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LEMB.L vs. IEMB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEMB.L vs. IEMB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L) and iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist) (IEMB.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LEMB.L achieves a 1.79% return, which is significantly higher than IEMB.L's 1.62% return. Over the past 10 years, LEMB.L has underperformed IEMB.L with an annualized return of 2.19%, while IEMB.L has yielded a comparatively higher 3.32% annualized return.


LEMB.L

1D
0.25%
1M
0.96%
YTD
1.79%
6M
2.28%
1Y
10.73%
3Y*
7.40%
5Y*
1.16%
10Y*
2.19%

IEMB.L

1D
0.41%
1M
1.01%
YTD
1.62%
6M
2.22%
1Y
11.20%
3Y*
9.72%
5Y*
1.91%
10Y*
3.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEMB.L vs. IEMB.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEMB.L
Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist
1.79%12.48%0.66%9.26%-16.61%-2.23%4.28%13.91%-4.52%8.55%
IEMB.L
iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist)
1.62%13.71%5.70%10.54%-18.35%-2.28%5.57%16.06%-5.53%9.73%

Correlation

The correlation between LEMB.L and IEMB.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.93

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

0.90

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

0.91

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

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2011

0.82

The correlation between LEMB.L and IEMB.L shifts across timeframes, from 0.82 (all time) to 0.93 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

LEMB.L vs. IEMB.L — Risk / Return Rank

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

LEMB.L
LEMB.L Risk / Return Rank: 6464
Overall Rank
LEMB.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
LEMB.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
LEMB.L Omega Ratio Rank: 6666
Omega Ratio Rank
LEMB.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
LEMB.L Martin Ratio Rank: 6464
Martin Ratio Rank

IEMB.L
IEMB.L Risk / Return Rank: 6060
Overall Rank
IEMB.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IEMB.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IEMB.L Omega Ratio Rank: 6161
Omega Ratio Rank
IEMB.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
IEMB.L Martin Ratio Rank: 6161
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.

LEMB.L vs. IEMB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L) and iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist) (IEMB.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.


LEMB.LIEMB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

2.86

2.58

+0.28

Martin ratioReturn relative to average drawdown

11.44

10.73

+0.71

LEMB.L vs. IEMB.L - Sharpe Ratio Comparison

The current LEMB.L Sharpe Ratio is 2.04, which is comparable to the IEMB.L Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of LEMB.L and IEMB.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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Sharpe Ratios by Period


LEMB.LIEMB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

1.88

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.21

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.36

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.51

-0.20

Drawdowns

LEMB.L vs. IEMB.L - Drawdown Comparison

The maximum LEMB.L drawdown since its inception was -27.40%, smaller than the maximum IEMB.L drawdown of -32.08%. Use the drawdown chart below to compare losses from any high point for LEMB.L and IEMB.L.


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Drawdown Indicators


LEMB.LIEMB.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.40%

-32.08%

+4.68%

Max Drawdown (1Y)

Largest decline over 1 year

-3.74%

-4.32%

+0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-8.59%

-7.54%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-26.85%

-28.62%

+1.77%

Max Drawdown (10Y)

Largest decline over 10 years

-27.40%

-28.62%

+1.22%

Current Drawdown

Current decline from peak

-0.02%

-0.11%

+0.09%

Average Drawdown

Average peak-to-trough decline

-7.90%

-5.02%

-2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

1.04%

-0.10%

Volatility

LEMB.L vs. IEMB.L - Volatility Comparison

The current volatility for Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L) is 2.05%, while iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist) (IEMB.L) has a volatility of 2.57%. This indicates that LEMB.L experiences smaller price fluctuations and is considered to be less risky than IEMB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEMB.LIEMB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

2.57%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

4.93%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

5.25%

5.95%

-0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.89%

8.87%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.18%

9.25%

+0.93%

LEMB.L vs. IEMB.L - Expense Ratio Comparison

LEMB.L has a 0.30% expense ratio, which is lower than IEMB.L's 0.45% expense ratio.


Dividends

LEMB.L vs. IEMB.L - Dividend Comparison

LEMB.L's dividend yield for the trailing twelve months is around 5.20%, less than IEMB.L's 5.83% yield.


PositionTTM20252024202320222021202020192018201720162015
IEMB.L
iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist)
5.83%5.85%5.80%5.65%5.55%3.95%3.86%4.73%4.82%4.79%5.57%4.78%
LEMB.L
Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist
5.20%5.29%3.59%5.90%5.73%4.49%4.12%5.12%5.18%5.14%5.41%6.69%

Frequently Asked Questions


With a correlation of 0.93, LEMB.L and IEMB.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, LEMB.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LEMB.L is cheaper with a 0.30% expense ratio, compared with 0.45% for IEMB.L.

They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LEMB.L and 0.45% for IEMB.L.

Portfolio Optimizer

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