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IEML.L vs. IGLN.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEML.L vs. IGLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan Emerging Markets Local Government Bond UCITS ETF USD (Dist) (IEML.L) and iShares Physical Gold ETC (IGLN.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, IEML.L achieves a 1.98% return, which is significantly higher than IGLN.L's 0.35% return. Over the past 10 years, IEML.L has underperformed IGLN.L with an annualized return of 2.18%, while IGLN.L has yielded a comparatively higher 12.70% annualized return.


IEML.L

1D
-0.09%
1M
1.97%
YTD
1.98%
6M
2.93%
1Y
9.55%
3Y*
6.85%
5Y*
1.83%
10Y*
2.18%

IGLN.L

1D
-0.60%
1M
-4.81%
YTD
0.35%
6M
0.54%
1Y
26.89%
3Y*
30.04%
5Y*
19.40%
10Y*
12.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEML.L vs. IGLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEML.L
iShares J.P. Morgan Emerging Markets Local Government Bond UCITS ETF USD (Dist)
1.98%18.29%-2.61%11.29%-10.82%-10.44%1.80%11.74%-7.21%13.67%
IGLN.L
iShares Physical Gold ETC
0.35%64.93%26.14%13.44%-0.09%-4.03%24.16%18.30%-1.33%11.69%

Correlation

The correlation between IEML.L and IGLN.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.43

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

0.42

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

0.36

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2011

0.34

The correlation between IEML.L and IGLN.L shifts across timeframes, from 0.34 (all time) to 0.49 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IEML.L vs. IGLN.L — Risk / Return Rank

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

IEML.L
IEML.L Risk / Return Rank: 3535
Overall Rank
IEML.L Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IEML.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
IEML.L Omega Ratio Rank: 3838
Omega Ratio Rank
IEML.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
IEML.L Martin Ratio Rank: 3535
Martin Ratio Rank

IGLN.L
IGLN.L Risk / Return Rank: 2727
Overall Rank
IGLN.L Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
IGLN.L Sortino Ratio Rank: 2727
Sortino Ratio Rank
IGLN.L Omega Ratio Rank: 3030
Omega Ratio Rank
IGLN.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
IGLN.L Martin Ratio Rank: 2626
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.

IEML.L vs. IGLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan Emerging Markets Local Government Bond UCITS ETF USD (Dist) (IEML.L) and iShares Physical Gold ETC (IGLN.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.


IEML.LIGLN.LDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.24

1.21

+0.04

Calmar ratioReturn relative to maximum drawdown

1.55

1.16

+0.38

Martin ratioReturn relative to average drawdown

5.09

3.54

+1.55

IEML.L vs. IGLN.L - Sharpe Ratio Comparison

The current IEML.L Sharpe Ratio is 1.23, which is comparable to the IGLN.L Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of IEML.L and IGLN.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

IEML.L vs. IGLN.L - Drawdown Comparison

The maximum IEML.L drawdown since its inception was -36.66%, smaller than the maximum IGLN.L drawdown of -45.25%. Use the drawdown chart below to compare losses from any high point for IEML.L and IGLN.L.


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Drawdown Indicators


IEML.LIGLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.66%

-45.25%

+8.59%

Max Drawdown (1Y)

Largest decline over 1 year

-6.28%

-23.02%

+16.74%

Max Drawdown (3Y)

Largest decline over 3 years

-9.04%

-23.02%

+13.98%

Max Drawdown (5Y)

Largest decline over 5 years

-25.01%

-23.02%

-1.99%

Max Drawdown (10Y)

Largest decline over 10 years

-28.17%

-23.02%

-5.15%

Current Drawdown

Current decline from peak

-8.42%

-18.39%

+9.97%

Average Drawdown

Average peak-to-trough decline

-19.03%

-19.72%

+0.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

7.58%

-5.67%

Volatility

IEML.L vs. IGLN.L - Volatility Comparison

The current volatility for iShares J.P. Morgan Emerging Markets Local Government Bond UCITS ETF USD (Dist) (IEML.L) is 2.51%, while iShares Physical Gold ETC (IGLN.L) has a volatility of 8.01%. This indicates that IEML.L experiences smaller price fluctuations and is considered to be less risky than IGLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEML.LIGLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.51%

8.01%

-5.50%

Volatility (6M)

Calculated over the trailing 6-month period

6.99%

22.64%

-15.65%

Volatility (1Y)

Calculated over the trailing 1-year period

7.89%

25.59%

-17.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.24%

17.61%

-8.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.08%

15.65%

-5.57%

IEML.L vs. IGLN.L - Expense Ratio Comparison

IEML.L has a 0.50% expense ratio, which is higher than IGLN.L's 0.12% expense ratio.


Dividends

IEML.L vs. IGLN.L - Dividend Comparison

IEML.L's dividend yield for the trailing twelve months is around 6.76%, while IGLN.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IEML.L
iShares J.P. Morgan Emerging Markets Local Government Bond UCITS ETF USD (Dist)
6.76%5.16%5.69%5.02%5.54%4.67%4.83%5.24%5.71%4.99%5.50%3.49%
IGLN.L
iShares Physical Gold ETC
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


IEML.L and IGLN.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGLN.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGLN.L is cheaper with a 0.12% expense ratio, compared with 0.50% for IEML.L.

IEML.L is categorized as Emerging Markets Bonds, while IGLN.L is Gold. IEML.L tracks J.P. Morgan GBI-EM Global Diversified 10% Cap 1% Floor Index, while IGLN.L tracks LBMA Gold Price. Their fees differ too: 0.50% for IEML.L and 0.12% for IGLN.L.

Portfolio Optimizer

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