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AXQE.DE vs. XEMD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AXQE.DE vs. XEMD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AXQE.DE achieves a 37.94% return, which is significantly higher than XEMD.DE's 28.06% return.


AXQE.DE

1D
-0.91%
1M
3.62%
YTD
37.94%
6M
41.71%
1Y
67.78%
3Y*
5Y*
10Y*

XEMD.DE

1D
-1.59%
1M
3.50%
YTD
28.06%
6M
27.79%
1Y
48.60%
3Y*
20.80%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXQE.DE vs. XEMD.DE - Yearly Performance Comparison


Correlation

The correlation between AXQE.DE and XEMD.DE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2025

0.80

The correlation between AXQE.DE and XEMD.DE has been stable across timeframes, ranging from 0.80 to 0.80 - a consistent structural relationship.

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Return for Risk

AXQE.DE vs. XEMD.DE — Risk / Return Rank

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

AXQE.DE
AXQE.DE Risk / Return Rank: 7171
Overall Rank
AXQE.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AXQE.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
AXQE.DE Omega Ratio Rank: 8585
Omega Ratio Rank
AXQE.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
AXQE.DE Martin Ratio Rank: 7575
Martin Ratio Rank

XEMD.DE
XEMD.DE Risk / Return Rank: 8484
Overall Rank
XEMD.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XEMD.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
XEMD.DE Omega Ratio Rank: 8484
Omega Ratio Rank
XEMD.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XEMD.DE Martin Ratio Rank: 8383
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.

AXQE.DE vs. XEMD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.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.


AXQE.DEXEMD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.51

1.50

0.00

Calmar ratioReturn relative to maximum drawdown

3.48

4.60

-1.12

Martin ratioReturn relative to average drawdown

14.04

16.76

-2.73

AXQE.DE vs. XEMD.DE - Sharpe Ratio Comparison

The current AXQE.DE Sharpe Ratio is 2.10, which is comparable to the XEMD.DE Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of AXQE.DE and XEMD.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.


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Sharpe Ratios by Period


AXQE.DEXEMD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

2.77

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

1.81

0.58

+1.23

Drawdowns

AXQE.DE vs. XEMD.DE - Drawdown Comparison

The maximum AXQE.DE drawdown since its inception was -19.63%, smaller than the maximum XEMD.DE drawdown of -23.50%. Use the drawdown chart below to compare losses from any high point for AXQE.DE and XEMD.DE.


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Drawdown Indicators


AXQE.DEXEMD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.63%

-23.50%

+3.87%

Max Drawdown (1Y)

Largest decline over 1 year

-19.63%

-10.72%

-8.91%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

Current Drawdown

Current decline from peak

-2.54%

-2.54%

0.00%

Average Drawdown

Average peak-to-trough decline

-2.70%

-9.22%

+6.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.87%

2.95%

+1.92%

Volatility

AXQE.DE vs. XEMD.DE - Volatility Comparison

AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.DE) has a higher volatility of 9.35% compared to Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.DE) at 7.39%. This indicates that AXQE.DE's price experiences larger fluctuations and is considered to be riskier than XEMD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AXQE.DEXEMD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.35%

7.39%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

30.41%

15.08%

+15.33%

Volatility (1Y)

Calculated over the trailing 1-year period

32.57%

17.84%

+14.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.53%

16.76%

+13.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.53%

16.76%

+13.77%

AXQE.DE vs. XEMD.DE - Expense Ratio Comparison

AXQE.DE has a 0.30% expense ratio, which is higher than XEMD.DE's 0.18% expense ratio.


Dividends

AXQE.DE vs. XEMD.DE - Dividend Comparison

AXQE.DE has not paid dividends to shareholders, while XEMD.DE's dividend yield for the trailing twelve months is around 1.55%.


PositionTTM2025202420232022
AXQE.DE
AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating
0.00%0.00%0.00%0.00%0.00%
XEMD.DE
Xtrackers MSCI Emerging Markets UCITS ETF 1D
1.55%1.92%3.01%2.38%2.66%

Frequently Asked Questions


AXQE.DE and XEMD.DE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XEMD.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEMD.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for AXQE.DE.

AXQE.DE tracks MSCI Emerging Markets ex China Climate Paris Aligned (EUR Hedged), while XEMD.DE tracks MSCI EM NR USD. They also come from different issuers: AXA IM and Xtrackers. Their fees differ too: 0.30% for AXQE.DE and 0.18% for XEMD.DE.

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