PortfoliosLab logoPortfoliosLab logo
IEMB.L vs. EMHD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEMB.L vs. EMHD.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 Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist (EMHD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IEMB.L achieves a 1.65% return, which is significantly lower than EMHD.L's 9.69% return. Over the past 10 years, IEMB.L has underperformed EMHD.L with an annualized return of 2.92%, while EMHD.L has yielded a comparatively higher 6.52% annualized 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%

EMHD.L

1D
1.35%
1M
1.00%
6M
7.11%
YTD
9.69%
1Y
22.52%
3Y*
14.58%
5Y*
6.61%
10Y*
6.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%-5.53%9.73%
EMHD.L
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist
9.69%26.92%2.28%10.90%-17.26%13.67%-6.85%15.06%-6.42%25.33%

Correlation

The correlation between IEMB.L and EMHD.L is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.44

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

0.39

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

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since May 27, 2016

0.45

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

IEMB.L vs. EMHD.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

EMHD.L
EMHD.L Risk / Return Rank: 6464
Overall Rank
EMHD.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
EMHD.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
EMHD.L Omega Ratio Rank: 6060
Omega Ratio Rank
EMHD.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
EMHD.L Martin Ratio Rank: 5252
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. EMHD.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 Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist (EMHD.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.LEMHD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.33

1.30

+0.03

Calmar ratioReturn relative to maximum drawdown

2.31

2.65

-0.35

Martin ratioReturn relative to average drawdown

9.59

7.32

+2.27

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

The current IEMB.L Sharpe Ratio is 1.70, which is comparable to the EMHD.L Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of IEMB.L and EMHD.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

IEMB.L vs. EMHD.L - Drawdown Comparison

The maximum IEMB.L drawdown since its inception was -31.65%, smaller than the maximum EMHD.L drawdown of -38.32%. Use the drawdown chart below to compare losses from any high point for IEMB.L and EMHD.L.


Loading charts...

Drawdown Indicators


IEMB.LEMHD.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.65%

-38.32%

+6.67%

Max Drawdown (1Y)

Largest decline over 1 year

-4.32%

-8.45%

+4.13%

Max Drawdown (3Y)

Largest decline over 3 years

-7.54%

-13.96%

+6.42%

Max Drawdown (5Y)

Largest decline over 5 years

-28.62%

-30.44%

+1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-28.62%

-38.32%

+9.70%

Current Drawdown

Current decline from peak

-0.73%

-3.52%

+2.79%

Average Drawdown

Average peak-to-trough decline

-4.96%

-9.73%

+4.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

3.07%

-2.03%

Volatility

IEMB.L vs. EMHD.L - Volatility Comparison

The current volatility for iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist) (IEMB.L) is 1.10%, while Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist (EMHD.L) has a volatility of 3.78%. This indicates that IEMB.L experiences smaller price fluctuations and is considered to be less risky than EMHD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IEMB.LEMHD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

3.78%

-2.68%

Volatility (6M)

Calculated over the trailing 6-month period

5.03%

9.70%

-4.67%

Volatility (1Y)

Calculated over the trailing 1-year period

5.89%

12.66%

-6.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.89%

15.09%

-6.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.24%

16.60%

-7.36%

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

IEMB.L has a 0.45% expense ratio, which is lower than EMHD.L's 0.49% expense ratio.


Dividends

IEMB.L vs. EMHD.L - Dividend Comparison

IEMB.L's dividend yield for the trailing twelve months is around 5.77%, more than EMHD.L's 4.79% yield.


PositionTTM20252024202320222021202020192018201720162015
EMHD.L
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist
4.79%5.17%5.77%5.99%9.02%6.08%4.02%5.04%5.51%4.92%2.37%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 EMHD.L have a correlation of 0.44, 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 0.49% for EMHD.L.

IEMB.L is categorized as Emerging Markets Bonds, while EMHD.L is Emerging Markets Equities. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.45% for IEMB.L and 0.49% for EMHD.L.

Portfolio Optimizer

Find the right allocation for IEMB.L and EMHD.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