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IEMS.L vs. IAGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEMS.L vs. IAGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Emerging Markets Small Cap UCITS ETF (IEMS.L) and iShares Core International Aggregate Bond ETF (IAGG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEMS.L achieves a 15.99% return, which is significantly higher than IAGG's 0.86% return. Over the past 10 years, IEMS.L has outperformed IAGG with an annualized return of 9.32%, while IAGG has yielded a comparatively lower 2.16% annualized return.


IEMS.L

1D
-0.70%
1M
-1.03%
YTD
15.99%
6M
16.76%
1Y
29.31%
3Y*
17.49%
5Y*
7.12%
10Y*
9.32%

IAGG

1D
-0.16%
1M
0.04%
YTD
0.86%
6M
0.85%
1Y
2.38%
3Y*
4.58%
5Y*
1.10%
10Y*
2.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEMS.L vs. IAGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEMS.L
iShares MSCI Emerging Markets Small Cap UCITS ETF
15.99%19.35%2.60%23.28%-18.98%19.00%18.41%10.59%-19.12%34.91%
IAGG
iShares Core International Aggregate Bond ETF
0.86%3.26%4.51%8.49%-10.86%-1.87%4.63%7.99%3.38%2.09%

Correlation

The correlation between IEMS.L and IAGG is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.19

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

0.12

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

0.03

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2015

0.03

Over the past year, IEMS.L and IAGG have become more correlated (0.31) than their long-term average of 0.03, meaning their price movements have been converging.

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Return for Risk

IEMS.L vs. IAGG — Risk / Return Rank

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

IEMS.L
IEMS.L Risk / Return Rank: 5454
Overall Rank
IEMS.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
IEMS.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
IEMS.L Omega Ratio Rank: 5151
Omega Ratio Rank
IEMS.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
IEMS.L Martin Ratio Rank: 5959
Martin Ratio Rank

IAGG
IAGG Risk / Return Rank: 2323
Overall Rank
IAGG Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IAGG Sortino Ratio Rank: 2323
Sortino Ratio Rank
IAGG Omega Ratio Rank: 2323
Omega Ratio Rank
IAGG Calmar Ratio Rank: 2222
Calmar Ratio Rank
IAGG Martin Ratio Rank: 2424
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.

IEMS.L vs. IAGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Emerging Markets Small Cap UCITS ETF (IEMS.L) and iShares Core International Aggregate Bond ETF (IAGG). 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.


IEMS.LIAGGDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+1.10

Omega ratioGain probability vs. loss probability

1.31

1.15

+0.16

Calmar ratioReturn relative to maximum drawdown

3.05

1.03

+2.02

Martin ratioReturn relative to average drawdown

10.31

3.08

+7.23

IEMS.L vs. IAGG - Sharpe Ratio Comparison

The current IEMS.L Sharpe Ratio is 1.62, which is higher than the IAGG Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of IEMS.L and IAGG, 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


IEMS.LIAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.84

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.24

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.54

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.61

-0.08

Drawdowns

IEMS.L vs. IAGG - Drawdown Comparison

The maximum IEMS.L drawdown since its inception was -49.94%, which is greater than IAGG's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for IEMS.L and IAGG.


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Drawdown Indicators


IEMS.LIAGGDifference

Max Drawdown

Largest peak-to-trough decline

-49.94%

-13.88%

-36.06%

Max Drawdown (1Y)

Largest decline over 1 year

-9.60%

-2.32%

-7.28%

Max Drawdown (3Y)

Largest decline over 3 years

-20.90%

-2.32%

-18.58%

Max Drawdown (5Y)

Largest decline over 5 years

-27.85%

-13.57%

-14.28%

Max Drawdown (10Y)

Largest decline over 10 years

-49.94%

-13.88%

-36.06%

Current Drawdown

Current decline from peak

-2.19%

-1.04%

-1.15%

Average Drawdown

Average peak-to-trough decline

-11.38%

-2.85%

-8.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.85%

0.78%

+2.07%

Volatility

IEMS.L vs. IAGG - Volatility Comparison

iShares MSCI Emerging Markets Small Cap UCITS ETF (IEMS.L) has a higher volatility of 7.31% compared to iShares Core International Aggregate Bond ETF (IAGG) at 1.09%. This indicates that IEMS.L's price experiences larger fluctuations and is considered to be riskier than IAGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEMS.LIAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.31%

1.09%

+6.22%

Volatility (6M)

Calculated over the trailing 6-month period

15.68%

2.41%

+13.27%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

2.84%

+15.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.45%

4.51%

+12.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.32%

4.05%

+14.27%

IEMS.L vs. IAGG - Expense Ratio Comparison

IEMS.L has a 0.74% expense ratio, which is higher than IAGG's 0.07% expense ratio.


Dividends

IEMS.L vs. IAGG - Dividend Comparison

IEMS.L's dividend yield for the trailing twelve months is around 1.61%, less than IAGG's 3.66% yield.


PositionTTM20252024202320222021202020192018201720162015
IAGG
iShares Core International Aggregate Bond ETF
3.66%3.08%4.28%3.55%2.27%1.16%1.95%2.82%3.02%1.74%1.56%0.13%
IEMS.L
iShares MSCI Emerging Markets Small Cap UCITS ETF
1.61%1.70%1.81%2.09%2.47%1.29%1.62%2.05%2.19%1.32%2.08%0.87%

Frequently Asked Questions


IEMS.L and IAGG have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IAGG is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IAGG is cheaper with a 0.07% expense ratio, compared with 0.74% for IEMS.L.

IEMS.L is categorized as Emerging Markets Equities, while IAGG is Global Bonds. IEMS.L tracks MSCI Emerging Markets Small Cap, while IAGG tracks Bloomberg Global Aggregate ex USD 10% Issuer Capped (Hedged) Index. Their fees differ too: 0.74% for IEMS.L and 0.07% for IAGG.

Portfolio Optimizer

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