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EMBE.L vs. XNKY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMBE.L vs. XNKY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (EMBE.L) and Xtrackers Nikkei 225 UCITS ETF (XNKY.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, EMBE.L achieves a 1.23% return, which is significantly lower than XNKY.DE's 32.35% return.


EMBE.L

1D
0.81%
1M
1.12%
YTD
1.23%
6M
1.69%
1Y
8.49%
3Y*
7.36%
5Y*
-0.43%
10Y*
1.09%

XNKY.DE

1D
-1.43%
1M
6.07%
YTD
32.35%
6M
33.84%
1Y
59.86%
3Y*
20.83%
5Y*
12.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMBE.L vs. XNKY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EMBE.L
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
1.23%10.99%4.00%7.66%-20.86%-3.27%6.07%
XNKY.DE
Xtrackers Nikkei 225 UCITS ETF
32.35%16.16%14.34%18.03%-15.35%3.16%13.56%

Correlation

The correlation between EMBE.L and XNKY.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.35

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

0.35

Correlation (All Time)
Calculated using the full available price history since Nov 2, 2020

0.35

The correlation between EMBE.L and XNKY.DE shifts across timeframes, from 0.35 (all time) to 0.47 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EMBE.L vs. XNKY.DE — Risk / Return Rank

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

EMBE.L
EMBE.L Risk / Return Rank: 4848
Overall Rank
EMBE.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
EMBE.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
EMBE.L Omega Ratio Rank: 4949
Omega Ratio Rank
EMBE.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
EMBE.L Martin Ratio Rank: 4848
Martin Ratio Rank

XNKY.DE
XNKY.DE Risk / Return Rank: 7979
Overall Rank
XNKY.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XNKY.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
XNKY.DE Omega Ratio Rank: 7272
Omega Ratio Rank
XNKY.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XNKY.DE Martin Ratio Rank: 7474
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.

EMBE.L vs. XNKY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (EMBE.L) and Xtrackers Nikkei 225 UCITS ETF (XNKY.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.


EMBE.LXNKY.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.10

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

1.27

1.42

-0.15

Calmar ratioReturn relative to maximum drawdown

1.84

4.59

-2.74

Martin ratioReturn relative to average drawdown

7.04

13.91

-6.87

EMBE.L vs. XNKY.DE - Sharpe Ratio Comparison

The current EMBE.L Sharpe Ratio is 1.43, which is lower than the XNKY.DE Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of EMBE.L and XNKY.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

EMBE.L vs. XNKY.DE - Drawdown Comparison

The maximum EMBE.L drawdown since its inception was -30.73%, which is greater than XNKY.DE's maximum drawdown of -21.47%. Use the drawdown chart below to compare losses from any high point for EMBE.L and XNKY.DE.


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Drawdown Indicators


EMBE.LXNKY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.73%

-21.47%

-9.26%

Max Drawdown (1Y)

Largest decline over 1 year

-4.58%

-12.99%

+8.41%

Max Drawdown (3Y)

Largest decline over 3 years

-7.94%

-20.16%

+12.22%

Max Drawdown (5Y)

Largest decline over 5 years

-30.46%

-21.15%

-9.31%

Max Drawdown (10Y)

Largest decline over 10 years

-30.73%

Current Drawdown

Current decline from peak

-3.70%

-1.43%

-2.27%

Average Drawdown

Average peak-to-trough decline

-7.38%

-7.84%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.20%

4.29%

-3.09%

Volatility

EMBE.L vs. XNKY.DE - Volatility Comparison

The current volatility for iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (EMBE.L) is 2.14%, while Xtrackers Nikkei 225 UCITS ETF (XNKY.DE) has a volatility of 6.59%. This indicates that EMBE.L experiences smaller price fluctuations and is considered to be less risky than XNKY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMBE.LXNKY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.14%

6.59%

-4.45%

Volatility (6M)

Calculated over the trailing 6-month period

4.88%

18.61%

-13.73%

Volatility (1Y)

Calculated over the trailing 1-year period

5.91%

23.59%

-17.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.90%

18.57%

-9.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.48%

18.41%

-8.93%

EMBE.L vs. XNKY.DE - Expense Ratio Comparison

EMBE.L has a 0.50% expense ratio, which is higher than XNKY.DE's 0.09% expense ratio.


Dividends

EMBE.L vs. XNKY.DE - Dividend Comparison

EMBE.L's dividend yield for the trailing twelve months is around 5.13%, while XNKY.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EMBE.L
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
5.13%5.44%5.64%5.50%5.39%3.92%3.85%4.77%5.75%3.88%5.36%4.72%
XNKY.DE
Xtrackers Nikkei 225 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EMBE.L and XNKY.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XNKY.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XNKY.DE is cheaper with a 0.09% expense ratio, compared with 0.50% for EMBE.L.

EMBE.L is categorized as Emerging Markets Bonds, while XNKY.DE is Japan Equities. EMBE.L tracks JPM EMBI Global Diversified Hedge TR EUR, while XNKY.DE tracks Nikkei 225®. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.50% for EMBE.L and 0.09% for XNKY.DE.

Portfolio Optimizer

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