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IEMB.L vs. EMCA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEMB.L vs. EMCA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist) (IEMB.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.

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Returns By Period

In the year-to-date period, IEMB.L achieves a 1.65% return, which is significantly higher than EMCA.L's 1.55% return.


IEMB.L

1D
-0.03%
1M
-0.61%
6M
1.98%
YTD
1.65%
1Y
10.02%
3Y*
8.70%
5Y*
1.75%
10Y*
2.92%

EMCA.L

1D
-0.09%
1M
-0.38%
6M
1.25%
YTD
1.55%
1Y
5.99%
3Y*
6.97%
5Y*
1.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
IEMB.L
iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist)
1.65%13.71%5.70%10.54%-18.35%-2.28%5.57%16.06%-1.19%
EMCA.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc)
1.55%8.60%6.21%7.96%-12.09%-0.51%7.04%13.77%0.89%

Correlation

The correlation between IEMB.L and EMCA.L is 0.53, 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

0.53

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

0.58

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

0.64

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

0.60

The correlation between IEMB.L and EMCA.L shifts across timeframes, from 0.53 (1 year) to 0.64 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

IEMB.L
IEMB.L Risk / Return Rank: 6666
Overall Rank
IEMB.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
IEMB.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
IEMB.L Omega Ratio Rank: 7070
Omega Ratio Rank
IEMB.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
IEMB.L Martin Ratio Rank: 6767
Martin Ratio Rank

EMCA.L
EMCA.L Risk / Return Rank: 6262
Overall Rank
EMCA.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EMCA.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
EMCA.L Omega Ratio Rank: 5757
Omega Ratio Rank
EMCA.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
EMCA.L Martin Ratio Rank: 7070
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist) (IEMB.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.


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

+0.18

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

1.33

1.29

+0.05

Calmar ratioReturn relative to maximum drawdown

2.31

2.63

-0.32

Martin ratioReturn relative to average drawdown

9.59

10.19

-0.60

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

The current IEMB.L Sharpe Ratio is 1.70, which is comparable to the EMCA.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of IEMB.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.


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Drawdowns

IEMB.L vs. EMCA.L - Drawdown Comparison

The maximum IEMB.L drawdown since its inception was -31.65%, 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 IEMB.L and EMCA.L.


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Drawdown Indicators


IEMB.LEMCA.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.65%

-24.69%

-6.96%

Max Drawdown (1Y)

Largest decline over 1 year

-4.32%

-2.21%

-2.11%

Max Drawdown (3Y)

Largest decline over 3 years

-7.54%

-3.58%

-3.96%

Max Drawdown (5Y)

Largest decline over 5 years

-28.62%

-20.14%

-8.48%

Max Drawdown (10Y)

Largest decline over 10 years

-28.62%

Current Drawdown

Current decline from peak

-0.73%

-0.53%

-0.20%

Average Drawdown

Average peak-to-trough decline

-4.96%

-4.05%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.57%

+0.47%

Volatility

IEMB.L vs. EMCA.L - Volatility Comparison

iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist) (IEMB.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.L) have volatilities of 1.10% and 1.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEMB.LEMCA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

1.06%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

5.03%

3.26%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

5.89%

3.82%

+2.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.89%

5.25%

+3.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.24%

8.79%

+0.45%

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

IEMB.L has a 0.45% expense ratio, which is lower than EMCA.L's 0.50% expense ratio.


Dividends

IEMB.L vs. EMCA.L - Dividend Comparison

IEMB.L's dividend yield for the trailing twelve months is around 5.77%, while EMCA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EMCA.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEMB.L
iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist)
5.77%5.85%5.80%5.65%5.55%3.95%3.86%4.73%4.82%4.79%5.57%4.78%

Frequently Asked Questions


IEMB.L and EMCA.L have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEMB.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEMB.L is cheaper with a 0.45% expense ratio, compared with 0.50% for EMCA.L.

Their fees differ too: 0.45% for IEMB.L and 0.50% for EMCA.L.

Portfolio Optimizer

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