IUS7.DE vs. EMIE.DE
IUS7.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)) and EMIE.DE (UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc) are both Emerging Markets Bonds funds - IUS7.DE tracks the JP Morgan EMBI Global Core while EMIE.DE tracks the JP Morgan USD Emerging Markets IG ESG Diversified Bond (EUR Hedged). Both are passively managed. Over the past 5 years, IUS7.DE returned 2.86%/yr vs -2.28%/yr for EMIE.DE. A 0.51 correlation means they provide meaningful diversification when combined. IUS7.DE charges 0.45%/yr vs 0.43%/yr for EMIE.DE.
Performance
IUS7.DE vs. EMIE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IUS7.DE achieves a 2.97% return, which is significantly higher than EMIE.DE's -0.43% return.
IUS7.DE
- 1D
- 0.14%
- 1M
- 1.36%
- YTD
- 2.97%
- 6M
- 2.33%
- 1Y
- 9.74%
- 3Y*
- 6.75%
- 5Y*
- 2.86%
- 10Y*
- 3.08%
EMIE.DE
- 1D
- 0.18%
- 1M
- -0.30%
- YTD
- -0.43%
- 6M
- -0.37%
- 1Y
- 4.03%
- 3Y*
- 2.76%
- 5Y*
- -2.28%
- 10Y*
- —
IUS7.DE vs. EMIE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 2.97% | 1.14% | 11.74% | 6.77% | -13.16% | 5.75% | -4.03% | 3.18% |
EMIE.DE UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc | -0.43% | 7.05% | -0.36% | 3.88% | -19.72% | -2.93% | 6.95% | 2.47% |
Correlation
The correlation between IUS7.DE and EMIE.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2019 | 0.51 |
Over the past year, the correlation between IUS7.DE and EMIE.DE has dropped to 0.30 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.
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Return for Risk
IUS7.DE vs. EMIE.DE — Risk / Return Rank
IUS7.DE
EMIE.DE
IUS7.DE vs. EMIE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) and UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc (EMIE.DE). 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.
| IUS7.DE | EMIE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.19 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 1.12 | +1.88 |
| Martin ratioReturn relative to average drawdown | 9.17 | 3.63 | +5.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IUS7.DE | EMIE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 1.07 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | -0.34 | +0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | -0.11 | +0.72 |
Drawdowns
IUS7.DE vs. EMIE.DE - Drawdown Comparison
The maximum IUS7.DE drawdown since its inception was -27.13%, roughly equal to the maximum EMIE.DE drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for IUS7.DE and EMIE.DE.
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Drawdown Indicators
| IUS7.DE | EMIE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.13% | -26.98% | -0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -3.09% | -3.53% | +0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -12.95% | -6.97% | -5.98% |
Max Drawdown (5Y)Largest decline over 5 years | -15.90% | -25.83% | +9.93% |
Max Drawdown (10Y)Largest decline over 10 years | -27.13% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -14.02% | +14.02% |
Average DrawdownAverage peak-to-trough decline | -6.48% | -12.69% | +6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 1.09% | -0.08% |
Volatility
IUS7.DE vs. EMIE.DE - Volatility Comparison
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) and UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc (EMIE.DE) have volatilities of 1.24% and 1.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IUS7.DE | EMIE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 1.28% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 4.03% | 2.83% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.97% | 3.73% | +2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.56% | 6.67% | +1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.02% | 7.95% | +3.07% |
IUS7.DE vs. EMIE.DE - Expense Ratio Comparison
IUS7.DE has a 0.45% expense ratio, which is higher than EMIE.DE's 0.43% expense ratio.
Dividends
IUS7.DE vs. EMIE.DE - Dividend Comparison
IUS7.DE's dividend yield for the trailing twelve months is around 5.80%, while EMIE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMIE.DE UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUS7.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) | 5.80% | 6.10% | 5.62% | 5.77% | 5.63% | 3.80% | 4.17% | 4.72% | 4.70% | 5.11% | 5.29% | 4.71% |
Frequently Asked Questions
IUS7.DE and EMIE.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMIE.DE is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMIE.DE is cheaper with a 0.43% expense ratio, compared with 0.45% for IUS7.DE.
IUS7.DE tracks JP Morgan EMBI Global Core, while EMIE.DE tracks JP Morgan USD Emerging Markets IG ESG Diversified Bond (EUR Hedged). They also come from different issuers: iShares and UBS. Their fees differ too: 0.45% for IUS7.DE and 0.43% for EMIE.DE.
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