XESE.L's Sharpe Ratio of 1.61 indicates that for each unit of volatility, it generates 1.61 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 25, 2026).
Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.
XESE.L Sharpe Ratio Rank
XESE.L ranks above 54.1% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with low total volatility → Higher rank
- High volatility (both upside and downside) → Lower rank
- Consistent returns → Higher rank than volatile returns of same magnitude
- Sharp drawdowns increase volatility → Lower rank
What you can do with this information
- Returns are proportional to volatility—neither strong nor weak
- Evaluate whether the volatility profile aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
XESE.L Sharpe Ratio Market Positioning
The chart shows XESE.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.
- Red zone (bottom 25%): 0.82 or lower
- Yellow zone (middle 50%): 0.82 to 2.07
- Green zone (top 25%): 2.07 or higher
- Top 1%: 6.85+
- Median: 1.50 — half of all investments score higher
How it compares to other similar ETFs
The table compares Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C's Sharpe Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how XESE.L'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 Jun 25, 2026.
| Symbol | Name | 1Y Sharpe Ratio | 5Y Sharpe Ratio | 10Y Sharpe Ratio | All Time Sharpe Ratio |
|---|---|---|---|---|---|
| XDEX.L | Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C | 3.51 | |||
| ISDE.L | iShares MSCI EM Islamic UCITS ETF USD (Dist) | 3.50 | |||
| JRDM.L | JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 3.46 | |||
| EXCS.L | iShares MSCI EM ex-China UCITS ETF USD (Acc) | 3.28 | |||
| FEMD.L | Fidelity Emerging Markets Quality Income UCITS ETF | 3.06 | |||
| EMVL.L | iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 3.05 | |||
| UC79.L | UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 3.00 | |||
| FEMQ.L | Fidelity Emerging Markets Quality Income UCITS ETF | 2.98 | |||
| JMRE.L | JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 2.87 | |||
| LEML.L | Lyxor MSCI Emerging Markets UCITS ETF - Acc USD | 2.75 | |||
| XESE.L | Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C | 1.61 |
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