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ROBG.L vs. EMDG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ROBG.L vs. EMDG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G ROBO Global Robotics and Automation UCITS ETF (ROBG.L) and L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMDG.L). The values are adjusted to include any dividend payments, if applicable.

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ROBG.L vs. EMDG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ROBG.L
L&G ROBO Global Robotics and Automation UCITS ETF
3.27%14.68%-0.04%18.36%-25.90%17.05%1.93%
EMDG.L
L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF
0.83%2.35%10.43%1.99%0.28%0.96%-1.56%

Returns By Period

In the year-to-date period, ROBG.L achieves a 3.27% return, which is significantly higher than EMDG.L's 0.83% return.


ROBG.L

1D
4.88%
1M
-7.88%
YTD
3.27%
6M
9.25%
1Y
34.30%
3Y*
6.88%
5Y*
2.95%
10Y*
12.46%

EMDG.L

1D
-0.43%
1M
-0.73%
YTD
0.83%
6M
3.41%
1Y
4.14%
3Y*
5.45%
5Y*
3.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ROBG.L vs. EMDG.L - Expense Ratio Comparison

ROBG.L has a 0.80% expense ratio, which is higher than EMDG.L's 0.25% expense ratio.


Return for Risk

ROBG.L vs. EMDG.L — Risk / Return Rank

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

ROBG.L
ROBG.L Risk / Return Rank: 7777
Overall Rank
ROBG.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
ROBG.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
ROBG.L Omega Ratio Rank: 7171
Omega Ratio Rank
ROBG.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
ROBG.L Martin Ratio Rank: 7979
Martin Ratio Rank

EMDG.L
EMDG.L Risk / Return Rank: 3131
Overall Rank
EMDG.L Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EMDG.L Sortino Ratio Rank: 3030
Sortino Ratio Rank
EMDG.L Omega Ratio Rank: 2626
Omega Ratio Rank
EMDG.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
EMDG.L Martin Ratio Rank: 2828
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.

ROBG.L vs. EMDG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G ROBO Global Robotics and Automation UCITS ETF (ROBG.L) and L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMDG.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.


ROBG.LEMDG.LDifference

Sharpe ratio

Return per unit of total volatility

1.50

0.64

+0.86

Sortino ratio

Return per unit of downside risk

2.08

0.96

+1.11

Omega ratio

Gain probability vs. loss probability

1.28

1.11

+0.17

Calmar ratio

Return relative to maximum drawdown

2.43

1.19

+1.25

Martin ratio

Return relative to average drawdown

9.34

2.60

+6.74

ROBG.L vs. EMDG.L - Sharpe Ratio Comparison

The current ROBG.L Sharpe Ratio is 1.50, which is higher than the EMDG.L Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of ROBG.L and EMDG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ROBG.LEMDG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

0.64

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.45

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.36

+0.21

Correlation

The correlation between ROBG.L and EMDG.L is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ROBG.L vs. EMDG.L - Dividend Comparison

ROBG.L has not paid dividends to shareholders, while EMDG.L's dividend yield for the trailing twelve months is around 5.37%.


TTM20252024202320222021
ROBG.L
L&G ROBO Global Robotics and Automation UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
EMDG.L
L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF
5.37%5.95%5.95%4.65%2.91%1.21%

Drawdowns

ROBG.L vs. EMDG.L - Drawdown Comparison

The maximum ROBG.L drawdown since its inception was -34.50%, which is greater than EMDG.L's maximum drawdown of -12.32%. Use the drawdown chart below to compare losses from any high point for ROBG.L and EMDG.L.


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Drawdown Indicators


ROBG.LEMDG.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.50%

-12.32%

-22.18%

Max Drawdown (1Y)

Largest decline over 1 year

-13.77%

-3.76%

-10.01%

Max Drawdown (5Y)

Largest decline over 5 years

-34.50%

-12.32%

-22.18%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

Current Drawdown

Current decline from peak

-9.20%

-1.05%

-8.15%

Average Drawdown

Average peak-to-trough decline

-10.45%

-4.43%

-6.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

1.72%

+1.86%

Volatility

ROBG.L vs. EMDG.L - Volatility Comparison

L&G ROBO Global Robotics and Automation UCITS ETF (ROBG.L) has a higher volatility of 8.73% compared to L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMDG.L) at 1.86%. This indicates that ROBG.L's price experiences larger fluctuations and is considered to be riskier than EMDG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ROBG.LEMDG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.73%

1.86%

+6.87%

Volatility (6M)

Calculated over the trailing 6-month period

15.39%

4.36%

+11.03%

Volatility (1Y)

Calculated over the trailing 1-year period

22.76%

6.44%

+16.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.21%

7.89%

+12.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.97%

7.89%

+12.08%