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LEML.L vs. TLH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEML.L vs. TLH - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.L) and iShares 10-20 Year Treasury Bond ETF (TLH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LEML.L is traded in GBp, while TLH is traded in USD. To make them comparable, the TLH values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, LEML.L achieves a 25.85% return, which is significantly higher than TLH's 0.08% return. Over the past 10 years, LEML.L has outperformed TLH with an annualized return of 10.54%, while TLH has yielded a comparatively lower -0.04% annualized return.


LEML.L

1D
-1.66%
1M
6.29%
YTD
25.85%
6M
27.98%
1Y
53.27%
3Y*
20.41%
5Y*
8.13%
10Y*
10.54%

TLH

1D
0.18%
1M
1.30%
YTD
0.08%
6M
-1.51%
1Y
5.09%
3Y*
-1.86%
5Y*
-2.73%
10Y*
-0.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEML.L vs. TLH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEML.L
Lyxor MSCI Emerging Markets UCITS ETF - Acc USD
25.85%24.60%8.72%2.68%-10.69%-1.92%13.57%13.03%-9.98%24.60%
TLH
iShares 10-20 Year Treasury Bond ETF
0.08%-1.12%-2.54%-1.17%-16.35%-4.48%10.43%5.92%6.32%-4.80%

Correlation

The correlation between LEML.L and TLH is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.03

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

-0.03

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

0.02

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2012

0.02

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Return for Risk

LEML.L vs. TLH — Risk / Return Rank

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

LEML.L
LEML.L Risk / Return Rank: 8888
Overall Rank
LEML.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LEML.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
LEML.L Omega Ratio Rank: 9191
Omega Ratio Rank
LEML.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
LEML.L Martin Ratio Rank: 8484
Martin Ratio Rank

TLH
TLH Risk / Return Rank: 1717
Overall Rank
TLH Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
TLH Sortino Ratio Rank: 1717
Sortino Ratio Rank
TLH Omega Ratio Rank: 1616
Omega Ratio Rank
TLH Calmar Ratio Rank: 1717
Calmar Ratio Rank
TLH Martin Ratio Rank: 1818
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.

LEML.L vs. TLH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.L) and iShares 10-20 Year Treasury Bond ETF (TLH). 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.


LEML.LTLHDifference
Sharpe ratioReturn per unit of total volatility

+2.54

Sortino ratioReturn per unit of downside risk

+3.09

Omega ratioGain probability vs. loss probability

1.58

1.11

+0.47

Calmar ratioReturn relative to maximum drawdown

4.87

0.75

+4.12

Martin ratioReturn relative to average drawdown

16.96

1.62

+15.33

LEML.L vs. TLH - Sharpe Ratio Comparison

The current LEML.L Sharpe Ratio is 3.14, which is higher than the TLH Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of LEML.L and TLH, 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


LEML.LTLHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

0.60

+2.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

-0.20

+0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

-0.00

+0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.37

+0.05

Drawdowns

LEML.L vs. TLH - Drawdown Comparison

The maximum LEML.L drawdown since its inception was -31.91%, smaller than the maximum TLH drawdown of -42.25%. Use the drawdown chart below to compare losses from any high point for LEML.L and TLH.


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Drawdown Indicators


LEML.LTLHDifference

Max Drawdown

Largest peak-to-trough decline

-31.91%

-42.25%

+10.34%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-6.82%

-4.07%

Max Drawdown (3Y)

Largest decline over 3 years

-15.34%

-12.90%

-2.44%

Max Drawdown (5Y)

Largest decline over 5 years

-24.14%

-29.52%

+5.38%

Max Drawdown (10Y)

Largest decline over 10 years

-27.59%

-42.25%

+14.66%

Current Drawdown

Current decline from peak

-2.51%

-37.57%

+35.06%

Average Drawdown

Average peak-to-trough decline

-10.48%

-14.93%

+4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

3.15%

-0.02%

Volatility

LEML.L vs. TLH - Volatility Comparison

Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.L) has a higher volatility of 7.42% compared to iShares 10-20 Year Treasury Bond ETF (TLH) at 2.00%. This indicates that LEML.L's price experiences larger fluctuations and is considered to be riskier than TLH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEML.LTLHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

2.00%

+5.42%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

6.39%

+8.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

8.65%

+8.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

13.59%

+2.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

13.80%

+4.14%

LEML.L vs. TLH - Expense Ratio Comparison

LEML.L has a 0.55% expense ratio, which is higher than TLH's 0.15% expense ratio.


Dividends

LEML.L vs. TLH - Dividend Comparison

LEML.L has not paid dividends to shareholders, while TLH's dividend yield for the trailing twelve months is around 4.47%.


PositionTTM20252024202320222021202020192018201720162015
LEML.L
Lyxor MSCI Emerging Markets UCITS ETF - Acc USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLH
iShares 10-20 Year Treasury Bond ETF
4.47%4.17%4.28%3.83%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%

Frequently Asked Questions


LEML.L and TLH have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TLH is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TLH is cheaper with a 0.15% expense ratio, compared with 0.55% for LEML.L.

LEML.L is categorized as Emerging Markets Equities, while TLH is Government Bonds. LEML.L tracks MSCI EM NR USD, while TLH tracks ICE U.S. Treasury 10-20 Year Bond Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.55% for LEML.L and 0.15% for TLH.

Portfolio Optimizer

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