PortfoliosLab logoPortfoliosLab logo
IGLO.L vs. EMSM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGLO.L vs. EMSM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Government Bond UCITS (IGLO.L) and SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, IGLO.L achieves a -1.52% return, which is significantly lower than EMSM.L's 10.43% return. Over the past 10 years, IGLO.L has underperformed EMSM.L with an annualized return of -0.99%, while EMSM.L has yielded a comparatively higher 9.17% annualized return.


IGLO.L

1D
0.14%
1M
-0.03%
YTD
-1.52%
6M
-1.54%
1Y
-1.18%
3Y*
1.41%
5Y*
-3.17%
10Y*
-0.99%

EMSM.L

1D
-1.22%
1M
-4.55%
YTD
10.43%
6M
10.82%
1Y
20.07%
3Y*
15.01%
5Y*
6.42%
10Y*
9.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGLO.L vs. EMSM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGLO.L
iShares Global Government Bond UCITS
-1.52%7.14%-3.65%4.00%-17.69%-6.89%9.37%5.54%-0.30%6.12%
EMSM.L
SPDR MSCI Emerging Markets Small Cap UCITS ETF
10.43%20.61%2.85%21.57%-16.97%16.60%19.68%9.94%-18.02%34.68%

Correlation

The correlation between IGLO.L and EMSM.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.29

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

0.24

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

0.14

Correlation (All Time)
Calculated using the full available price history since May 16, 2011

0.07

Over the past year, IGLO.L and EMSM.L have become more correlated (0.33) than their long-term average of 0.07, meaning their price movements have been converging.

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

IGLO.L vs. EMSM.L — Risk / Return Rank

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

IGLO.L
IGLO.L Risk / Return Rank: 77
Overall Rank
IGLO.L Sharpe Ratio Rank: 77
Sharpe Ratio Rank
IGLO.L Sortino Ratio Rank: 77
Sortino Ratio Rank
IGLO.L Omega Ratio Rank: 77
Omega Ratio Rank
IGLO.L Calmar Ratio Rank: 77
Calmar Ratio Rank
IGLO.L Martin Ratio Rank: 66
Martin Ratio Rank

EMSM.L
EMSM.L Risk / Return Rank: 5252
Overall Rank
EMSM.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EMSM.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
EMSM.L Omega Ratio Rank: 5151
Omega Ratio Rank
EMSM.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
EMSM.L Martin Ratio Rank: 5454
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.

IGLO.L vs. EMSM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Government Bond UCITS (IGLO.L) and SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.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.


IGLO.LEMSM.LDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

0.97

1.21

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.28

1.76

-2.03

Martin ratioReturn relative to average drawdown

-0.64

5.87

-6.51

IGLO.L vs. EMSM.L - Sharpe Ratio Comparison

The current IGLO.L Sharpe Ratio is -0.20, which is lower than the EMSM.L Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of IGLO.L and EMSM.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

IGLO.L vs. EMSM.L - Drawdown Comparison

The maximum IGLO.L drawdown since its inception was -28.01%, smaller than the maximum EMSM.L drawdown of -61.26%. Use the drawdown chart below to compare losses from any high point for IGLO.L and EMSM.L.


Loading charts...

Drawdown Indicators


IGLO.LEMSM.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.01%

-61.26%

+33.25%

Max Drawdown (1Y)

Largest decline over 1 year

-4.28%

-11.38%

+7.10%

Max Drawdown (3Y)

Largest decline over 3 years

-7.93%

-24.76%

+16.83%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

-27.63%

+1.75%

Max Drawdown (10Y)

Largest decline over 10 years

-28.01%

-48.98%

+20.97%

Current Drawdown

Current decline from peak

-18.99%

-6.22%

-12.77%

Average Drawdown

Average peak-to-trough decline

-9.05%

-31.78%

+22.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

3.41%

-1.55%

Volatility

IGLO.L vs. EMSM.L - Volatility Comparison

The current volatility for iShares Global Government Bond UCITS (IGLO.L) is 1.57%, while SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.L) has a volatility of 7.45%. This indicates that IGLO.L experiences smaller price fluctuations and is considered to be less risky than EMSM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IGLO.LEMSM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

7.45%

-5.88%

Volatility (6M)

Calculated over the trailing 6-month period

4.38%

16.02%

-11.64%

Volatility (1Y)

Calculated over the trailing 1-year period

5.85%

18.08%

-12.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

21.35%

-13.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.66%

20.23%

-13.57%

IGLO.L vs. EMSM.L - Expense Ratio Comparison

IGLO.L has a 0.20% expense ratio, which is lower than EMSM.L's 0.55% expense ratio.


Dividends

IGLO.L vs. EMSM.L - Dividend Comparison

IGLO.L's dividend yield for the trailing twelve months is around 3.09%, while EMSM.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EMSM.L
SPDR MSCI Emerging Markets Small Cap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGLO.L
iShares Global Government Bond UCITS
3.09%2.86%2.51%1.47%0.78%0.63%0.99%1.21%1.07%0.93%1.09%0.60%

Frequently Asked Questions


IGLO.L and EMSM.L have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IGLO.L is cheaper with a 0.20% expense ratio, compared with 0.55% for EMSM.L.

IGLO.L is categorized as Global Bonds, while EMSM.L is Emerging Markets Equities. IGLO.L tracks Bloomberg Global Aggregate TR USD, while EMSM.L tracks MSCI Emerging Markets SMID NR USD. They also come from different issuers: iShares and State Street. Their fees differ too: 0.20% for IGLO.L and 0.55% for EMSM.L.

Portfolio Optimizer

Find the right allocation for IGLO.L and EMSM.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