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

Performance

IEMB.L vs. VEMA.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 Accumulating (VEMA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IEMB.L achieves a 1.62% return, which is significantly higher than VEMA.L's 1.42% 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%

VEMA.L

1D
0.27%
1M
1.08%
YTD
1.42%
6M
2.18%
1Y
9.70%
3Y*
8.79%
5Y*
2.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEMB.L vs. VEMA.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%10.53%
VEMA.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Accumulating
1.42%12.01%6.31%8.90%-15.42%-1.26%5.63%9.81%

Correlation

The correlation between IEMB.L and VEMA.L is 0.62, 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

0.62

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

0.73

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

0.74

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2019

0.71

The correlation between IEMB.L and VEMA.L shifts across timeframes, from 0.62 (1 year) to 0.74 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IEMB.L vs. VEMA.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

VEMA.L
VEMA.L Risk / Return Rank: 5252
Overall Rank
VEMA.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VEMA.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
VEMA.L Omega Ratio Rank: 5454
Omega Ratio Rank
VEMA.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
VEMA.L Martin Ratio Rank: 4343
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. VEMA.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 Accumulating (VEMA.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.LVEMA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.37

1.29

+0.07

Calmar ratioReturn relative to maximum drawdown

2.58

2.40

+0.18

Martin ratioReturn relative to average drawdown

10.73

9.50

+1.23

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

The current IEMB.L Sharpe Ratio is 1.88, which is comparable to the VEMA.L Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of IEMB.L and VEMA.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.LVEMA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

1.73

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.29

-0.08

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

0.36

+0.14

Drawdowns

IEMB.L vs. VEMA.L - Drawdown Comparison

The maximum IEMB.L drawdown since its inception was -32.08%, which is greater than VEMA.L's maximum drawdown of -24.04%. Use the drawdown chart below to compare losses from any high point for IEMB.L and VEMA.L.


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Drawdown Indicators


IEMB.LVEMA.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.08%

-24.04%

-8.04%

Max Drawdown (1Y)

Largest decline over 1 year

-4.32%

-4.02%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-7.54%

-6.33%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-28.62%

-24.04%

-4.58%

Max Drawdown (10Y)

Largest decline over 10 years

-28.62%

Current Drawdown

Current decline from peak

-0.11%

-0.34%

+0.23%

Average Drawdown

Average peak-to-trough decline

-5.02%

-6.02%

+1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

1.02%

+0.02%

Volatility

IEMB.L vs. VEMA.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 Accumulating (VEMA.L) at 1.95%. This indicates that IEMB.L's price experiences larger fluctuations and is considered to be riskier than VEMA.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.LVEMA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.57%

1.95%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

4.93%

4.27%

+0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

5.95%

5.61%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.87%

8.09%

+0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.25%

9.30%

-0.05%

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

IEMB.L has a 0.45% expense ratio, which is higher than VEMA.L's 0.25% expense ratio.


Dividends

IEMB.L vs. VEMA.L - Dividend Comparison

IEMB.L's dividend yield for the trailing twelve months is around 5.83%, while VEMA.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%
VEMA.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Accumulating
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 VEMA.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEMA.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEMA.L is cheaper with a 0.25% 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 0.25% for VEMA.L.

Portfolio Optimizer

Find the right allocation for IEMB.L and VEMA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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