PortfoliosLab logoPortfoliosLab logo
LEMB.L vs. JPEE.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEMB.L vs. JPEE.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 Emerging Markets Bond UCITS ETF (Acc) (JPEE.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

LEMB.L is traded in USD, while JPEE.L is traded in EUR. To make them comparable, the JPEE.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with LEMB.L having a 1.79% return and JPEE.L slightly lower at 1.77%.


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%

JPEE.L

1D
0.21%
1M
1.09%
YTD
1.77%
6M
2.39%
1Y
11.44%
3Y*
9.76%
5Y*
1.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEMB.L vs. JPEE.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%-0.61%
JPEE.L
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)
1.77%14.20%5.65%9.93%-18.63%-1.37%5.06%15.84%-5.54%0.99%

Correlation

The correlation between LEMB.L and JPEE.L is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.71

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

0.73

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

0.78

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2017

0.76

The correlation between LEMB.L and JPEE.L has been stable across timeframes, ranging from 0.71 to 0.78 - a consistent structural relationship.

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

LEMB.L vs. JPEE.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

JPEE.L
JPEE.L Risk / Return Rank: 5252
Overall Rank
JPEE.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
JPEE.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
JPEE.L Omega Ratio Rank: 4949
Omega Ratio Rank
JPEE.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
JPEE.L Martin Ratio Rank: 5353
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. JPEE.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 Emerging Markets Bond UCITS ETF (Acc) (JPEE.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.LJPEE.LDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.39

1.35

+0.04

Calmar ratioReturn relative to maximum drawdown

2.86

2.54

+0.32

Martin ratioReturn relative to average drawdown

11.44

10.41

+1.03

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

The current LEMB.L Sharpe Ratio is 2.04, which is comparable to the JPEE.L Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of LEMB.L and JPEE.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...

Sharpe Ratios by Period


LEMB.LJPEE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

1.94

+0.10

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

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.27

+0.04

Drawdowns

LEMB.L vs. JPEE.L - Drawdown Comparison

The maximum LEMB.L drawdown since its inception was -27.40%, roughly equal to the maximum JPEE.L drawdown of -28.48%. Use the drawdown chart below to compare losses from any high point for LEMB.L and JPEE.L.


Loading charts...

Drawdown Indicators


LEMB.LJPEE.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.40%

-28.48%

+1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.74%

-4.48%

+0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-8.59%

-7.19%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-26.85%

-28.48%

+1.63%

Max Drawdown (10Y)

Largest decline over 10 years

-27.40%

Current Drawdown

Current decline from peak

-0.02%

-0.16%

+0.14%

Average Drawdown

Average peak-to-trough decline

-7.90%

-7.15%

-0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

1.10%

-0.16%

Volatility

LEMB.L vs. JPEE.L - Volatility Comparison

Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (JPEE.L) have volatilities of 2.05% and 1.97%, 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.


Loading charts...

Volatility by Period


LEMB.LJPEE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

1.97%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

4.31%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

5.25%

5.89%

-0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.89%

9.21%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.18%

10.07%

+0.11%

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

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


Dividends

LEMB.L vs. JPEE.L - Dividend Comparison

LEMB.L's dividend yield for the trailing twelve months is around 5.20%, while JPEE.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
JPEE.L
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (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%
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


LEMB.L and JPEE.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 JPEE.L.

Both ETFs track JPM EMBI Global Diversified TR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LEMB.L and 0.45% for JPEE.L.

Portfolio Optimizer

Find the right allocation for LEMB.L and JPEE.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