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PEMD.L vs. LEMB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PEMD.L vs. LEMB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Emerging Markets USD Bond UCITS ETF Dist (PEMD.L) and Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PEMD.L achieves a 1.58% return, which is significantly lower than LEMB.L's 1.79% return.


PEMD.L

1D
0.75%
1M
1.05%
YTD
1.58%
6M
2.07%
1Y
10.10%
3Y*
9.49%
5Y*
2.29%
10Y*

LEMB.L

1D
0.25%
1M
0.96%
YTD
1.79%
6M
2.28%
1Y
10.73%
3Y*
7.40%
5Y*
1.16%
10Y*
2.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PEMD.L vs. LEMB.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PEMD.L
Invesco Emerging Markets USD Bond UCITS ETF Dist
1.58%12.80%6.20%10.59%-16.57%-2.57%5.25%13.26%-4.53%1.11%
LEMB.L
Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist
1.79%12.48%0.66%9.26%-16.61%-2.23%4.28%13.91%-4.52%1.33%

Correlation

The correlation between PEMD.L and LEMB.L is 0.91, 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

0.91

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

0.86

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

0.86

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2017

0.85

The correlation between PEMD.L and LEMB.L has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.

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Return for Risk

PEMD.L vs. LEMB.L — Risk / Return Rank

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

PEMD.L
PEMD.L Risk / Return Rank: 5151
Overall Rank
PEMD.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
PEMD.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
PEMD.L Omega Ratio Rank: 5353
Omega Ratio Rank
PEMD.L Calmar Ratio Rank: 4646
Calmar Ratio Rank
PEMD.L Martin Ratio Rank: 5353
Martin Ratio Rank

LEMB.L
LEMB.L Risk / Return Rank: 6464
Overall Rank
LEMB.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
LEMB.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
LEMB.L Omega Ratio Rank: 6666
Omega Ratio Rank
LEMB.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
LEMB.L Martin Ratio Rank: 6464
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.

PEMD.L vs. LEMB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Emerging Markets USD Bond UCITS ETF Dist (PEMD.L) and Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.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.


PEMD.LLEMB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.32

1.39

-0.07

Calmar ratioReturn relative to maximum drawdown

2.25

2.86

-0.61

Martin ratioReturn relative to average drawdown

8.86

11.44

-2.57

PEMD.L vs. LEMB.L - Sharpe Ratio Comparison

The current PEMD.L Sharpe Ratio is 1.70, which is comparable to the LEMB.L Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of PEMD.L and LEMB.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.


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Sharpe Ratios by Period


PEMD.LLEMB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

2.04

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.13

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.31

-0.06

Drawdowns

PEMD.L vs. LEMB.L - Drawdown Comparison

The maximum PEMD.L drawdown since its inception was -26.74%, roughly equal to the maximum LEMB.L drawdown of -27.40%. Use the drawdown chart below to compare losses from any high point for PEMD.L and LEMB.L.


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Drawdown Indicators


PEMD.LLEMB.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.74%

-27.40%

+0.66%

Max Drawdown (1Y)

Largest decline over 1 year

-4.46%

-3.74%

-0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-8.00%

-8.59%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-26.64%

-26.85%

+0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-27.40%

Current Drawdown

Current decline from peak

-0.36%

-0.02%

-0.34%

Average Drawdown

Average peak-to-trough decline

-6.49%

-7.90%

+1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

0.94%

+0.20%

Volatility

PEMD.L vs. LEMB.L - Volatility Comparison

Invesco Emerging Markets USD Bond UCITS ETF Dist (PEMD.L) has a higher volatility of 2.41% compared to Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L) at 2.05%. This indicates that PEMD.L's price experiences larger fluctuations and is considered to be riskier than LEMB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PEMD.LLEMB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.41%

2.05%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

4.64%

4.20%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

5.98%

5.25%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.31%

8.89%

+0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.17%

10.18%

+0.99%

PEMD.L vs. LEMB.L - Expense Ratio Comparison

PEMD.L has a 0.25% expense ratio, which is lower than LEMB.L's 0.30% expense ratio.


Dividends

PEMD.L vs. LEMB.L - Dividend Comparison

PEMD.L's dividend yield for the trailing twelve months is around 5.45%, more than LEMB.L's 5.20% yield.


PositionTTM20252024202320222021202020192018201720162015
LEMB.L
Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist
5.20%5.29%3.59%5.90%5.73%4.49%4.12%5.12%5.18%5.14%5.41%6.69%
PEMD.L
Invesco Emerging Markets USD Bond UCITS ETF Dist
5.45%5.49%5.83%5.54%4.94%3.93%3.60%4.99%5.36%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, PEMD.L and LEMB.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, PEMD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PEMD.L is cheaper with a 0.25% expense ratio, compared with 0.30% for LEMB.L.

Both ETFs track JPM EMBI Global Diversified TR USD. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.25% for PEMD.L and 0.30% for LEMB.L.

Portfolio Optimizer

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