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EMSM.L vs. DBXP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMSM.L vs. DBXP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.L) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMSM.L is traded in GBP, while DBXP.DE is traded in EUR. To make them comparable, the DBXP.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMSM.L achieves a 12.68% return, which is significantly higher than DBXP.DE's -0.59% return. Over the past 10 years, EMSM.L has outperformed DBXP.DE with an annualized return of 9.30%, while DBXP.DE has yielded a comparatively lower 0.66% annualized return.


EMSM.L

1D
-1.20%
1M
-2.82%
YTD
12.68%
6M
13.46%
1Y
24.97%
3Y*
13.72%
5Y*
7.50%
10Y*
9.30%

DBXP.DE

1D
0.17%
1M
-0.01%
YTD
-0.59%
6M
-0.50%
1Y
2.39%
3Y*
2.99%
5Y*
0.85%
10Y*
0.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMSM.L vs. DBXP.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMSM.L
SPDR MSCI Emerging Markets Small Cap UCITS ETF
12.68%12.15%4.60%15.48%-7.03%17.67%16.12%5.70%-13.10%22.98%
DBXP.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
-0.59%7.53%-1.49%1.35%0.57%-7.79%5.46%-5.04%1.03%3.81%

Correlation

The correlation between EMSM.L and DBXP.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.08

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

0.10

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

0.17

Correlation (All Time)
Calculated using the full available price history since May 16, 2011

0.16

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Return for Risk

EMSM.L vs. DBXP.DE — Risk / Return Rank

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

EMSM.L
EMSM.L Risk / Return Rank: 5252
Overall Rank
EMSM.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EMSM.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
EMSM.L Omega Ratio Rank: 5151
Omega Ratio Rank
EMSM.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
EMSM.L Martin Ratio Rank: 5454
Martin Ratio Rank

DBXP.DE
DBXP.DE Risk / Return Rank: 2525
Overall Rank
DBXP.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DBXP.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
DBXP.DE Omega Ratio Rank: 2727
Omega Ratio Rank
DBXP.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
DBXP.DE Martin Ratio Rank: 2424
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.

EMSM.L vs. DBXP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.L) and Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.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.


EMSM.LDBXP.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.92

Sortino ratioReturn per unit of downside risk

+1.17

Omega ratioGain probability vs. loss probability

1.28

1.10

+0.18

Calmar ratioReturn relative to maximum drawdown

2.64

0.90

+1.73

Martin ratioReturn relative to average drawdown

8.10

1.85

+6.25

EMSM.L vs. DBXP.DE - Sharpe Ratio Comparison

The current EMSM.L Sharpe Ratio is 1.50, which is higher than the DBXP.DE Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of EMSM.L and DBXP.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

EMSM.L vs. DBXP.DE - Drawdown Comparison

The maximum EMSM.L drawdown since its inception was -53.76%, which is greater than DBXP.DE's maximum drawdown of -18.51%. Use the drawdown chart below to compare losses from any high point for EMSM.L and DBXP.DE.


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Drawdown Indicators


EMSM.LDBXP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.76%

-18.51%

-35.25%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-2.64%

-6.79%

Max Drawdown (3Y)

Largest decline over 3 years

-27.11%

-3.20%

-23.91%

Max Drawdown (5Y)

Largest decline over 5 years

-27.11%

-6.23%

-20.88%

Max Drawdown (10Y)

Largest decline over 10 years

-37.81%

-13.41%

-24.40%

Current Drawdown

Current decline from peak

-5.45%

-4.27%

-1.18%

Average Drawdown

Average peak-to-trough decline

-23.93%

-6.93%

-17.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

1.29%

+1.78%

Volatility

EMSM.L vs. DBXP.DE - Volatility Comparison

SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.L) has a higher volatility of 7.13% compared to Xtrackers Eurozone Government Bond 1-3 UCITS ETF (DBXP.DE) at 0.86%. This indicates that EMSM.L's price experiences larger fluctuations and is considered to be riskier than DBXP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMSM.LDBXP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

0.86%

+6.27%

Volatility (6M)

Calculated over the trailing 6-month period

14.52%

2.70%

+11.82%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

4.07%

+12.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.69%

5.23%

+14.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.08%

6.59%

+12.49%

EMSM.L vs. DBXP.DE - Expense Ratio Comparison

EMSM.L has a 0.55% expense ratio, which is higher than DBXP.DE's 0.15% expense ratio.


Dividends

EMSM.L vs. DBXP.DE - Dividend Comparison

Neither EMSM.L nor DBXP.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EMSM.L and DBXP.DE have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

DBXP.DE is cheaper with a 0.15% expense ratio, compared with 0.55% for EMSM.L.

EMSM.L is categorized as Emerging Markets Equities, while DBXP.DE is European Government Bonds. EMSM.L tracks MSCI Emerging Markets SMID NR USD, while DBXP.DE tracks iBoxx® EUR Eurozone 1-3. They also come from different issuers: State Street and Xtrackers. Their fees differ too: 0.55% for EMSM.L and 0.15% for DBXP.DE.

Portfolio Optimizer

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