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EGDM.L vs. XDEX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EGDM.L vs. XDEX.L

Last updated Jun 5, 2026

EGDM.L (iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist)) and XDEX.L (Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C) are both Emerging Markets Equities funds tracking the MSCI EM NR USD, from iShares and Xtrackers respectively. Both are passively managed. Over the past 5 years, EGDM.L returned 7.74%/yr vs 13.34%/yr for XDEX.L. Their correlation of 0.85 suggests significant overlap in exposure. Both charge a 0.18% expense ratio.

Performance

EGDM.L vs. XDEX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist) (EGDM.L) and Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EGDM.L is traded in GBP, while XDEX.L is traded in GBp. To make them comparable, the XDEX.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EGDM.L achieves a 25.08% return, which is significantly lower than XDEX.L's 37.51% return.

EGDM.L

1D
-1.60%
1M
6.55%
YTD
25.08%
6M
26.80%
1Y
51.52%
3Y*
20.30%
5Y*
7.74%
10Y*
—

XDEX.L

1D
-1.96%
1M
7.93%
YTD
37.51%
6M
42.60%
1Y
73.80%
3Y*
22.70%
5Y*
13.34%
10Y*
14.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGDM.L vs. XDEX.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
EGDM.L
iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist)		25.08%26.25%8.50%2.10%-12.36%-1.65%15.68%2.53%
XDEX.L
Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C		37.51%28.16%2.86%2.89%-10.24%20.08%12.90%1.02%

Correlation

The correlation between EGDM.L and XDEX.L is 0.89, 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

0.89

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

0.88

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

0.87

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2019

0.85

The correlation between EGDM.L and XDEX.L has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.

EGDM.L vs. XDEX.L - Sectors Allocation Comparison

Sectors
EGDM.L
XDEX.L

Technology

43.1%
50.4%

Financial Services

17.9%
17.4%

Consumer Cyclical

8.6%
3.8%

Industrials

7.0%
6.4%

Communication Services

6.3%
3.1%

Basic Materials

5.5%
6.3%

Energy

3.4%
3.3%

Consumer Defensive

2.7%
2.7%

Healthcare

2.6%
2.0%

Utilities

1.7%
2.1%

Real Estate

1.3%
0.8%

Technology

EGDM.L
43.1%
XDEX.L
50.4%

Financial Services

EGDM.L
17.9%
XDEX.L
17.4%

Consumer Cyclical

EGDM.L
8.6%
XDEX.L
3.8%

Industrials

EGDM.L
7.0%
XDEX.L
6.4%

Communication Services

EGDM.L
6.3%
XDEX.L
3.1%

Basic Materials

EGDM.L
5.5%
XDEX.L
6.3%

Energy

EGDM.L
3.4%
XDEX.L
3.3%

Consumer Defensive

EGDM.L
2.7%
XDEX.L
2.7%

Healthcare

EGDM.L
2.6%
XDEX.L
2.0%

Utilities

EGDM.L
1.7%
XDEX.L
2.1%

Real Estate

EGDM.L
1.3%
XDEX.L
0.8%

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iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist)

Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C

Often compared with EGDM.L:
EGDM.L vs. VFEM.LEGDM.L vs. FEMQ.LEGDM.L vs. CNDX.LEGDM.L vs. IUIT.LEGDM.L vs. EXCS.LEGDM.L vs. HDEM.LEGDM.L vs. EIMI.L
Often compared with XDEX.L:
XDEX.L vs. VWRP.LXDEX.L vs. XMME.LXDEX.L vs. EMVL.LXDEX.L vs. HEMC.LXDEX.L vs. AEME.LXDEX.L vs. VFEG.LXDEX.L vs. DEM.L

Return for Risk

EGDM.L vs. XDEX.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EGDM.L
EGDM.L Risk / Return Rank: 8787
Overall Rank
EGDM.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EGDM.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
EGDM.L Omega Ratio Rank: 9090
Omega Ratio Rank
EGDM.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
EGDM.L Martin Ratio Rank: 8181
Martin Ratio Rank
XDEX.L
XDEX.L Risk / Return Rank: 9494
Overall Rank
XDEX.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
XDEX.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
XDEX.L Omega Ratio Rank: 9595
Omega Ratio Rank
XDEX.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
XDEX.L Martin Ratio Rank: 9191
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.

EGDM.L vs. XDEX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist) (EGDM.L) and Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L). 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.

EGDM.LXDEX.LDifference
Sharpe ratioReturn per unit of total volatility
3.05
4.06

-1.02

Sortino ratioReturn per unit of downside risk
3.92
5.09

-1.18

Omega ratioGain probability vs. loss probability

1.56

1.74

-0.18

Calmar ratioReturn relative to maximum drawdown

4.47

5.83

-1.35

Martin ratioReturn relative to average drawdown

15.88

21.82

-5.93

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGDM.L vs. XDEX.L - Sharpe Ratio Comparison

The current EGDM.L Sharpe Ratio is 3.05, which is comparable to the XDEX.L Sharpe Ratio of 4.06. The chart below compares the historical Sharpe Ratios of EGDM.L and XDEX.L, 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

EGDM.LXDEX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.05

4.06

-1.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.86

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.90

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.78

-0.26

Drawdowns

EGDM.L vs. XDEX.L - Drawdown Comparison

The maximum EGDM.L drawdown since its inception was -28.27%, which is greater than XDEX.L's maximum drawdown of -24.54%. Use the drawdown chart below to compare losses from any high point for EGDM.L and XDEX.L.

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Drawdown Indicators

EGDM.LXDEX.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.27%

-24.54%

-3.73%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-12.60%

+1.14%

Max Drawdown (3Y)

Largest decline over 3 years

-15.33%

-17.38%

+2.05%

Max Drawdown (5Y)

Largest decline over 5 years

-25.09%

-18.65%

-6.44%

Max Drawdown (10Y)

Largest decline over 10 years

—

-24.54%

—

Current Drawdown

Current decline from peak

-2.51%

-2.68%

+0.17%

Average Drawdown

Average peak-to-trough decline

-12.18%

-4.72%

-7.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.37%

-0.14%

Volatility

EGDM.L vs. XDEX.L - Volatility Comparison

The current volatility for iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist) (EGDM.L) is 7.45%, while Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L) has a volatility of 8.78%. This indicates that EGDM.L experiences smaller price fluctuations and is considered to be less risky than XDEX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EGDM.LXDEX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

8.78%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.40%

16.04%

-1.64%

Volatility (1Y)

Calculated over the trailing 1-year period

16.85%

18.07%

-1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

15.45%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

15.62%

+2.39%

EGDM.L vs. XDEX.L - Expense Ratio Comparison

Both EGDM.L and XDEX.L 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

EGDM.L vs. XDEX.L - Dividend Comparison

EGDM.L's dividend yield for the trailing twelve months is around 1.51%, while XDEX.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019
EGDM.L
iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist)		1.51%1.88%2.34%2.37%2.55%1.96%1.62%0.05%
XDEX.L
Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

EGDM.L and XDEX.L have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

EGDM.L and XDEX.L have the same expense ratio: 0.18% per year.

Both ETFs track MSCI EM NR USD. They also come from different issuers: iShares and Xtrackers.

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