PortfoliosLab logoPortfoliosLab logo
3SUD.DE vs. XUEM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3SUD.DE vs. XUEM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) and Xtrackers USD Emerging Markets Bond UCITS ETF 2D (XUEM.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 3SUD.DE achieves a 0.90% return, which is significantly lower than XUEM.DE's 3.29% return.


3SUD.DE

1D
0.21%
1M
-0.03%
YTD
0.90%
6M
1.33%
1Y
9.11%
3Y*
7.55%
5Y*
-0.28%
10Y*

XUEM.DE

1D
-0.07%
1M
1.53%
YTD
3.29%
6M
3.01%
1Y
9.59%
3Y*
6.62%
5Y*
2.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3SUD.DE vs. XUEM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
3SUD.DE
iShares J.P. Morgan USD EM Bond UCITS ETF Acc
0.90%11.55%3.78%7.69%-20.75%-3.48%3.15%6.67%
XUEM.DE
Xtrackers USD Emerging Markets Bond UCITS ETF 2D
3.29%0.43%11.58%6.72%-14.47%4.14%-6.64%7.66%

Correlation

The correlation between 3SUD.DE and XUEM.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2019

0.55

Over the past year, the correlation between 3SUD.DE and XUEM.DE has dropped to 0.30 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

3SUD.DE vs. XUEM.DE — Risk / Return Rank

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

3SUD.DE
3SUD.DE Risk / Return Rank: 4949
Overall Rank
3SUD.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
3SUD.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
3SUD.DE Omega Ratio Rank: 5151
Omega Ratio Rank
3SUD.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
3SUD.DE Martin Ratio Rank: 4747
Martin Ratio Rank

XUEM.DE
XUEM.DE Risk / Return Rank: 5656
Overall Rank
XUEM.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XUEM.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
XUEM.DE Omega Ratio Rank: 4949
Omega Ratio Rank
XUEM.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XUEM.DE Martin Ratio Rank: 5858
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.

3SUD.DE vs. XUEM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) and Xtrackers USD Emerging Markets Bond UCITS ETF 2D (XUEM.DE). 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.


3SUD.DEXUEM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.31

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

1.93

3.52

-1.58

Martin ratioReturn relative to average drawdown

7.66

10.09

-2.43

3SUD.DE vs. XUEM.DE - Sharpe Ratio Comparison

The current 3SUD.DE Sharpe Ratio is 1.65, which is comparable to the XUEM.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of 3SUD.DE and XUEM.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


3SUD.DEXUEM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

1.64

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.26

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.28

-0.20

Drawdowns

3SUD.DE vs. XUEM.DE - Drawdown Comparison

The maximum 3SUD.DE drawdown since its inception was -30.78%, which is greater than XUEM.DE's maximum drawdown of -26.83%. Use the drawdown chart below to compare losses from any high point for 3SUD.DE and XUEM.DE.


Loading charts...

Drawdown Indicators


3SUD.DEXUEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.78%

-26.83%

-3.95%

Max Drawdown (1Y)

Largest decline over 1 year

-4.61%

-2.72%

-1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-7.82%

-13.45%

+5.63%

Max Drawdown (5Y)

Largest decline over 5 years

-30.57%

-17.85%

-12.72%

Current Drawdown

Current decline from peak

-3.78%

-2.82%

-0.96%

Average Drawdown

Average peak-to-trough decline

-11.11%

-10.35%

-0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

0.95%

+0.22%

Volatility

3SUD.DE vs. XUEM.DE - Volatility Comparison

iShares J.P. Morgan USD EM Bond UCITS ETF Acc (3SUD.DE) has a higher volatility of 1.89% compared to Xtrackers USD Emerging Markets Bond UCITS ETF 2D (XUEM.DE) at 1.06%. This indicates that 3SUD.DE's price experiences larger fluctuations and is considered to be riskier than XUEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


3SUD.DEXUEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.89%

1.06%

+0.83%

Volatility (6M)

Calculated over the trailing 6-month period

4.36%

3.83%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

5.41%

5.81%

-0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.70%

8.74%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.44%

10.44%

0.00%

3SUD.DE vs. XUEM.DE - Expense Ratio Comparison

3SUD.DE has a 0.50% expense ratio, which is higher than XUEM.DE's 0.25% expense ratio.


Dividends

3SUD.DE vs. XUEM.DE - Dividend Comparison

3SUD.DE has not paid dividends to shareholders, while XUEM.DE's dividend yield for the trailing twelve months is around 4.46%.


PositionTTM2025202420232022202120202019
3SUD.DE
iShares J.P. Morgan USD EM Bond UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XUEM.DE
Xtrackers USD Emerging Markets Bond UCITS ETF 2D
4.46%4.97%6.06%5.00%5.62%6.82%4.07%0.54%

Frequently Asked Questions


3SUD.DE and XUEM.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUEM.DE is cheaper with a 0.25% expense ratio, compared with 0.50% for 3SUD.DE.

3SUD.DE tracks JP Morgan EMBI Global Core (EUR Hedged), while XUEM.DE tracks JPM EMBI Global Diversified TR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.50% for 3SUD.DE and 0.25% for XUEM.DE.

Portfolio Optimizer

Find the right allocation for 3SUD.DE and XUEM.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer