Sortino ratio is not yet available for XEML. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares Xtrackers Europe Market Leaders ETF's Sortino Ratio with other ETFs in the Europe Equities category across multiple time periods, showing how XEML's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 17, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| EWO | iShares MSCI Austria ETF | 3.30 | |||
| EWP | iShares MSCI Spain ETF | 2.82 | |||
| FDD | First Trust STOXX European Select Dividend Index Fund | 2.72 | |||
| RFEU | First Trust RiverFront Dynamic Europe ETF | 2.70 | |||
| OPPE | WisdomTree European Opportunities Fund | 2.48 | |||
| DBEU | Xtrackers MSCI Europe Hedged Equity Fund | 2.40 | |||
| EWI | iShares MSCI Italy ETF | 2.38 | |||
| EWN | iShares MSCI Netherlands ETF | 2.17 | |||
| FLGB | Franklin FTSE United Kingdom ETF | 2.16 | |||
| EWU | iShares MSCI United Kingdom ETF | 2.15 | |||
| XEML | Xtrackers Europe Market Leaders ETF | — |
Historical Sortino Ratio
The chart shows XEML's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when XEML consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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