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

Performance

IEMB.L vs. VDEA.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 Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.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 1.62% return, which is significantly higher than VDEA.L's 1.53% return.


IEMB.L

1D
0.41%
1M
1.01%
YTD
1.62%
6M
2.22%
1Y
11.20%
3Y*
9.72%
5Y*
1.91%
10Y*
3.32%

VDEA.L

1D
0.38%
1M
0.92%
YTD
1.53%
6M
1.87%
1Y
9.45%
3Y*
8.87%
5Y*
2.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
IEMB.L
iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist)
1.62%13.71%5.70%10.54%-18.35%-2.28%5.57%10.39%
VDEA.L
Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation
1.53%11.45%6.35%9.72%-15.28%-1.74%6.10%9.05%

Correlation

The correlation between IEMB.L and VDEA.L is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.90

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

0.92

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2019

0.90

The correlation between IEMB.L and VDEA.L has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

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Return for Risk

IEMB.L vs. VDEA.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: 6060
Overall Rank
IEMB.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IEMB.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IEMB.L Omega Ratio Rank: 6161
Omega Ratio Rank
IEMB.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
IEMB.L Martin Ratio Rank: 6161
Martin Ratio Rank

VDEA.L
VDEA.L Risk / Return Rank: 5757
Overall Rank
VDEA.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VDEA.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
VDEA.L Omega Ratio Rank: 5656
Omega Ratio Rank
VDEA.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
VDEA.L Martin Ratio Rank: 5858
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. VDEA.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 Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.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.


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

0.00

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.37

1.34

+0.03

Calmar ratioReturn relative to maximum drawdown

2.58

2.56

+0.02

Martin ratioReturn relative to average drawdown

10.73

10.10

+0.63

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

The current IEMB.L Sharpe Ratio is 1.88, which is comparable to the VDEA.L Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of IEMB.L and VDEA.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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Sharpe Ratios by Period


IEMB.LVDEA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

1.88

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.33

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.42

+0.09

Drawdowns

IEMB.L vs. VDEA.L - Drawdown Comparison

The maximum IEMB.L drawdown since its inception was -32.08%, which is greater than VDEA.L's maximum drawdown of -24.08%. Use the drawdown chart below to compare losses from any high point for IEMB.L and VDEA.L.


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Drawdown Indicators


IEMB.LVDEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.08%

-24.08%

-8.00%

Max Drawdown (1Y)

Largest decline over 1 year

-4.32%

-3.66%

-0.66%

Max Drawdown (3Y)

Largest decline over 3 years

-7.54%

-6.16%

-1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-28.62%

-24.08%

-4.54%

Max Drawdown (10Y)

Largest decline over 10 years

-28.62%

Current Drawdown

Current decline from peak

-0.11%

-0.13%

+0.02%

Average Drawdown

Average peak-to-trough decline

-5.02%

-6.08%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

0.93%

+0.11%

Volatility

IEMB.L vs. VDEA.L - Volatility Comparison

iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist) (IEMB.L) has a higher volatility of 2.57% compared to Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation (VDEA.L) at 2.08%. This indicates that IEMB.L's price experiences larger fluctuations and is considered to be riskier than VDEA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEMB.LVDEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

2.08%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

4.93%

4.05%

+0.88%

Volatility (1Y)

Calculated over the trailing 1-year period

5.95%

5.00%

+0.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.87%

7.26%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.25%

8.37%

+0.88%

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

IEMB.L has a 0.45% expense ratio, which is higher than VDEA.L's 0.23% expense ratio.


Dividends

IEMB.L vs. VDEA.L - Dividend Comparison

IEMB.L's dividend yield for the trailing twelve months is around 5.83%, while VDEA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IEMB.L
iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist)
5.83%5.85%5.80%5.65%5.55%3.95%3.86%4.73%4.82%4.79%5.57%4.78%
VDEA.L
Vanguard USD Emerging Markets Government Bond UCITS ETF USD Accumulation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IEMB.L and VDEA.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VDEA.L is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VDEA.L is cheaper with a 0.23% expense ratio, compared with 0.45% for IEMB.L.

They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.45% for IEMB.L and 0.23% for VDEA.L.

Portfolio Optimizer

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