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UBXX.L vs. EMCA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UBXX.L vs. EMCA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis (UBXX.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, UBXX.L achieves a 2.13% return, which is significantly higher than EMCA.L's 1.23% return.


UBXX.L

1D
-0.14%
1M
-0.14%
6M
1.63%
YTD
2.13%
1Y
6.93%
3Y*
7.55%
5Y*
2.38%
10Y*

EMCA.L

1D
0.00%
1M
-1.17%
6M
0.73%
YTD
1.23%
1Y
4.96%
3Y*
5.79%
5Y*
2.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UBXX.L vs. EMCA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UBXX.L
UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis
2.13%9.71%7.01%7.14%-11.07%-0.10%1.69%5.94%-0.60%
EMCA.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc)
1.23%0.87%8.06%2.56%-1.64%0.43%3.90%9.44%5.14%

Correlation

The correlation between UBXX.L and EMCA.L is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.10

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

0.01

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

0.03

Correlation (All Time)
Calculated using the full available price history since May 31, 2018

0.05

The correlation between UBXX.L and EMCA.L shifts across timeframes, from -0.10 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UBXX.L vs. EMCA.L — Risk / Return Rank

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

UBXX.L
UBXX.L Risk / Return Rank: 9090
Overall Rank
UBXX.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
UBXX.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
UBXX.L Omega Ratio Rank: 9393
Omega Ratio Rank
UBXX.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
UBXX.L Martin Ratio Rank: 9090
Martin Ratio Rank

EMCA.L
EMCA.L Risk / Return Rank: 6262
Overall Rank
EMCA.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EMCA.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
EMCA.L Omega Ratio Rank: 5757
Omega Ratio Rank
EMCA.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
EMCA.L Martin Ratio Rank: 7070
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.

UBXX.L vs. EMCA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis (UBXX.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.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.

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.


UBXX.LEMCA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.68

Sortino ratioReturn per unit of downside risk

+2.76

Omega ratioGain probability vs. loss probability

1.51

1.13

+0.38

Calmar ratioReturn relative to maximum drawdown

3.57

1.04

+2.54

Martin ratioReturn relative to average drawdown

16.39

2.97

+13.41

UBXX.L vs. EMCA.L - Sharpe Ratio Comparison

The current UBXX.L Sharpe Ratio is 2.41, which is higher than the EMCA.L Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of UBXX.L and EMCA.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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Drawdowns

UBXX.L vs. EMCA.L - Drawdown Comparison

The maximum UBXX.L drawdown since its inception was -16.83%, roughly equal to the maximum EMCA.L drawdown of -16.51%. Use the drawdown chart below to compare losses from any high point for UBXX.L and EMCA.L.


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Drawdown Indicators


UBXX.LEMCA.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.83%

-16.51%

-0.32%

Max Drawdown (1Y)

Largest decline over 1 year

-1.93%

-4.84%

+2.91%

Max Drawdown (3Y)

Largest decline over 3 years

-2.59%

-8.21%

+5.62%

Max Drawdown (5Y)

Largest decline over 5 years

-16.83%

-12.05%

-4.78%

Current Drawdown

Current decline from peak

-0.32%

-2.95%

+2.63%

Average Drawdown

Average peak-to-trough decline

-3.67%

-4.02%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.42%

1.70%

-1.28%

Volatility

UBXX.L vs. EMCA.L - Volatility Comparison

The current volatility for UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis (UBXX.L) is 0.48%, while iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.L) has a volatility of 2.14%. This indicates that UBXX.L experiences smaller price fluctuations and is considered to be less risky than EMCA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UBXX.LEMCA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

2.14%

-1.66%

Volatility (6M)

Calculated over the trailing 6-month period

2.34%

5.56%

-3.22%

Volatility (1Y)

Calculated over the trailing 1-year period

2.87%

6.98%

-4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.25%

8.46%

-4.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.93%

10.82%

-5.89%

UBXX.L vs. EMCA.L - Expense Ratio Comparison

UBXX.L has a 0.47% expense ratio, which is lower than EMCA.L's 0.50% expense ratio.


Dividends

UBXX.L vs. EMCA.L - Dividend Comparison

UBXX.L's dividend yield for the trailing twelve months is around 6.47%, while EMCA.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EMCA.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBXX.L
UBS J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF hGBP dis
6.47%25.71%7.05%4.76%4.40%3.91%4.43%6.18%0.21%

Frequently Asked Questions


UBXX.L and EMCA.L have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UBXX.L is cheaper at 0.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UBXX.L is cheaper with a 0.47% expense ratio, compared with 0.50% for EMCA.L.

UBXX.L tracks J.P. Morgan EMBI Global Diversified 1-5 Year Index, while EMCA.L tracks J.P. Morgan CEMBI Broad Diversified Core Index. They also come from different issuers: UBS and iShares. Their fees differ too: 0.47% for UBXX.L and 0.50% for EMCA.L.

Portfolio Optimizer

Find the right allocation for UBXX.L and EMCA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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