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LEMB vs. EMHC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LEMB vs. EMHC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) and SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC). The values are adjusted to include any dividend payments, if applicable.

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LEMB vs. EMHC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
-1.85%18.02%-1.72%7.23%-10.74%-5.23%
EMHC
SPDR Bloomberg Emerging Markets USD Bond ETF
-1.69%14.07%3.52%10.06%-17.75%1.68%

Returns By Period

In the year-to-date period, LEMB achieves a -1.85% return, which is significantly lower than EMHC's -1.69% return.


LEMB

1D
0.94%
1M
-5.03%
YTD
-1.85%
6M
1.44%
1Y
11.60%
3Y*
5.53%
5Y*
0.81%
10Y*
1.00%

EMHC

1D
0.81%
1M
-3.43%
YTD
-1.69%
6M
1.67%
1Y
9.31%
3Y*
7.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LEMB vs. EMHC - Expense Ratio Comparison

LEMB has a 0.30% expense ratio, which is higher than EMHC's 0.23% expense ratio.


Return for Risk

LEMB vs. EMHC — Risk / Return Rank

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

LEMB
LEMB Risk / Return Rank: 8383
Overall Rank
LEMB Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LEMB Sortino Ratio Rank: 8686
Sortino Ratio Rank
LEMB Omega Ratio Rank: 8484
Omega Ratio Rank
LEMB Calmar Ratio Rank: 7777
Calmar Ratio Rank
LEMB Martin Ratio Rank: 8181
Martin Ratio Rank

EMHC
EMHC Risk / Return Rank: 7878
Overall Rank
EMHC Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EMHC Sortino Ratio Rank: 7979
Sortino Ratio Rank
EMHC Omega Ratio Rank: 7777
Omega Ratio Rank
EMHC Calmar Ratio Rank: 8080
Calmar Ratio Rank
EMHC Martin Ratio Rank: 8181
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 vs. EMHC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) and SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC). 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.


LEMBEMHCDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.38

+0.32

Sortino ratio

Return per unit of downside risk

2.29

2.01

+0.27

Omega ratio

Gain probability vs. loss probability

1.33

1.29

+0.04

Calmar ratio

Return relative to maximum drawdown

1.99

2.18

-0.19

Martin ratio

Return relative to average drawdown

8.51

8.84

-0.33

LEMB vs. EMHC - Sharpe Ratio Comparison

The current LEMB Sharpe Ratio is 1.70, which is comparable to the EMHC Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of LEMB and EMHC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LEMBEMHCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.38

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.15

-0.12

Correlation

The correlation between LEMB and EMHC is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LEMB vs. EMHC - Dividend Comparison

LEMB's dividend yield for the trailing twelve months is around 2.49%, less than EMHC's 6.33% yield.


TTM20252024202320222021202020192018201720162015
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
2.49%2.44%0.00%1.34%0.86%3.89%0.00%4.39%3.46%0.00%0.00%0.64%
EMHC
SPDR Bloomberg Emerging Markets USD Bond ETF
6.33%6.16%5.95%5.12%5.11%2.97%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LEMB vs. EMHC - Drawdown Comparison

The maximum LEMB drawdown since its inception was -30.82%, which is greater than EMHC's maximum drawdown of -28.03%. Use the drawdown chart below to compare losses from any high point for LEMB and EMHC.


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Drawdown Indicators


LEMBEMHCDifference

Max Drawdown

Largest peak-to-trough decline

-30.82%

-28.03%

-2.79%

Max Drawdown (1Y)

Largest decline over 1 year

-6.00%

-4.37%

-1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-25.29%

Max Drawdown (10Y)

Largest decline over 10 years

-29.09%

Current Drawdown

Current decline from peak

-7.73%

-3.44%

-4.29%

Average Drawdown

Average peak-to-trough decline

-12.83%

-10.22%

-2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.40%

1.08%

+0.32%

Volatility

LEMB vs. EMHC - Volatility Comparison

iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) has a higher volatility of 3.56% compared to SPDR Bloomberg Emerging Markets USD Bond ETF (EMHC) at 2.75%. This indicates that LEMB's price experiences larger fluctuations and is considered to be riskier than EMHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEMBEMHCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

2.75%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

4.71%

3.85%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

6.85%

6.76%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.19%

9.05%

-0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.33%

9.05%

+0.28%