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Xtrackers USD Emerging Markets Bond UCITS ETF 2D (XUEM.DE) Sharpe Ratio: 2.36

ETF · Currency in EUR · Last updated Jun 26, 2026

XUEM.DE is a passive ETF by Xtrackers tracking the investment results of the JPM EMBI Global Diversified TR USD. XUEM.DE launched on May 9, 2018 and has a 0.25% expense ratio.

XUEM.DE's Sharpe Ratio of 2.36 indicates that for each unit of volatility, it generates 2.36 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 26, 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.

XUEM.DE Sharpe Ratio Rank

XUEM.DE Sharpe Ratio Rank: 83.784
Exceptional

XUEM.DE ranks above 83.7% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. 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

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

XUEM.DE Sharpe Ratio Market Positioning

The chart shows XUEM.DE'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%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.12
  • Green zone (top 25%): 2.12 or higher
  • Top 1%: 6.89+
  • Median: 1.56 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers USD Emerging Markets Bond UCITS ETF 2D's Sharpe Ratio with other ETFs in the Emerging Markets Bonds category across multiple time periods, showing how XUEM.DE'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 26, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
UEFS.DEUBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist2.40
XUEM.DEXtrackers USD Emerging Markets Bond UCITS ETF 2D2.36
IS02.DEiShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)2.22
FESD.DEFidelity Sustainable USD EM Bond UCITS ETF2.20
UEFE.DEUBS ETF (LU) J.P. Morgan EM Multi-Factor Enhanced Local Currency Bond UCITS ETF (USD) A-dis2.18
JPBM.DEJPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist)2.15
IUS7.DEiShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)2.12
SEAB.DEUBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc2.06
EM1C.DEVanEck J.P. Morgan EM Local Currency Bond UCITS ETF2.05
36B1.DEiShares J.P. Morgan ESG USD EM Bond UCITS ETF2.03

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XUEM.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XUEM.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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