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IBAT vs. EMLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBAT vs. EMLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Energy Storage & Materials ETF (IBAT) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBAT achieves a 64.52% return, which is significantly higher than EMLC's 0.92% return.


IBAT

1D
-1.22%
1M
10.03%
YTD
64.52%
6M
57.93%
1Y
124.45%
3Y*
5Y*
10Y*

EMLC

1D
-0.55%
1M
1.06%
YTD
0.92%
6M
1.94%
1Y
9.54%
3Y*
6.92%
5Y*
1.17%
10Y*
2.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBAT vs. EMLC - Yearly Performance Comparison


2026 (YTD)20252024
IBAT
iShares Energy Storage & Materials ETF
64.52%32.09%-13.19%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
0.92%18.81%-1.10%

Correlation

The correlation between IBAT and EMLC is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.56

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2024

0.50

The correlation between IBAT and EMLC has been stable across timeframes, ranging from 0.50 to 0.56 - a consistent structural relationship.

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Return for Risk

IBAT vs. EMLC — Risk / Return Rank

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

IBAT
IBAT Risk / Return Rank: 9595
Overall Rank
IBAT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IBAT Sortino Ratio Rank: 9595
Sortino Ratio Rank
IBAT Omega Ratio Rank: 9494
Omega Ratio Rank
IBAT Calmar Ratio Rank: 9797
Calmar Ratio Rank
IBAT Martin Ratio Rank: 9494
Martin Ratio Rank

EMLC
EMLC Risk / Return Rank: 3636
Overall Rank
EMLC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 3737
Sortino Ratio Rank
EMLC Omega Ratio Rank: 4141
Omega Ratio Rank
EMLC Calmar Ratio Rank: 3131
Calmar Ratio Rank
EMLC Martin Ratio Rank: 3535
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.

IBAT vs. EMLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Energy Storage & Materials ETF (IBAT) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). 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.


IBATEMLCDifference
Sharpe ratioReturn per unit of total volatility

+3.36

Sortino ratioReturn per unit of downside risk

+3.16

Omega ratioGain probability vs. loss probability

1.68

1.27

+0.41

Calmar ratioReturn relative to maximum drawdown

10.21

1.55

+8.67

Martin ratioReturn relative to average drawdown

26.91

5.34

+21.57

IBAT vs. EMLC - Sharpe Ratio Comparison

The current IBAT Sharpe Ratio is 4.75, which is higher than the EMLC Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of IBAT and EMLC, 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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Sharpe Ratios by Period


IBATEMLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.75

1.39

+3.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

0.11

+1.31

Drawdowns

IBAT vs. EMLC - Drawdown Comparison

The maximum IBAT drawdown since its inception was -28.26%, smaller than the maximum EMLC drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for IBAT and EMLC.


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Drawdown Indicators


IBATEMLCDifference

Max Drawdown

Largest peak-to-trough decline

-28.26%

-32.43%

+4.17%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-6.19%

-6.06%

Max Drawdown (3Y)

Largest decline over 3 years

-9.15%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

Max Drawdown (10Y)

Largest decline over 10 years

-26.47%

Current Drawdown

Current decline from peak

-1.25%

-4.28%

+3.03%

Average Drawdown

Average peak-to-trough decline

-7.74%

-14.37%

+6.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

1.79%

+2.85%

Volatility

IBAT vs. EMLC - Volatility Comparison

iShares Energy Storage & Materials ETF (IBAT) has a higher volatility of 10.25% compared to VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) at 2.21%. This indicates that IBAT's price experiences larger fluctuations and is considered to be riskier than EMLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBATEMLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.25%

2.21%

+8.04%

Volatility (6M)

Calculated over the trailing 6-month period

20.28%

5.99%

+14.29%

Volatility (1Y)

Calculated over the trailing 1-year period

26.35%

6.90%

+19.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.83%

9.13%

+14.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.83%

10.05%

+13.78%

IBAT vs. EMLC - Expense Ratio Comparison

IBAT has a 0.47% expense ratio, which is higher than EMLC's 0.30% expense ratio.


Dividends

IBAT vs. EMLC - Dividend Comparison

IBAT's dividend yield for the trailing twelve months is around 0.70%, less than EMLC's 6.19% yield.


PositionTTM20252024202320222021202020192018201720162015
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.19%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%
IBAT
iShares Energy Storage & Materials ETF
0.70%1.15%1.37%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IBAT and EMLC have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBAT has higher volatility (10.25%) compared to EMLC (2.21%). In terms of maximum drawdown, IBAT dropped -28.26% vs EMLC's -32.43%.

On 1-year performance, IBAT leads with 124.45% vs 9.54% for EMLC. On fees, EMLC is cheaper at 0.30% per year. On volatility, EMLC has been the lower-risk option at 2.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBAT has performed better with a 124.45% return vs 9.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EMLC is cheaper with a 0.30% expense ratio, compared with 0.47% for IBAT.

EMLC has the higher dividend yield at 6.19%, compared with 0.70% for IBAT.

IBAT is categorized as Alternative Energy Equities, while EMLC is Emerging Markets Bonds. IBAT tracks STOXX Global Energy Storage and Materials, while EMLC tracks J.P. Morgan Government Bond Index Emerging Markets Global Core Index. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.47% for IBAT and 0.30% for EMLC.

IBAT currently has the higher Sharpe Ratio (4.75 vs 1.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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