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

Performance

LEMB.L vs. TAHY.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 Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.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 1.56% return, which is significantly lower than TAHY.L's 3.88% return.


LEMB.L

1D
-0.01%
1M
-0.77%
6M
1.81%
YTD
1.56%
1Y
9.31%
3Y*
6.46%
5Y*
0.77%
10Y*
1.76%

TAHY.L

1D
0.00%
1M
0.24%
6M
2.85%
YTD
3.88%
1Y
6.69%
3Y*
8.17%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
LEMB.L
Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist
1.56%12.47%0.66%9.26%-16.61%-1.78%
TAHY.L
Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc)
3.88%7.26%17.54%-10.74%-18.39%-13.10%

Correlation

The correlation between LEMB.L and TAHY.L is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.16

Correlation (All Time)
Calculated using the full available price history since Sep 2, 2021

0.21

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Return for Risk

LEMB.L vs. TAHY.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: 7575
Overall Rank
LEMB.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LEMB.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
LEMB.L Omega Ratio Rank: 7878
Omega Ratio Rank
LEMB.L Calmar Ratio Rank: 6666
Calmar Ratio Rank
LEMB.L Martin Ratio Rank: 7373
Martin Ratio Rank

TAHY.L
TAHY.L Risk / Return Rank: 7373
Overall Rank
TAHY.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TAHY.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
TAHY.L Omega Ratio Rank: 8484
Omega Ratio Rank
TAHY.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
TAHY.L Martin Ratio Rank: 5757
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. TAHY.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 Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.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.


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

-0.04

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.35

1.38

-0.03

Calmar ratioReturn relative to maximum drawdown

2.48

2.59

-0.11

Martin ratioReturn relative to average drawdown

9.99

7.38

+2.61

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

The current LEMB.L Sharpe Ratio is 1.80, which is comparable to the TAHY.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of LEMB.L and TAHY.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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Drawdowns

LEMB.L vs. TAHY.L - Drawdown Comparison

The maximum LEMB.L drawdown since its inception was -27.40%, smaller than the maximum TAHY.L drawdown of -51.61%. Use the drawdown chart below to compare losses from any high point for LEMB.L and TAHY.L.


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Drawdown Indicators


LEMB.LTAHY.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.40%

-51.61%

+24.21%

Max Drawdown (1Y)

Largest decline over 1 year

-3.74%

-2.57%

-1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-8.59%

-9.81%

+1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-26.85%

Max Drawdown (10Y)

Largest decline over 10 years

-27.40%

Current Drawdown

Current decline from peak

-0.93%

-17.10%

+16.17%

Average Drawdown

Average peak-to-trough decline

-5.84%

-26.81%

+20.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

0.91%

+0.02%

Volatility

LEMB.L vs. TAHY.L - Volatility Comparison

The current volatility for Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L) is 0.97%, while Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (Acc) (TAHY.L) has a volatility of 1.07%. This indicates that LEMB.L experiences smaller price fluctuations and is considered to be less risky than TAHY.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.LTAHY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

1.07%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

4.26%

2.83%

+1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

5.17%

3.64%

+1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.87%

13.09%

-4.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.13%

13.09%

-2.96%

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

LEMB.L has a 0.30% expense ratio, which is lower than TAHY.L's 0.60% expense ratio.


Dividends

LEMB.L vs. TAHY.L - Dividend Comparison

LEMB.L's dividend yield for the trailing twelve months is around 5.21%, while TAHY.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LEMB.L
Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist
5.21%5.29%3.59%5.91%5.72%4.49%4.12%5.12%5.18%5.14%5.41%6.69%
TAHY.L
Janus Henderson Haitong Asia ex-Japan High Yield Corporate USD Bond Screened Core UCITS ETF USD (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%

Frequently Asked Questions


LEMB.L and TAHY.L have a correlation of 0.17, 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 0.60% for TAHY.L.

LEMB.L is categorized as Emerging Markets Bonds, while TAHY.L is High Yield Bonds. LEMB.L tracks JPM EMBI Global Diversified TR USD, while TAHY.L tracks iBoxx MSCI Scored & Screened Tilted USD Asia ex-Japan High Yield Capped TCA Index. They also come from different issuers: Amundi and Janus Henderson. Their fees differ too: 0.30% for LEMB.L and 0.60% for TAHY.L.

Portfolio Optimizer

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