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SEML.L vs. EUIN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEML.L vs. EUIN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares J.P. Morgan EM Local Government Bond UCITS ETF (SEML.L) and Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SEML.L is traded in GBP, while EUIN.DE is traded in EUR. To make them comparable, the EUIN.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, SEML.L achieves a 0.87% return, which is significantly lower than EUIN.DE's 1.04% return. Over the past 10 years, SEML.L has underperformed EUIN.DE with an annualized return of 1.79%, while EUIN.DE has yielded a comparatively higher 2.02% annualized return.


SEML.L

1D
0.09%
1M
-1.91%
6M
0.10%
YTD
0.87%
1Y
6.67%
3Y*
4.46%
5Y*
2.11%
10Y*
1.79%

EUIN.DE

1D
0.12%
1M
-0.74%
6M
1.26%
YTD
1.04%
1Y
2.02%
3Y*
1.80%
5Y*
4.28%
10Y*
2.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEML.L vs. EUIN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEML.L
iShares J.P. Morgan EM Local Government Bond UCITS ETF
0.87%10.31%-1.20%5.42%-0.23%-9.48%-1.55%8.21%0.03%4.91%
EUIN.DE
Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc
1.04%6.47%-2.39%-0.99%16.74%-0.28%2.71%-6.84%-1.31%3.78%

Correlation

The correlation between SEML.L and EUIN.DE is 0.09, 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

0.09

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

0.19

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

0.24

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

0.36

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2016

0.36

Over the past year, the correlation between SEML.L and EUIN.DE has dropped to 0.09 - well below their long-term average of 0.36, suggesting their price drivers have been diverging.

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Return for Risk

SEML.L vs. EUIN.DE — Risk / Return Rank

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

SEML.L
SEML.L Risk / Return Rank: 3838
Overall Rank
SEML.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
SEML.L Sortino Ratio Rank: 4242
Sortino Ratio Rank
SEML.L Omega Ratio Rank: 3939
Omega Ratio Rank
SEML.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
SEML.L Martin Ratio Rank: 3333
Martin Ratio Rank

EUIN.DE
EUIN.DE Risk / Return Rank: 5656
Overall Rank
EUIN.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EUIN.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
EUIN.DE Omega Ratio Rank: 6262
Omega Ratio Rank
EUIN.DE Calmar Ratio Rank: 5757
Calmar Ratio Rank
EUIN.DE Martin Ratio Rank: 5858
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.

SEML.L vs. EUIN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan EM Local Government Bond UCITS ETF (SEML.L) and Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.DE). 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.


SEML.LEUIN.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.21

1.08

+0.12

Calmar ratioReturn relative to maximum drawdown

1.39

0.70

+0.69

Martin ratioReturn relative to average drawdown

3.87

1.83

+2.05

SEML.L vs. EUIN.DE - Sharpe Ratio Comparison

The current SEML.L Sharpe Ratio is 1.16, which is higher than the EUIN.DE Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of SEML.L and EUIN.DE, 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

SEML.L vs. EUIN.DE - Drawdown Comparison

The maximum SEML.L drawdown since its inception was -46.67%, which is greater than EUIN.DE's maximum drawdown of -14.63%. Use the drawdown chart below to compare losses from any high point for SEML.L and EUIN.DE.


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Drawdown Indicators


SEML.LEUIN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.67%

-14.63%

-32.04%

Max Drawdown (1Y)

Largest decline over 1 year

-4.78%

-3.23%

-1.55%

Max Drawdown (3Y)

Largest decline over 3 years

-4.78%

-5.88%

+1.10%

Max Drawdown (5Y)

Largest decline over 5 years

-11.11%

-6.94%

-4.17%

Max Drawdown (10Y)

Largest decline over 10 years

-21.24%

-14.63%

-6.61%

Current Drawdown

Current decline from peak

-12.68%

-2.61%

-10.07%

Average Drawdown

Average peak-to-trough decline

-26.70%

-5.20%

-21.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

1.24%

+0.48%

Volatility

SEML.L vs. EUIN.DE - Volatility Comparison

iShares J.P. Morgan EM Local Government Bond UCITS ETF (SEML.L) and Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.DE) have volatilities of 1.36% and 1.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEML.LEUIN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.30%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

4.59%

3.66%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

5.73%

4.73%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

6.30%

+1.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.26%

7.28%

+1.98%

SEML.L vs. EUIN.DE - Expense Ratio Comparison

SEML.L has a 0.50% expense ratio, which is higher than EUIN.DE's 0.25% expense ratio.


Dividends

SEML.L vs. EUIN.DE - Dividend Comparison

SEML.L's dividend yield for the trailing twelve months is around 5.65%, while EUIN.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EUIN.DE
Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SEML.L
iShares J.P. Morgan EM Local Government Bond UCITS ETF
5.65%5.44%5.55%5.05%5.25%4.58%5.13%5.44%7.30%6.75%6.78%5.18%

Frequently Asked Questions


SEML.L and EUIN.DE have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

EUIN.DE is cheaper with a 0.25% expense ratio, compared with 0.50% for SEML.L.

SEML.L is categorized as Emerging Markets Bonds, while EUIN.DE is Inflation-Protected Bonds. SEML.L tracks JPM GBI-EM Global Diversified TR USD, while EUIN.DE tracks iBoxx EUR Breakeven Euro-Inflation France & Germany. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.50% for SEML.L and 0.25% for EUIN.DE.

Portfolio Optimizer

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