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

Performance

AYEM.DE vs. XEMD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.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

The year-to-date returns for both investments are quite close, with AYEM.DE having a 26.90% return and XEMD.DE slightly higher at 28.06%.


AYEM.DE

1D
-1.29%
1M
4.35%
YTD
26.90%
6M
27.17%
1Y
46.15%
3Y*
20.23%
5Y*
8.30%
10Y*

XEMD.DE

1D
-1.59%
1M
6.02%
YTD
28.06%
6M
29.15%
1Y
49.56%
3Y*
20.80%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
AYEM.DE
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)
26.90%17.51%14.02%6.81%-14.64%-1.96%
XEMD.DE
Xtrackers MSCI Emerging Markets UCITS ETF 1D
28.06%18.67%13.85%5.68%-14.85%-1.50%

Correlation

The correlation between AYEM.DE and XEMD.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.96

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2021

0.97

The correlation between AYEM.DE and XEMD.DE has been stable across timeframes, ranging from 0.96 to 0.99 - a consistent structural relationship.

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Return for Risk

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

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

AYEM.DE
AYEM.DE Risk / Return Rank: 8282
Overall Rank
AYEM.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AYEM.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
AYEM.DE Omega Ratio Rank: 8282
Omega Ratio Rank
AYEM.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
AYEM.DE Martin Ratio Rank: 8181
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.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.


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

-0.09

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.48

1.50

-0.02

Calmar ratioReturn relative to maximum drawdown

4.30

4.60

-0.30

Martin ratioReturn relative to average drawdown

15.83

16.76

-0.93

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

The current AYEM.DE Sharpe Ratio is 2.68, which is comparable to the XEMD.DE Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of AYEM.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


AYEM.DEXEMD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

2.77

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.58

0.00

Drawdowns

AYEM.DE vs. XEMD.DE - Drawdown Comparison

The maximum AYEM.DE drawdown since its inception was -31.19%, which is greater than XEMD.DE's maximum drawdown of -23.50%. Use the drawdown chart below to compare losses from any high point for AYEM.DE and XEMD.DE.


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Drawdown Indicators


AYEM.DEXEMD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-23.50%

-7.69%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-10.72%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

-19.19%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

Current Drawdown

Current decline from peak

-2.20%

-2.54%

+0.34%

Average Drawdown

Average peak-to-trough decline

-8.38%

-9.22%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.95%

+0.05%

Volatility

AYEM.DE vs. XEMD.DE - Volatility Comparison

The current volatility for iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) is 7.02%, while Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.DE) has a volatility of 7.39%. This indicates that AYEM.DE experiences smaller price fluctuations and is considered to be less risky 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


AYEM.DEXEMD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

7.39%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

14.89%

15.08%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.68%

17.84%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.40%

16.76%

-0.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.62%

16.76%

+1.86%

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

Both AYEM.DE and XEMD.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

AYEM.DE vs. XEMD.DE - Dividend Comparison

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


PositionTTM2025202420232022
AYEM.DE
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)
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


With a correlation of 0.99, AYEM.DE and XEMD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AYEM.DE and XEMD.DE have the same expense ratio: 0.18% per year.

AYEM.DE tracks MSCI Emerging Markets IMI ESG Screened, while XEMD.DE tracks MSCI EM NR USD. They also come from different issuers: iShares and Xtrackers.

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