PortfoliosLab logoPortfoliosLab logo
IGAA.L vs. EMCA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGAA.L vs. EMCA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Emerging Asia Local Govt Bond UCITS ETF USD (Acc) (IGAA.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IGAA.L achieves a -4.38% return, which is significantly lower than EMCA.L's 1.49% return.


IGAA.L

1D
0.00%
1M
-0.70%
6M
-3.57%
YTD
-4.38%
1Y
-4.86%
3Y*
1.26%
5Y*
-0.14%
10Y*

EMCA.L

1D
-0.15%
1M
-0.44%
6M
1.04%
YTD
1.49%
1Y
5.60%
3Y*
6.82%
5Y*
1.90%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGAA.L vs. EMCA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IGAA.L
iShares Emerging Asia Local Govt Bond UCITS ETF USD (Acc)
-4.38%5.88%1.45%4.93%-8.03%-4.34%9.11%9.15%-0.00%
EMCA.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc)
1.49%8.60%6.21%7.96%-12.09%-0.51%7.04%13.77%0.89%

Correlation

The correlation between IGAA.L and EMCA.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.31

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

0.39

Correlation (All Time)
Calculated using the full available price history since May 31, 2018

0.34

The correlation between IGAA.L and EMCA.L shifts across timeframes, from 0.28 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IGAA.L vs. EMCA.L — Risk / Return Rank

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

IGAA.L
IGAA.L Risk / Return Rank: 33
Overall Rank
IGAA.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
IGAA.L Sortino Ratio Rank: 33
Sortino Ratio Rank
IGAA.L Omega Ratio Rank: 33
Omega Ratio Rank
IGAA.L Calmar Ratio Rank: 33
Calmar Ratio Rank
IGAA.L Martin Ratio Rank: 11
Martin Ratio Rank

EMCA.L
EMCA.L Risk / Return Rank: 6464
Overall Rank
EMCA.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EMCA.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
EMCA.L Omega Ratio Rank: 5959
Omega Ratio Rank
EMCA.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
EMCA.L Martin Ratio Rank: 7373
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.

IGAA.L vs. EMCA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Asia Local Govt Bond UCITS ETF USD (Acc) (IGAA.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.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.


IGAA.LEMCA.LDifference
Sharpe ratioReturn per unit of total volatility

-2.32

Sortino ratioReturn per unit of downside risk

-3.47

Omega ratioGain probability vs. loss probability

0.86

1.27

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.73

2.52

-3.25

Martin ratioReturn relative to average drawdown

-1.50

9.78

-11.27

IGAA.L vs. EMCA.L - Sharpe Ratio Comparison

The current IGAA.L Sharpe Ratio is -0.87, which is lower than the EMCA.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of IGAA.L and EMCA.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.


Loading charts...

Drawdowns

IGAA.L vs. EMCA.L - Drawdown Comparison

The maximum IGAA.L drawdown since its inception was -21.59%, smaller than the maximum EMCA.L drawdown of -24.69%. Use the drawdown chart below to compare losses from any high point for IGAA.L and EMCA.L.


Loading charts...

Drawdown Indicators


IGAA.LEMCA.LDifference

Max Drawdown

Largest peak-to-trough decline

-21.59%

-24.69%

+3.10%

Max Drawdown (1Y)

Largest decline over 1 year

-6.63%

-2.21%

-4.42%

Max Drawdown (3Y)

Largest decline over 3 years

-7.34%

-3.58%

-3.76%

Max Drawdown (5Y)

Largest decline over 5 years

-18.76%

-20.14%

+1.38%

Current Drawdown

Current decline from peak

-5.80%

-0.59%

-5.21%

Average Drawdown

Average peak-to-trough decline

-5.56%

-4.05%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

0.57%

+2.67%

Volatility

IGAA.L vs. EMCA.L - Volatility Comparison

iShares Emerging Asia Local Govt Bond UCITS ETF USD (Acc) (IGAA.L) has a higher volatility of 1.36% compared to iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.L) at 1.06%. This indicates that IGAA.L's price experiences larger fluctuations and is considered to be riskier than EMCA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IGAA.LEMCA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.06%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

4.90%

3.26%

+1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

5.60%

3.82%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.29%

5.25%

+1.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.12%

8.78%

-2.66%

IGAA.L vs. EMCA.L - Expense Ratio Comparison

Both IGAA.L and EMCA.L have an expense ratio of 0.50%.


Dividends

IGAA.L vs. EMCA.L - Dividend Comparison

Neither IGAA.L nor EMCA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IGAA.L and EMCA.L have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IGAA.L and EMCA.L have the same expense ratio: 0.50% per year.

IGAA.L tracks BBG EM Asia Local Currency Govt Country Cap NET Index, while EMCA.L tracks J.P. Morgan CEMBI Broad Diversified Core Index.

Portfolio Optimizer

Find the right allocation for IGAA.L and EMCA.L

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

Open Portfolio Optimizer