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LEMB vs. EMLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEMB vs. EMLC - 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 VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). 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 achieves a 2.00% return, which is significantly higher than EMLC's 1.56% return. Over the past 10 years, LEMB has underperformed EMLC with an annualized return of 1.45%, while EMLC has yielded a comparatively higher 2.22% annualized return.


LEMB

1D
-0.05%
1M
1.68%
YTD
2.00%
6M
2.42%
1Y
9.76%
3Y*
5.90%
5Y*
1.19%
10Y*
1.45%

EMLC

1D
-0.08%
1M
1.42%
YTD
1.56%
6M
2.07%
1Y
9.48%
3Y*
6.52%
5Y*
1.78%
10Y*
2.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEMB vs. EMLC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
2.00%18.02%-1.72%7.23%-10.74%-9.92%3.10%6.40%-7.49%12.49%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
1.56%18.81%-2.97%11.18%-10.58%-9.72%3.08%9.79%-7.57%13.84%

Correlation

The correlation between LEMB and EMLC is 0.89, 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

0.89

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

0.91

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

0.84

The correlation between LEMB and EMLC has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.

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Return for Risk

LEMB vs. EMLC — Risk / Return Rank

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

LEMB
LEMB Risk / Return Rank: 3939
Overall Rank
LEMB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
LEMB Sortino Ratio Rank: 4141
Sortino Ratio Rank
LEMB Omega Ratio Rank: 4444
Omega Ratio Rank
LEMB Calmar Ratio Rank: 3333
Calmar Ratio Rank
LEMB Martin Ratio Rank: 3636
Martin Ratio Rank

EMLC
EMLC Risk / Return Rank: 3737
Overall Rank
EMLC Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 3737
Sortino Ratio Rank
EMLC Omega Ratio Rank: 4141
Omega Ratio Rank
EMLC Calmar Ratio Rank: 3232
Calmar Ratio Rank
EMLC Martin Ratio Rank: 3535
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. EMLC - 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 VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). 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.


LEMBEMLCDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.28

1.26

+0.02

Calmar ratioReturn relative to maximum drawdown

1.63

1.54

+0.10

Martin ratioReturn relative to average drawdown

5.38

5.09

+0.29

LEMB vs. EMLC - Sharpe Ratio Comparison

The current LEMB Sharpe Ratio is 1.46, which is comparable to the EMLC Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of LEMB and EMLC, 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 vs. EMLC - Drawdown Comparison

The maximum LEMB drawdown since its inception was -30.82%, roughly equal to the maximum EMLC drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for LEMB and EMLC.


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Drawdown Indicators


LEMBEMLCDifference

Max Drawdown

Largest peak-to-trough decline

-30.82%

-32.43%

+1.61%

Max Drawdown (1Y)

Largest decline over 1 year

-6.00%

-6.19%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-10.09%

-9.15%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-23.96%

-23.91%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-29.09%

-26.47%

-2.62%

Current Drawdown

Current decline from peak

-4.11%

-3.68%

-0.43%

Average Drawdown

Average peak-to-trough decline

-12.71%

-14.33%

+1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

1.87%

-0.05%

Volatility

LEMB vs. EMLC - Volatility Comparison

The current volatility for iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) is 2.04%, while VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) has a volatility of 2.26%. This indicates that LEMB experiences smaller price fluctuations and is considered to be less risky than EMLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEMBEMLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.04%

2.26%

-0.22%

Volatility (6M)

Calculated over the trailing 6-month period

5.59%

6.28%

-0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

6.73%

7.15%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.25%

9.13%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.27%

10.03%

-0.76%

LEMB vs. EMLC - Expense Ratio Comparison

Both LEMB and EMLC have an expense ratio of 0.30%.


Dividends

LEMB vs. EMLC - Dividend Comparison

LEMB's dividend yield for the trailing twelve months is around 2.39%, less than EMLC's 6.15% yield.


PositionTTM20252024202320222021202020192018201720162015
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.15%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
2.39%2.44%0.00%1.34%0.86%3.89%0.00%4.39%3.46%0.00%0.00%0.64%

Frequently Asked Questions


LEMB and EMLC have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EMLC has higher volatility (2.26%) compared to LEMB (2.04%). In terms of maximum drawdown, LEMB dropped -30.82% vs EMLC's -32.43%.

On 10-year performance, EMLC leads with 2.22% vs 1.45% for LEMB. Both ETFs have the same 0.30% expense ratio. On volatility, LEMB has been the lower-risk option at 2.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EMLC has performed better with a 2.22% return vs 1.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LEMB and EMLC have the same expense ratio: 0.30% per year.

EMLC has the higher dividend yield at 6.15%, compared with 2.39% for LEMB.

LEMB tracks J.P. Morgan GBI-EM Global 15 cap 4.5 floor, while EMLC tracks J.P. Morgan Government Bond Index Emerging Markets Global Core Index. They also come from different issuers: iShares and VanEck.

LEMB currently has the higher Sharpe Ratio (1.46 vs 1.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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