHG.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

EMHG.L
EMHG.L Risk / Return Rank: 6565
Overall Rank
EMHG.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EMHG.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
EMHG.L Omega Ratio Rank: 6969
Omega Ratio Rank
EMHG.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
EMHG.L Martin Ratio Rank: 6464
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. EMHG.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 Bond UCITS ETF GBP Hedged (Dist) (EMHG.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.LEMHG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.37

1.17

+0.20

Calmar ratioReturn relative to maximum drawdown

2.69

1.30

+1.39

Martin ratioReturn relative to average drawdown

10.12

4.23

+5.90

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

The current HYEM.L Sharpe Ratio is 1.60, which is higher than the EMHG.L Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of HYEM.L and EMHG.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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Drawdowns

HYEM.L vs. EMHG.L - Drawdown Comparison

The maximum HYEM.L drawdown since its inception was -27.28%, smaller than the maximum EMHG.L drawdown of -44.35%. Use the drawdown chart below to compare losses from any high point for HYEM.L and EMHG.L.


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Drawdown Indicators


HYEM.LEMHG.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.28%

-44.35%

+17.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.94%

-7.32%

+4.38%

Max Drawdown (3Y)

Largest decline over 3 years

-4.27%

-13.08%

+8.81%

Max Drawdown (5Y)

Largest decline over 5 years

-27.28%

-43.78%

+16.50%

Current Drawdown

Current decline from peak

-0.39%

-1.65%

+1.26%

Average Drawdown

Average peak-to-trough decline

-5.09%

-13.87%

+8.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

2.25%

-1.47%

Volatility

HYEM.L vs. EMHG.L - Volatility Comparison

The current volatility for VanEck Emerging Markets High Yield Bond UCITS ETF USD (Acc) (HYEM.L) is 1.12%, while iShares J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist) (EMHG.L) has a volatility of 1.98%. This indicates that HYEM.L experiences smaller price fluctuations and is considered to be less risky than EMHG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYEM.LEMHG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

1.98%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

4.12%

7.76%

-3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

4.94%

10.00%

-5.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.98%

14.59%

-7.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.23%

15.23%

-8.00%

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

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


Dividends

HYEM.L vs. EMHG.L - Dividend Comparison

HYEM.L has not paid dividends to shareholders, while EMHG.L's dividend yield for the trailing twelve months is around 5.72%.


PositionTTM20252024202320222021202020192018
EMHG.L
iShares J.P. Morgan $ EM Bond UCITS ETF GBP Hedged (Dist)
5.72%5.71%5.74%5.61%5.64%3.93%3.85%4.73%3.64%
HYEM.L
VanEck Emerging Markets High Yield Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.09%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HYEM.L and EMHG.L have a correlation of 0.34, 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 EMHG.L.

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

Portfolio Optimizer

Find the right allocation for HYEM.L and EMHG.L

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