PortfoliosLab logoPortfoliosLab logo
MIST.L vs. EMLP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIST.L vs. EMLP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation (MIST.L) and PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Acc (EMLP.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MIST.L achieves a 2.23% return, which is significantly lower than EMLP.L's 3.11% return.


MIST.L

1D
0.00%
1M
0.32%
6M
2.06%
YTD
2.23%
1Y
4.37%
3Y*
5.04%
5Y*
3.14%
10Y*

EMLP.L

1D
-0.14%
1M
0.06%
6M
2.44%
YTD
3.11%
1Y
8.39%
3Y*
4.98%
5Y*
4.71%
10Y*
2.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIST.L vs. EMLP.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MIST.L
PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation
2.23%4.61%5.53%5.01%-1.12%-0.36%0.63%0.28%
EMLP.L
PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Acc
3.11%9.09%-1.67%7.52%5.55%-4.33%-1.55%-2.23%

Correlation

The correlation between MIST.L and EMLP.L is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.05

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

0.03

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2019

0.04

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

MIST.L vs. EMLP.L — Risk / Return Rank

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

MIST.L
MIST.L Risk / Return Rank: 100100
Overall Rank
MIST.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
MIST.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
MIST.L Omega Ratio Rank: 9999
Omega Ratio Rank
MIST.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
MIST.L Martin Ratio Rank: 100100
Martin Ratio Rank

EMLP.L
EMLP.L Risk / Return Rank: 5252
Overall Rank
EMLP.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EMLP.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
EMLP.L Omega Ratio Rank: 5454
Omega Ratio Rank
EMLP.L Calmar Ratio Rank: 4747
Calmar Ratio Rank
EMLP.L Martin Ratio Rank: 4242
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.

MIST.L vs. EMLP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation (MIST.L) and PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Acc (EMLP.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.


MIST.LEMLP.LDifference
Sharpe ratioReturn per unit of total volatility

+10.02

Sortino ratioReturn per unit of downside risk

+33.06

Omega ratioGain probability vs. loss probability

7.17

1.28

+5.89

Calmar ratioReturn relative to maximum drawdown

101.64

1.98

+99.66

Martin ratioReturn relative to average drawdown

493.90

5.51

+488.39

MIST.L vs. EMLP.L - Sharpe Ratio Comparison

The current MIST.L Sharpe Ratio is 11.58, which is higher than the EMLP.L Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of MIST.L and EMLP.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...

Drawdowns

MIST.L vs. EMLP.L - Drawdown Comparison

The maximum MIST.L drawdown since its inception was -3.70%, smaller than the maximum EMLP.L drawdown of -53.09%. Use the drawdown chart below to compare losses from any high point for MIST.L and EMLP.L.


Loading charts...

Drawdown Indicators


MIST.LEMLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-3.70%

-53.09%

+49.39%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-4.29%

+4.25%

Max Drawdown (3Y)

Largest decline over 3 years

-0.20%

-4.90%

+4.70%

Max Drawdown (5Y)

Largest decline over 5 years

-2.45%

-11.24%

+8.79%

Max Drawdown (10Y)

Largest decline over 10 years

-19.11%

Current Drawdown

Current decline from peak

0.00%

-13.82%

+13.82%

Average Drawdown

Average peak-to-trough decline

-0.38%

-27.91%

+27.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

1.55%

-1.54%

Volatility

MIST.L vs. EMLP.L - Volatility Comparison

The current volatility for PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation (MIST.L) is 0.10%, while PIMCO Emerging Markets Advantage Local Bond Index UCITS ETF Acc (EMLP.L) has a volatility of 1.25%. This indicates that MIST.L experiences smaller price fluctuations and is considered to be less risky than EMLP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MIST.LEMLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

1.25%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

0.28%

4.22%

-3.94%

Volatility (1Y)

Calculated over the trailing 1-year period

0.38%

5.44%

-5.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.58%

8.07%

-7.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.98%

9.18%

-8.20%

Dividends

MIST.L vs. EMLP.L - Dividend Comparison

Neither MIST.L nor EMLP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MIST.L and EMLP.L have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MIST.L is categorized as Global Equities, while EMLP.L is Emerging Markets Bonds. MIST.L tracks PIMCO US Dollar Short Maturity UCITS ETF Institutional GBP (Hedged) Accumulation, while EMLP.L tracks JPM GBI-EM Global Diversified TR USD.

Portfolio Optimizer

Find the right allocation for MIST.L and EMLP.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