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PCY vs. EMHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCY vs. EMHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Emerging Markets Sovereign Debt ETF (PCY) and iShares J.P. Morgan EM High Yield Bond ETF (EMHY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCY achieves a 2.88% return, which is significantly lower than EMHY's 3.41% return. Over the past 10 years, PCY has underperformed EMHY with an annualized return of 2.76%, while EMHY has yielded a comparatively higher 4.69% annualized return.


PCY

1D
-0.49%
1M
2.56%
YTD
2.88%
6M
2.98%
1Y
14.69%
3Y*
10.82%
5Y*
1.46%
10Y*
2.76%

EMHY

1D
-0.29%
1M
1.79%
YTD
3.41%
6M
3.54%
1Y
12.98%
3Y*
12.63%
5Y*
4.40%
10Y*
4.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCY vs. EMHY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PCY
Invesco Emerging Markets Sovereign Debt ETF
2.88%16.31%2.55%18.48%-24.47%-4.30%2.29%17.66%-6.16%9.71%
EMHY
iShares J.P. Morgan EM High Yield Bond ETF
3.41%13.70%11.97%11.47%-13.03%-1.91%3.83%12.98%-5.21%8.54%

Correlation

The correlation between PCY and EMHY is 0.86, 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

0.86

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

0.87

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

0.88

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

0.84

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2012

0.78

The correlation between PCY and EMHY shifts across timeframes, from 0.78 (all time) to 0.88 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PCY vs. EMHY — Risk / Return Rank

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

PCY
PCY Risk / Return Rank: 5959
Overall Rank
PCY Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PCY Sortino Ratio Rank: 6363
Sortino Ratio Rank
PCY Omega Ratio Rank: 6161
Omega Ratio Rank
PCY Calmar Ratio Rank: 5252
Calmar Ratio Rank
PCY Martin Ratio Rank: 5959
Martin Ratio Rank

EMHY
EMHY Risk / Return Rank: 7474
Overall Rank
EMHY Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EMHY Sortino Ratio Rank: 8080
Sortino Ratio Rank
EMHY Omega Ratio Rank: 8080
Omega Ratio Rank
EMHY Calmar Ratio Rank: 6262
Calmar Ratio Rank
EMHY Martin Ratio Rank: 7575
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.

PCY vs. EMHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Emerging Markets Sovereign Debt ETF (PCY) and iShares J.P. Morgan EM High Yield Bond ETF (EMHY). 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.


PCYEMHYDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.36

1.45

-0.10

Calmar ratioReturn relative to maximum drawdown

2.50

3.00

-0.50

Martin ratioReturn relative to average drawdown

10.12

13.61

-3.50

PCY vs. EMHY - Sharpe Ratio Comparison

The current PCY Sharpe Ratio is 1.96, which is comparable to the EMHY Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of PCY and EMHY, 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

PCY vs. EMHY - Drawdown Comparison

The maximum PCY drawdown since its inception was -49.13%, which is greater than EMHY's maximum drawdown of -30.11%. Use the drawdown chart below to compare losses from any high point for PCY and EMHY.


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Drawdown Indicators


PCYEMHYDifference

Max Drawdown

Largest peak-to-trough decline

-49.13%

-30.11%

-19.02%

Max Drawdown (1Y)

Largest decline over 1 year

-5.91%

-4.34%

-1.57%

Max Drawdown (3Y)

Largest decline over 3 years

-11.52%

-5.95%

-5.57%

Max Drawdown (5Y)

Largest decline over 5 years

-37.17%

-25.83%

-11.34%

Max Drawdown (10Y)

Largest decline over 10 years

-37.78%

-30.11%

-7.67%

Current Drawdown

Current decline from peak

-0.49%

-0.32%

-0.17%

Average Drawdown

Average peak-to-trough decline

-6.96%

-4.88%

-2.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.46%

0.96%

+0.50%

Volatility

PCY vs. EMHY - Volatility Comparison

Invesco Emerging Markets Sovereign Debt ETF (PCY) has a higher volatility of 2.18% compared to iShares J.P. Morgan EM High Yield Bond ETF (EMHY) at 1.58%. This indicates that PCY's price experiences larger fluctuations and is considered to be riskier than EMHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCYEMHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.18%

1.58%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

5.99%

4.44%

+1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

7.53%

5.75%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.18%

9.11%

+4.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.96%

10.66%

+2.30%

PCY vs. EMHY - Expense Ratio Comparison

Both PCY and EMHY have an expense ratio of 0.50%.


Dividends

PCY vs. EMHY - Dividend Comparison

PCY's dividend yield for the trailing twelve months is around 6.32%, which matches EMHY's 6.37% yield.


PositionTTM20252024202320222021202020192018201720162015
EMHY
iShares J.P. Morgan EM High Yield Bond ETF
6.37%6.52%6.86%6.73%7.08%5.58%5.44%5.72%6.79%5.59%6.43%6.99%
PCY
Invesco Emerging Markets Sovereign Debt ETF
6.32%5.93%6.65%6.48%6.81%4.80%4.45%4.78%4.93%4.80%5.19%5.46%

Frequently Asked Questions


PCY and EMHY have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PCY has higher volatility (2.18%) compared to EMHY (1.58%). In terms of maximum drawdown, PCY dropped -49.13% vs EMHY's -30.11%.

On 10-year performance, EMHY leads with 4.69% vs 2.76% for PCY. Both ETFs have the same 0.50% expense ratio. On volatility, EMHY has been the lower-risk option at 1.58%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EMHY has performed better with a 4.69% return vs 2.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PCY and EMHY have the same expense ratio: 0.50% per year.

EMHY has the higher dividend yield at 6.37%, compared with 6.32% for PCY.

PCY tracks DB Emerging Market USD Liquid Balanced Index, while EMHY tracks J.P. Morgan USD Emerging Markets High Yield Bond Index. They also come from different issuers: Invesco and iShares.

EMHY currently has the higher Sharpe Ratio (2.27 vs 1.96), 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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