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SEML.L vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEML.L vs. LYP6.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 Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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 LYP6.DE is traded in EUR. To make them comparable, the LYP6.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 LYP6.DE's 7.78% return. Over the past 10 years, SEML.L has underperformed LYP6.DE with an annualized return of 1.79%, while LYP6.DE has yielded a comparatively higher 9.81% 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%

LYP6.DE

1D
-0.22%
1M
-1.06%
6M
4.34%
YTD
7.78%
1Y
18.38%
3Y*
14.39%
5Y*
10.06%
10Y*
9.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEML.L vs. LYP6.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%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
7.78%27.11%3.53%13.65%-5.50%16.00%3.83%21.90%-10.03%16.07%

Correlation

The correlation between SEML.L and LYP6.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.28

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

0.24

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

0.37

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2013

0.37

The correlation between SEML.L and LYP6.DE shifts across timeframes, from 0.24 (5 years) to 0.37 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

SEML.L vs. LYP6.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

LYP6.DE
LYP6.DE Risk / Return Rank: 6060
Overall Rank
LYP6.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 6363
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 6161
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. LYP6.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 Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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.LLYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.30

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratioReturn relative to maximum drawdown

1.39

1.78

-0.39

Martin ratioReturn relative to average drawdown

3.87

6.51

-2.63

SEML.L vs. LYP6.DE - Sharpe Ratio Comparison

The current SEML.L Sharpe Ratio is 1.16, which is comparable to the LYP6.DE Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of SEML.L and LYP6.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. LYP6.DE - Drawdown Comparison

The maximum SEML.L drawdown since its inception was -46.67%, which is greater than LYP6.DE's maximum drawdown of -27.65%. Use the drawdown chart below to compare losses from any high point for SEML.L and LYP6.DE.


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Drawdown Indicators


SEML.LLYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-46.67%

-27.65%

-19.02%

Max Drawdown (1Y)

Largest decline over 1 year

-4.78%

-10.41%

+5.63%

Max Drawdown (3Y)

Largest decline over 3 years

-4.78%

-13.78%

+9.00%

Max Drawdown (5Y)

Largest decline over 5 years

-11.11%

-16.91%

+5.80%

Max Drawdown (10Y)

Largest decline over 10 years

-21.24%

-27.65%

+6.41%

Current Drawdown

Current decline from peak

-12.68%

-2.31%

-10.37%

Average Drawdown

Average peak-to-trough decline

-26.70%

-4.10%

-22.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

2.86%

-1.14%

Volatility

SEML.L vs. LYP6.DE - Volatility Comparison

The current volatility for iShares J.P. Morgan EM Local Government Bond UCITS ETF (SEML.L) is 1.36%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 3.28%. This indicates that SEML.L experiences smaller price fluctuations and is considered to be less risky than LYP6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEML.LLYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

3.28%

-1.92%

Volatility (6M)

Calculated over the trailing 6-month period

4.59%

10.92%

-6.33%

Volatility (1Y)

Calculated over the trailing 1-year period

5.73%

12.73%

-7.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

14.29%

-6.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.26%

15.12%

-5.86%

SEML.L vs. LYP6.DE - Expense Ratio Comparison

SEML.L has a 0.50% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio.


Dividends

SEML.L vs. LYP6.DE - Dividend Comparison

SEML.L's dividend yield for the trailing twelve months is around 5.65%, while LYP6.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LYP6.DE
Amundi Core STOXX Europe 600 (DR) 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 LYP6.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.50% for SEML.L.

SEML.L is categorized as Emerging Markets Bonds, while LYP6.DE is Europe Equities. SEML.L tracks JPM GBI-EM Global Diversified TR USD, while LYP6.DE tracks STOXX® Europe 600. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.50% for SEML.L and 0.07% for LYP6.DE.

Portfolio Optimizer

Find the right allocation for SEML.L and LYP6.DE

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