0QMG.L vs. XEMD
Compare and contrast key facts about Swiss Life Holding AG (0QMG.L) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD).
XEMD is a passively managed fund by BondBloxx that tracks the performance of the JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross. It was launched on Jun 28, 2022.
Performance
0QMG.L vs. XEMD - Performance Comparison
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0QMG.L vs. XEMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
0QMG.L Swiss Life Holding AG | -3.57% | 36.38% | 25.96% | 28.52% | 3.80% |
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 0.07% | -0.41% | 17.34% | 0.39% | -1.38% |
Different Trading Currencies
0QMG.L is traded in CHF, while XEMD is traded in USD. To make them comparable, the XEMD values have been converted to CHF using the latest available exchange rates.
Returns By Period
In the year-to-date period, 0QMG.L achieves a -3.57% return, which is significantly lower than XEMD's 0.07% return.
0QMG.L
- 1D
- 2.44%
- 1M
- 1.34%
- YTD
- -3.57%
- 6M
- 3.20%
- 1Y
- 13.61%
- 3Y*
- 21.90%
- 5Y*
- 18.76%
- 10Y*
- 17.79%
XEMD
- 1D
- -0.14%
- 1M
- 0.01%
- YTD
- 0.07%
- 6M
- 3.29%
- 1Y
- -0.13%
- 3Y*
- 5.19%
- 5Y*
- —
- 10Y*
- —
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Return for Risk
0QMG.L vs. XEMD — Risk / Return Rank
0QMG.L
XEMD
0QMG.L vs. XEMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Swiss Life Holding AG (0QMG.L) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). 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.
| 0QMG.L | XEMD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.68 | -0.01 | +0.69 |
Sortino ratioReturn per unit of downside risk | 0.99 | 0.06 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.01 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.01 | +1.01 |
Martin ratioReturn relative to average drawdown | 2.39 | 0.01 | +2.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 0QMG.L | XEMD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.68 | -0.01 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.97 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.88 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.43 | +0.47 |
Correlation
The correlation between 0QMG.L and XEMD is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
0QMG.L vs. XEMD - Dividend Comparison
0QMG.L's dividend yield for the trailing twelve months is around 3.98%, less than XEMD's 6.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0QMG.L Swiss Life Holding AG | 3.98% | 3.83% | 4.72% | 5.14% | 5.22% | 3.73% | 4.83% | 0.51% | 3.57% | 3.19% | 2.95% | 2.70% |
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF | 6.06% | 6.15% | 6.30% | 6.19% | 3.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
0QMG.L vs. XEMD - Drawdown Comparison
The maximum 0QMG.L drawdown since its inception was -49.94%, which is greater than XEMD's maximum drawdown of -12.96%. Use the drawdown chart below to compare losses from any high point for 0QMG.L and XEMD.
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Drawdown Indicators
| 0QMG.L | XEMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.94% | -10.01% | -39.93% |
Max Drawdown (1Y)Largest decline over 1 year | -13.38% | -3.52% | -9.86% |
Max Drawdown (5Y)Largest decline over 5 years | -28.67% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.94% | — | — |
Current DrawdownCurrent decline from peak | -5.67% | -2.46% | -3.21% |
Average DrawdownAverage peak-to-trough decline | -7.03% | -1.29% | -5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.69% | 0.84% | +4.85% |
Volatility
0QMG.L vs. XEMD - Volatility Comparison
Swiss Life Holding AG (0QMG.L) has a higher volatility of 6.89% compared to BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) at 2.70%. This indicates that 0QMG.L's price experiences larger fluctuations and is considered to be riskier than XEMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 0QMG.L | XEMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.89% | 2.70% | +4.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.84% | 6.30% | +6.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.91% | 11.97% | +7.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.59% | 9.29% | +10.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.30% | 9.29% | +14.01% |