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TLH vs. LEML.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLH vs. LEML.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 10-20 Year Treasury Bond ETF (TLH) and Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TLH is traded in USD, while LEML.L is traded in GBp. To make them comparable, the LEML.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TLH achieves a -0.95% return, which is significantly lower than LEML.L's 20.07% return. Over the past 10 years, TLH has underperformed LEML.L with an annualized return of -0.87%, while LEML.L has yielded a comparatively higher 9.14% annualized return.


TLH

1D
-0.62%
1M
-1.02%
YTD
-0.95%
6M
-1.04%
1Y
3.54%
3Y*
0.36%
5Y*
-3.89%
10Y*
-0.87%

LEML.L

1D
-4.36%
1M
-2.14%
YTD
20.07%
6M
21.92%
1Y
43.96%
3Y*
21.39%
5Y*
6.04%
10Y*
9.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLH vs. LEML.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TLH
iShares 10-20 Year Treasury Bond ETF
-0.95%6.47%-4.21%4.03%-25.24%-5.38%13.78%10.11%0.37%4.21%
LEML.L
Lyxor MSCI Emerging Markets UCITS ETF - Acc USD
20.07%34.01%6.90%8.09%-20.23%-2.81%17.05%17.56%-15.07%36.46%

Correlation

The correlation between TLH and LEML.L is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.15

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

0.07

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2008

-0.11

The correlation between TLH and LEML.L shifts across timeframes, from -0.11 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TLH vs. LEML.L — Risk / Return Rank

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

TLH
TLH Risk / Return Rank: 1616
Overall Rank
TLH Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
TLH Sortino Ratio Rank: 1515
Sortino Ratio Rank
TLH Omega Ratio Rank: 1515
Omega Ratio Rank
TLH Calmar Ratio Rank: 1616
Calmar Ratio Rank
TLH Martin Ratio Rank: 1616
Martin Ratio Rank

LEML.L
LEML.L Risk / Return Rank: 8585
Overall Rank
LEML.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
LEML.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
LEML.L Omega Ratio Rank: 8888
Omega Ratio Rank
LEML.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
LEML.L Martin Ratio Rank: 8282
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.

TLH vs. LEML.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 10-20 Year Treasury Bond ETF (TLH) and Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.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.


TLHLEML.LDifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-2.31

Omega ratioGain probability vs. loss probability

1.08

1.41

-0.33

Calmar ratioReturn relative to maximum drawdown

0.55

3.33

-2.79

Martin ratioReturn relative to average drawdown

1.50

12.23

-10.74

TLH vs. LEML.L - Sharpe Ratio Comparison

The current TLH Sharpe Ratio is 0.45, which is lower than the LEML.L Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of TLH and LEML.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


TLHLEML.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

2.27

-1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.32

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

0.47

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.02

+0.25

Drawdowns

TLH vs. LEML.L - Drawdown Comparison

The maximum TLH drawdown since its inception was -41.14%, smaller than the maximum LEML.L drawdown of -72.07%. Use the drawdown chart below to compare losses from any high point for TLH and LEML.L.


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Drawdown Indicators


TLHLEML.LDifference

Max Drawdown

Largest peak-to-trough decline

-41.14%

-72.07%

+30.93%

Max Drawdown (1Y)

Largest decline over 1 year

-6.50%

-13.12%

+6.62%

Max Drawdown (3Y)

Largest decline over 3 years

-15.35%

-16.83%

+1.48%

Max Drawdown (5Y)

Largest decline over 5 years

-35.41%

-37.25%

+1.84%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

-40.14%

-1.00%

Current Drawdown

Current decline from peak

-30.13%

-7.05%

-23.08%

Average Drawdown

Average peak-to-trough decline

-10.76%

-20.11%

+9.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

3.58%

-1.21%

Volatility

TLH vs. LEML.L - Volatility Comparison

The current volatility for iShares 10-20 Year Treasury Bond ETF (TLH) is 2.37%, while Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.L) has a volatility of 8.93%. This indicates that TLH experiences smaller price fluctuations and is considered to be less risky than LEML.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TLHLEML.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

8.93%

-6.56%

Volatility (6M)

Calculated over the trailing 6-month period

5.52%

16.79%

-11.27%

Volatility (1Y)

Calculated over the trailing 1-year period

7.92%

19.33%

-11.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.69%

18.72%

-6.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.19%

19.44%

-8.25%

TLH vs. LEML.L - Expense Ratio Comparison

TLH has a 0.15% expense ratio, which is lower than LEML.L's 0.55% expense ratio.


Dividends

TLH vs. LEML.L - Dividend Comparison

TLH's dividend yield for the trailing twelve months is around 4.50%, while LEML.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LEML.L
Lyxor MSCI Emerging Markets UCITS ETF - Acc USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLH
iShares 10-20 Year Treasury Bond ETF
4.50%4.17%4.28%3.83%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%

Frequently Asked Questions


TLH and LEML.L have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TLH is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TLH is cheaper with a 0.15% expense ratio, compared with 0.55% for LEML.L.

TLH is categorized as Government Bonds, while LEML.L is Emerging Markets Equities. TLH tracks ICE U.S. Treasury 10-20 Year Bond Index, while LEML.L tracks MSCI EM NR USD. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.15% for TLH and 0.55% for LEML.L.

Portfolio Optimizer

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