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DX2Z.DE vs. H4Z3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DX2Z.DE vs. H4Z3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.DE) and HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (H4Z3.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, DX2Z.DE achieves a 10.31% return, which is significantly lower than H4Z3.DE's 25.10% return.


DX2Z.DE

1D
0.61%
1M
2.36%
6M
8.54%
YTD
10.31%
1Y
29.81%
3Y*
18.61%
5Y*
12.91%
10Y*
11.40%

H4Z3.DE

1D
0.00%
1M
-3.70%
6M
22.51%
YTD
25.10%
1Y
42.87%
3Y*
19.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DX2Z.DE vs. H4Z3.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DX2Z.DE
Xtrackers S&P Select Frontier Swap UCITS ETF (Acc)
10.31%18.38%30.33%20.29%1.97%
H4Z3.DE
HSBC MSCI Emerging Markets UCITS ETF USD (Acc)
25.10%18.60%13.73%4.66%-5.78%

Correlation

The correlation between DX2Z.DE and H4Z3.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.35

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2022

0.36

The correlation between DX2Z.DE and H4Z3.DE shifts across timeframes, from 0.23 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DX2Z.DE vs. H4Z3.DE — Risk / Return Rank

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

DX2Z.DE
DX2Z.DE Risk / Return Rank: 5353
Overall Rank
DX2Z.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DX2Z.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
DX2Z.DE Omega Ratio Rank: 5252
Omega Ratio Rank
DX2Z.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
DX2Z.DE Martin Ratio Rank: 4848
Martin Ratio Rank

H4Z3.DE
H4Z3.DE Risk / Return Rank: 8484
Overall Rank
H4Z3.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
H4Z3.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
H4Z3.DE Omega Ratio Rank: 8383
Omega Ratio Rank
H4Z3.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
H4Z3.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.

DX2Z.DE vs. H4Z3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.DE) and HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (H4Z3.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DX2Z.DEH4Z3.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.27

1.40

-0.13

Calmar ratioReturn relative to maximum drawdown

2.26

4.11

-1.86

Martin ratioReturn relative to average drawdown

6.70

13.45

-6.76

DX2Z.DE vs. H4Z3.DE - Sharpe Ratio Comparison

The current DX2Z.DE Sharpe Ratio is 1.58, which is comparable to the H4Z3.DE Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of DX2Z.DE and H4Z3.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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Drawdowns

DX2Z.DE vs. H4Z3.DE - Drawdown Comparison

The maximum DX2Z.DE drawdown since its inception was -76.62%, which is greater than H4Z3.DE's maximum drawdown of -18.86%. Use the drawdown chart below to compare losses from any high point for DX2Z.DE and H4Z3.DE.


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Drawdown Indicators


DX2Z.DEH4Z3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-76.62%

-18.86%

-57.76%

Max Drawdown (1Y)

Largest decline over 1 year

-13.15%

-10.47%

-2.68%

Max Drawdown (3Y)

Largest decline over 3 years

-20.17%

-18.86%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-23.10%

Max Drawdown (10Y)

Largest decline over 10 years

-45.54%

Current Drawdown

Current decline from peak

0.00%

-7.16%

+7.16%

Average Drawdown

Average peak-to-trough decline

-44.91%

-4.93%

-39.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

3.20%

+1.24%

Volatility

DX2Z.DE vs. H4Z3.DE - Volatility Comparison

The current volatility for Xtrackers S&P Select Frontier Swap UCITS ETF (Acc) (DX2Z.DE) is 3.87%, while HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (H4Z3.DE) has a volatility of 9.16%. This indicates that DX2Z.DE experiences smaller price fluctuations and is considered to be less risky than H4Z3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DX2Z.DEH4Z3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.87%

9.16%

-5.29%

Volatility (6M)

Calculated over the trailing 6-month period

14.14%

17.05%

-2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

19.45%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.49%

16.24%

+2.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.78%

16.24%

+2.54%

DX2Z.DE vs. H4Z3.DE - Expense Ratio Comparison

DX2Z.DE has a 0.95% expense ratio, which is higher than H4Z3.DE's 0.15% expense ratio.


Dividends

DX2Z.DE vs. H4Z3.DE - Dividend Comparison

Neither DX2Z.DE nor H4Z3.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DX2Z.DE and H4Z3.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H4Z3.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H4Z3.DE is cheaper with a 0.15% expense ratio, compared with 0.95% for DX2Z.DE.

DX2Z.DE tracks S&P Select Frontier Index, while H4Z3.DE tracks MSCI Emerging Markets. They also come from different issuers: Xtrackers and HSBC. Their fees differ too: 0.95% for DX2Z.DE and 0.15% for H4Z3.DE.

Portfolio Optimizer

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