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EMVL.L vs. XYP1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMVL.L vs. XYP1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) and Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMVL.L is traded in USD, while XYP1.DE is traded in EUR. To make them comparable, the XYP1.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMVL.L achieves a 40.96% return, which is significantly higher than XYP1.DE's -1.35% return.


EMVL.L

1D
3.53%
1M
2.87%
YTD
40.96%
6M
46.07%
1Y
74.79%
3Y*
35.49%
5Y*
15.90%
10Y*

XYP1.DE

1D
0.02%
1M
-0.84%
YTD
-1.35%
6M
-1.08%
1Y
0.83%
3Y*
5.30%
5Y*
-0.04%
10Y*
0.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMVL.L vs. XYP1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EMVL.L
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
40.96%43.13%14.49%18.37%-16.29%5.29%7.72%17.64%-2.10%
XYP1.DE
Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF
-1.35%15.56%-2.48%7.04%-9.88%-8.54%10.37%-0.90%1.11%

Correlation

The correlation between EMVL.L and XYP1.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.31

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

0.35

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2018

0.30

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Return for Risk

EMVL.L vs. XYP1.DE — Risk / Return Rank

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

EMVL.L
EMVL.L Risk / Return Rank: 9494
Overall Rank
EMVL.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
EMVL.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
EMVL.L Omega Ratio Rank: 9393
Omega Ratio Rank
EMVL.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
EMVL.L Martin Ratio Rank: 9292
Martin Ratio Rank

XYP1.DE
XYP1.DE Risk / Return Rank: 2121
Overall Rank
XYP1.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
XYP1.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
XYP1.DE Omega Ratio Rank: 2222
Omega Ratio Rank
XYP1.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
XYP1.DE Martin Ratio Rank: 2020
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.

EMVL.L vs. XYP1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) and Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.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.


EMVL.LXYP1.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.29

Sortino ratioReturn per unit of downside risk

+3.89

Omega ratioGain probability vs. loss probability

1.59

1.03

+0.56

Calmar ratioReturn relative to maximum drawdown

6.38

0.15

+6.24

Martin ratioReturn relative to average drawdown

20.40

0.35

+20.05

EMVL.L vs. XYP1.DE - Sharpe Ratio Comparison

The current EMVL.L Sharpe Ratio is 3.42, which is higher than the XYP1.DE Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of EMVL.L and XYP1.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

EMVL.L vs. XYP1.DE - Drawdown Comparison

The maximum EMVL.L drawdown since its inception was -34.95%, which is greater than XYP1.DE's maximum drawdown of -32.50%. Use the drawdown chart below to compare losses from any high point for EMVL.L and XYP1.DE.


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Drawdown Indicators


EMVL.LXYP1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.95%

-32.50%

-2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-5.67%

-5.98%

Max Drawdown (3Y)

Largest decline over 3 years

-16.42%

-8.06%

-8.36%

Max Drawdown (5Y)

Largest decline over 5 years

-34.20%

-25.16%

-9.04%

Max Drawdown (10Y)

Largest decline over 10 years

-26.53%

Current Drawdown

Current decline from peak

-6.11%

-10.10%

+3.99%

Average Drawdown

Average peak-to-trough decline

-9.53%

-15.74%

+6.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

2.39%

+1.26%

Volatility

EMVL.L vs. XYP1.DE - Volatility Comparison

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) has a higher volatility of 9.92% compared to Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) at 1.62%. This indicates that EMVL.L's price experiences larger fluctuations and is considered to be riskier than XYP1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMVL.LXYP1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.92%

1.62%

+8.30%

Volatility (6M)

Calculated over the trailing 6-month period

18.75%

4.93%

+13.82%

Volatility (1Y)

Calculated over the trailing 1-year period

21.78%

6.82%

+14.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.20%

7.92%

+12.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.17%

7.68%

+13.49%

EMVL.L vs. XYP1.DE - Expense Ratio Comparison

EMVL.L has a 0.40% expense ratio, which is higher than XYP1.DE's 0.15% expense ratio.


Dividends

EMVL.L vs. XYP1.DE - Dividend Comparison

Neither EMVL.L nor XYP1.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EMVL.L and XYP1.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XYP1.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XYP1.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for EMVL.L.

EMVL.L is categorized as Emerging Markets Equities, while XYP1.DE is European Government Bonds. EMVL.L tracks MSCI EM NR USD, while XYP1.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus 1-3. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for EMVL.L and 0.15% for XYP1.DE.

Portfolio Optimizer

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