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EMKX.DE vs. XGLF.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMKX.DE vs. XGLF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in BNP Paribas Easy MSCI Emerging ESG Filtered Min TE UCITS ETF (EMKX.DE) and Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.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, EMKX.DE achieves a 22.91% return, which is significantly higher than XGLF.DE's 6.19% return. Over the past 10 years, EMKX.DE has outperformed XGLF.DE with an annualized return of 71.80%, while XGLF.DE has yielded a comparatively lower 7.56% annualized return.


EMKX.DE

1D
-0.53%
1M
-4.89%
6M
15.85%
YTD
22.91%
1Y
38.69%
3Y*
19.14%
5Y*
7.24%
10Y*
71.80%

XGLF.DE

1D
1.04%
1M
0.25%
6M
0.08%
YTD
6.19%
1Y
4.64%
3Y*
3.71%
5Y*
5.40%
10Y*
7.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMKX.DE vs. XGLF.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMKX.DE
BNP Paribas Easy MSCI Emerging ESG Filtered Min TE UCITS ETF
22.91%18.64%14.57%5.03%-15.65%4.34%6.80%21.85%-91.16%19.85%
XGLF.DE
Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)
6.19%-5.36%9.58%0.55%1.24%48.84%-9.49%9.50%22.95%-7.49%

Correlation

The correlation between EMKX.DE and XGLF.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.39

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

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.42

Correlation (All Time)
Calculated using the full available price history since Mar 4, 2016

0.42

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Return for Risk

EMKX.DE vs. XGLF.DE — Risk / Return Rank

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

EMKX.DE
EMKX.DE Risk / Return Rank: 7575
Overall Rank
EMKX.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
EMKX.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
EMKX.DE Omega Ratio Rank: 7474
Omega Ratio Rank
EMKX.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
EMKX.DE Martin Ratio Rank: 7474
Martin Ratio Rank

XGLF.DE
XGLF.DE Risk / Return Rank: 1515
Overall Rank
XGLF.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
XGLF.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
XGLF.DE Omega Ratio Rank: 1414
Omega Ratio Rank
XGLF.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
XGLF.DE Martin Ratio Rank: 1515
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.

EMKX.DE vs. XGLF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy MSCI Emerging ESG Filtered Min TE UCITS ETF (EMKX.DE) and Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.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.


EMKX.DEXGLF.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.54

Sortino ratioReturn per unit of downside risk

+1.93

Omega ratioGain probability vs. loss probability

1.35

1.07

+0.27

Calmar ratioReturn relative to maximum drawdown

3.51

0.51

+3.00

Martin ratioReturn relative to average drawdown

10.99

1.11

+9.87

EMKX.DE vs. XGLF.DE - Sharpe Ratio Comparison

The current EMKX.DE Sharpe Ratio is 1.91, which is higher than the XGLF.DE Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of EMKX.DE and XGLF.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

EMKX.DE vs. XGLF.DE - Drawdown Comparison

The maximum EMKX.DE drawdown since its inception was -99.09%, which is greater than XGLF.DE's maximum drawdown of -42.15%. Use the drawdown chart below to compare losses from any high point for EMKX.DE and XGLF.DE.


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Drawdown Indicators


EMKX.DEXGLF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.09%

-42.15%

-56.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-9.05%

-1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-19.38%

-18.41%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-24.50%

-31.29%

+6.79%

Max Drawdown (10Y)

Largest decline over 10 years

-99.09%

-35.16%

-63.93%

Current Drawdown

Current decline from peak

-97.87%

-17.67%

-80.20%

Average Drawdown

Average peak-to-trough decline

-92.18%

-18.25%

-73.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

4.16%

-0.65%

Volatility

EMKX.DE vs. XGLF.DE - Volatility Comparison

BNP Paribas Easy MSCI Emerging ESG Filtered Min TE UCITS ETF (EMKX.DE) has a higher volatility of 8.77% compared to Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) at 3.71%. This indicates that EMKX.DE's price experiences larger fluctuations and is considered to be riskier than XGLF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMKX.DEXGLF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.77%

3.71%

+5.06%

Volatility (6M)

Calculated over the trailing 6-month period

17.91%

8.99%

+8.92%

Volatility (1Y)

Calculated over the trailing 1-year period

20.25%

12.56%

+7.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

15.36%

+2.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3,148.56%

18.33%

+3,130.23%

EMKX.DE vs. XGLF.DE - Expense Ratio Comparison

EMKX.DE has a 0.26% expense ratio, which is lower than XGLF.DE's 0.65% expense ratio.


Dividends

EMKX.DE vs. XGLF.DE - Dividend Comparison

Neither EMKX.DE nor XGLF.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EMKX.DE and XGLF.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMKX.DE is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMKX.DE is cheaper with a 0.26% expense ratio, compared with 0.65% for XGLF.DE.

EMKX.DE tracks MSCI Emerging Markets ESG Filtered Min TE, while XGLF.DE tracks MSCI GCC Countries ex Select Securities Index. They also come from different issuers: BNP Paribas and Xtrackers. Their fees differ too: 0.26% for EMKX.DE and 0.65% for XGLF.DE.

Portfolio Optimizer

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