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IESG.L vs. EMUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IESG.L vs. EMUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe SRI UCITS ETF (IESG.L) and L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Dist) (EMUS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IESG.L is traded in GBp, while EMUS.L is traded in USD. To make them comparable, the EMUS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IESG.L achieves a 7.43% return, which is significantly higher than EMUS.L's -1.46% return.


IESG.L

1D
-0.35%
1M
-1.16%
6M
4.35%
YTD
7.43%
1Y
9.06%
3Y*
7.76%
5Y*
5.24%
10Y*
8.44%

EMUS.L

1D
0.40%
1M
-1.59%
6M
0.32%
YTD
-1.46%
1Y
2.03%
3Y*
4.18%
5Y*
1.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IESG.L vs. EMUS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IESG.L
iShares MSCI Europe SRI UCITS ETF
7.43%8.44%0.88%14.27%-9.89%17.71%
EMUS.L
L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Dist)
-1.46%0.32%7.37%1.67%-1.12%1.24%

Correlation

The correlation between IESG.L and EMUS.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.09

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

0.05

Correlation (All Time)
Calculated using the full available price history since Jan 15, 2021

0.05

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Return for Risk

IESG.L vs. EMUS.L — Risk / Return Rank

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

IESG.L
IESG.L Risk / Return Rank: 2424
Overall Rank
IESG.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
IESG.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
IESG.L Omega Ratio Rank: 2323
Omega Ratio Rank
IESG.L Calmar Ratio Rank: 2222
Calmar Ratio Rank
IESG.L Martin Ratio Rank: 2626
Martin Ratio Rank

EMUS.L
EMUS.L Risk / Return Rank: 1919
Overall Rank
EMUS.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EMUS.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
EMUS.L Omega Ratio Rank: 2222
Omega Ratio Rank
EMUS.L Calmar Ratio Rank: 1818
Calmar Ratio Rank
EMUS.L Martin Ratio Rank: 1818
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.

IESG.L vs. EMUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe SRI UCITS ETF (IESG.L) and L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Dist) (EMUS.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.


IESG.LEMUS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.13

1.05

+0.08

Calmar ratioReturn relative to maximum drawdown

0.80

0.27

+0.52

Martin ratioReturn relative to average drawdown

2.63

0.59

+2.04

IESG.L vs. EMUS.L - Sharpe Ratio Comparison

The current IESG.L Sharpe Ratio is 0.70, which is higher than the EMUS.L Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of IESG.L and EMUS.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

IESG.L vs. EMUS.L - Drawdown Comparison

The maximum IESG.L drawdown since its inception was -33.61%, which is greater than EMUS.L's maximum drawdown of -12.49%. Use the drawdown chart below to compare losses from any high point for IESG.L and EMUS.L.


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Drawdown Indicators


IESG.LEMUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.61%

-12.49%

-21.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.32%

-7.36%

-3.96%

Max Drawdown (3Y)

Largest decline over 3 years

-15.07%

-9.37%

-5.70%

Max Drawdown (5Y)

Largest decline over 5 years

-20.77%

-12.49%

-8.28%

Max Drawdown (10Y)

Largest decline over 10 years

-25.95%

Current Drawdown

Current decline from peak

-2.33%

-4.13%

+1.80%

Average Drawdown

Average peak-to-trough decline

-6.95%

-4.72%

-2.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

3.41%

+0.03%

Volatility

IESG.L vs. EMUS.L - Volatility Comparison

iShares MSCI Europe SRI UCITS ETF (IESG.L) has a higher volatility of 3.49% compared to L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Dist) (EMUS.L) at 2.01%. This indicates that IESG.L's price experiences larger fluctuations and is considered to be riskier than EMUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IESG.LEMUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

2.01%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

10.90%

5.53%

+5.37%

Volatility (1Y)

Calculated over the trailing 1-year period

12.93%

7.18%

+5.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.26%

8.38%

+7.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

8.32%

+7.46%

IESG.L vs. EMUS.L - Expense Ratio Comparison

IESG.L has a 0.20% expense ratio, which is lower than EMUS.L's 0.35% expense ratio.


Dividends

IESG.L vs. EMUS.L - Dividend Comparison

IESG.L has not paid dividends to shareholders, while EMUS.L's dividend yield for the trailing twelve months is around 2.79%.


PositionTTM20252024202320222021
EMUS.L
L&G Emerging Markets Corporate Bond (USD) Screened UCITS ETF USD (Dist)
2.79%5.39%4.96%4.62%3.79%1.17%
IESG.L
iShares MSCI Europe SRI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IESG.L and EMUS.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IESG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IESG.L is cheaper with a 0.20% expense ratio, compared with 0.35% for EMUS.L.

IESG.L is categorized as ESG, while EMUS.L is Emerging Markets Bonds. IESG.L tracks MSCI Europe SRI Select Reduced Fossil Fuel Index, while EMUS.L tracks J.P. Morgan ESG CEMBI Broad Diversified Custom Maturity Index. They also come from different issuers: iShares and L&G. Their fees differ too: 0.20% for IESG.L and 0.35% for EMUS.L.

Portfolio Optimizer

Find the right allocation for IESG.L and EMUS.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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