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UTHY vs. EMLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UTHY vs. EMLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in US Treasury 30 Year Bond ETF (UTHY) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UTHY achieves a -0.35% return, which is significantly lower than EMLC's 0.92% return.


UTHY

1D
-0.33%
1M
0.79%
YTD
-0.35%
6M
-1.86%
1Y
4.46%
3Y*
-2.16%
5Y*
10Y*

EMLC

1D
-0.55%
1M
1.06%
YTD
0.92%
6M
1.94%
1Y
9.54%
3Y*
6.92%
5Y*
1.17%
10Y*
2.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UTHY vs. EMLC - Yearly Performance Comparison


2026 (YTD)202520242023
UTHY
US Treasury 30 Year Bond ETF
-0.35%3.47%-8.07%-2.67%
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
0.92%18.81%-2.97%6.85%

Correlation

The correlation between UTHY and EMLC is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.41

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2023

0.41

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Return for Risk

UTHY vs. EMLC — Risk / Return Rank

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

UTHY
UTHY Risk / Return Rank: 1616
Overall Rank
UTHY Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
UTHY Sortino Ratio Rank: 1515
Sortino Ratio Rank
UTHY Omega Ratio Rank: 1515
Omega Ratio Rank
UTHY Calmar Ratio Rank: 1717
Calmar Ratio Rank
UTHY Martin Ratio Rank: 1616
Martin Ratio Rank

EMLC
EMLC Risk / Return Rank: 3636
Overall Rank
EMLC Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EMLC Sortino Ratio Rank: 3737
Sortino Ratio Rank
EMLC Omega Ratio Rank: 4141
Omega Ratio Rank
EMLC Calmar Ratio Rank: 3131
Calmar Ratio Rank
EMLC Martin Ratio Rank: 3535
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.

UTHY vs. EMLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Treasury 30 Year Bond ETF (UTHY) and VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC). 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.


UTHYEMLCDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.21

Omega ratioGain probability vs. loss probability

1.08

1.27

-0.19

Calmar ratioReturn relative to maximum drawdown

0.61

1.55

-0.94

Martin ratioReturn relative to average drawdown

1.54

5.34

-3.80

UTHY vs. EMLC - Sharpe Ratio Comparison

The current UTHY Sharpe Ratio is 0.48, which is lower than the EMLC Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of UTHY and EMLC, 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


UTHYEMLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.48

1.39

-0.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

0.11

-0.29

Drawdowns

UTHY vs. EMLC - Drawdown Comparison

The maximum UTHY drawdown since its inception was -21.86%, smaller than the maximum EMLC drawdown of -32.43%. Use the drawdown chart below to compare losses from any high point for UTHY and EMLC.


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Drawdown Indicators


UTHYEMLCDifference

Max Drawdown

Largest peak-to-trough decline

-21.86%

-32.43%

+10.57%

Max Drawdown (1Y)

Largest decline over 1 year

-7.34%

-6.19%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-18.58%

-9.15%

-9.43%

Max Drawdown (5Y)

Largest decline over 5 years

-25.26%

Max Drawdown (10Y)

Largest decline over 10 years

-26.47%

Current Drawdown

Current decline from peak

-11.44%

-4.28%

-7.16%

Average Drawdown

Average peak-to-trough decline

-10.72%

-14.37%

+3.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

1.79%

+1.12%

Volatility

UTHY vs. EMLC - Volatility Comparison

US Treasury 30 Year Bond ETF (UTHY) has a higher volatility of 2.72% compared to VanEck Vectors J.P. Morgan EM Local Currency Bond ETF (EMLC) at 2.21%. This indicates that UTHY's price experiences larger fluctuations and is considered to be riskier than EMLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UTHYEMLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.72%

2.21%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

6.21%

5.99%

+0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

9.41%

6.90%

+2.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.65%

9.13%

+4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.65%

10.05%

+3.60%

UTHY vs. EMLC - Expense Ratio Comparison

UTHY has a 0.15% expense ratio, which is lower than EMLC's 0.30% expense ratio.


Dividends

UTHY vs. EMLC - Dividend Comparison

UTHY's dividend yield for the trailing twelve months is around 4.64%, less than EMLC's 6.19% yield.


PositionTTM20252024202320222021202020192018201720162015
EMLC
VanEck Vectors J.P. Morgan EM Local Currency Bond ETF
6.19%5.91%6.55%5.97%5.54%5.25%4.90%6.25%6.50%5.34%5.32%6.25%
UTHY
US Treasury 30 Year Bond ETF
4.64%4.53%4.58%2.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UTHY and EMLC have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UTHY has higher volatility (2.72%) compared to EMLC (2.21%). In terms of maximum drawdown, UTHY dropped -21.86% vs EMLC's -32.43%.

On 3-year performance, EMLC leads with 6.92% vs -2.16% for UTHY. On fees, UTHY is cheaper at 0.15% per year. On volatility, EMLC has been the lower-risk option at 2.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, EMLC has performed better with a 6.92% return vs -2.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UTHY is cheaper with a 0.15% expense ratio, compared with 0.30% for EMLC.

EMLC has the higher dividend yield at 6.19%, compared with 4.64% for UTHY.

UTHY is categorized as Government Bonds, while EMLC is Emerging Markets Bonds. UTHY tracks ICE BofA Current 30-Year US Treasury Index - Benchmark TR Gross, while EMLC tracks J.P. Morgan Government Bond Index Emerging Markets Global Core Index. They also come from different issuers: US Benchmark Series and VanEck. Their fees differ too: 0.15% for UTHY and 0.30% for EMLC.

EMLC currently has the higher Sharpe Ratio (1.39 vs 0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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