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

Performance

USTY.L vs. LEML.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) 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

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

Returns By Period

In the year-to-date period, USTY.L achieves a 0.66% return, which is significantly lower than LEML.L's 25.85% return. Over the past 10 years, USTY.L has underperformed LEML.L with an annualized return of 2.28%, while LEML.L has yielded a comparatively higher 10.54% annualized return.


USTY.L

1D
0.21%
1M
1.14%
YTD
0.66%
6M
0.16%
1Y
6.01%
3Y*
1.22%
5Y*
1.37%
10Y*
2.28%

LEML.L

1D
-1.66%
1M
6.29%
YTD
25.85%
6M
27.98%
1Y
53.27%
3Y*
20.41%
5Y*
8.13%
10Y*
10.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USTY.L vs. LEML.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USTY.L
SPDR Bloomberg US Treasury Bond UCITS ETF
0.66%0.10%3.36%-1.37%-1.66%-0.86%4.57%4.20%7.22%-6.43%
LEML.L
Lyxor MSCI Emerging Markets UCITS ETF - Acc USD
25.85%24.60%8.72%2.68%-10.69%-1.92%13.57%13.03%-9.98%24.60%

Correlation

The correlation between USTY.L and LEML.L is -0.12, 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

-0.12

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

-0.10

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

-0.10

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

0.03

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2015

0.02

The correlation between USTY.L and LEML.L shifts across timeframes, from -0.12 (1 year) to 0.03 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

USTY.L vs. LEML.L — Risk / Return Rank

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

USTY.L
USTY.L Risk / Return Rank: 2525
Overall Rank
USTY.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
USTY.L Sortino Ratio Rank: 2626
Sortino Ratio Rank
USTY.L Omega Ratio Rank: 2626
Omega Ratio Rank
USTY.L Calmar Ratio Rank: 2424
Calmar Ratio Rank
USTY.L Martin Ratio Rank: 2424
Martin Ratio Rank

LEML.L
LEML.L Risk / Return Rank: 8888
Overall Rank
LEML.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LEML.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
LEML.L Omega Ratio Rank: 9191
Omega Ratio Rank
LEML.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
LEML.L Martin Ratio Rank: 8484
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) 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.


USTY.LLEML.LDifference
Sharpe ratioReturn per unit of total volatility

-2.20

Sortino ratioReturn per unit of downside risk

-2.64

Omega ratioGain probability vs. loss probability

1.17

1.58

-0.41

Calmar ratioReturn relative to maximum drawdown

1.15

4.87

-3.72

Martin ratioReturn relative to average drawdown

3.15

16.96

-13.80

USTY.L vs. LEML.L - Sharpe Ratio Comparison

The current USTY.L Sharpe Ratio is 0.94, which is lower than the LEML.L Sharpe Ratio of 3.14. The chart below compares the historical Sharpe Ratios of USTY.L 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


USTY.LLEML.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

3.14

-2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.50

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.59

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.42

-0.10

Drawdowns

USTY.L vs. LEML.L - Drawdown Comparison

The maximum USTY.L drawdown since its inception was -23.02%, smaller than the maximum LEML.L drawdown of -31.91%. Use the drawdown chart below to compare losses from any high point for USTY.L and LEML.L.


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Drawdown Indicators


USTY.LLEML.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.02%

-31.91%

+8.89%

Max Drawdown (1Y)

Largest decline over 1 year

-5.20%

-10.89%

+5.69%

Max Drawdown (3Y)

Largest decline over 3 years

-7.75%

-15.34%

+7.59%

Max Drawdown (5Y)

Largest decline over 5 years

-16.04%

-24.14%

+8.10%

Max Drawdown (10Y)

Largest decline over 10 years

-23.02%

-27.59%

+4.57%

Current Drawdown

Current decline from peak

-15.58%

-2.51%

-13.07%

Average Drawdown

Average peak-to-trough decline

-12.04%

-10.48%

-1.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

3.13%

-1.23%

Volatility

USTY.L vs. LEML.L - Volatility Comparison

The current volatility for SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) is 2.21%, while Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.L) has a volatility of 7.42%. This indicates that USTY.L 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


USTY.LLEML.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.21%

7.42%

-5.21%

Volatility (6M)

Calculated over the trailing 6-month period

4.79%

14.42%

-9.63%

Volatility (1Y)

Calculated over the trailing 1-year period

6.35%

16.89%

-10.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.77%

16.15%

-7.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.02%

17.94%

-7.92%

USTY.L vs. LEML.L - Expense Ratio Comparison

USTY.L has a 0.05% expense ratio, which is lower than LEML.L's 0.55% expense ratio.


Dividends

USTY.L vs. LEML.L - Dividend Comparison

USTY.L's dividend yield for the trailing twelve months is around 4.87%, while LEML.L has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
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%
USTY.L
SPDR Bloomberg US Treasury Bond UCITS ETF
4.87%4.61%3.81%2.81%1.57%1.31%2.49%2.79%2.11%2.11%1.66%

Frequently Asked Questions


USTY.L and LEML.L have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USTY.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USTY.L is cheaper with a 0.05% expense ratio, compared with 0.55% for LEML.L.

USTY.L is categorized as Government Bonds, while LEML.L is Emerging Markets Equities. USTY.L tracks Bloomberg US Treasury Index, while LEML.L tracks MSCI EM NR USD. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.05% for USTY.L and 0.55% for LEML.L.

Portfolio Optimizer

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