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ENDH.DE vs. EMIE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ENDH.DE vs. EMIE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.DE) and UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc (EMIE.DE). The values are adjusted to include any dividend payments, if applicable.

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ENDH.DE vs. EMIE.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ENDH.DE achieves a -0.80% return, which is significantly higher than EMIE.DE's -1.54% return.


ENDH.DE

1D
0.27%
1M
-1.28%
YTD
-0.80%
6M
1.07%
1Y
4.81%
3Y*
5.97%
5Y*
10Y*

EMIE.DE

1D
0.46%
1M
-2.03%
YTD
-1.54%
6M
-1.26%
1Y
2.56%
3Y*
2.17%
5Y*
-2.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ENDH.DE vs. EMIE.DE - Expense Ratio Comparison

ENDH.DE has a 0.28% expense ratio, which is lower than EMIE.DE's 0.43% expense ratio.


Return for Risk

ENDH.DE vs. EMIE.DE — Risk / Return Rank

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

ENDH.DE
ENDH.DE Risk / Return Rank: 7474
Overall Rank
ENDH.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ENDH.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
ENDH.DE Omega Ratio Rank: 7070
Omega Ratio Rank
ENDH.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
ENDH.DE Martin Ratio Rank: 8080
Martin Ratio Rank

EMIE.DE
EMIE.DE Risk / Return Rank: 2727
Overall Rank
EMIE.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
EMIE.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
EMIE.DE Omega Ratio Rank: 2626
Omega Ratio Rank
EMIE.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
EMIE.DE Martin Ratio Rank: 2828
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.

ENDH.DE vs. EMIE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.DE) and UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc (EMIE.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.


ENDH.DEEMIE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.60

+0.70

Sortino ratio

Return per unit of downside risk

2.02

0.84

+1.18

Omega ratio

Gain probability vs. loss probability

1.27

1.11

+0.16

Calmar ratio

Return relative to maximum drawdown

2.19

0.73

+1.46

Martin ratio

Return relative to average drawdown

9.82

2.65

+7.17

ENDH.DE vs. EMIE.DE - Sharpe Ratio Comparison

The current ENDH.DE Sharpe Ratio is 1.31, which is higher than the EMIE.DE Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of ENDH.DE and EMIE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ENDH.DEEMIE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.60

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

-0.13

+1.02

Correlation

The correlation between ENDH.DE and EMIE.DE is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ENDH.DE vs. EMIE.DE - Dividend Comparison

Neither ENDH.DE nor EMIE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ENDH.DE vs. EMIE.DE - Drawdown Comparison

The maximum ENDH.DE drawdown since its inception was -6.78%, smaller than the maximum EMIE.DE drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for ENDH.DE and EMIE.DE.


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Drawdown Indicators


ENDH.DEEMIE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.78%

-26.98%

+20.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

-3.53%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-25.83%

Current Drawdown

Current decline from peak

-1.64%

-14.98%

+13.34%

Average Drawdown

Average peak-to-trough decline

-1.12%

-12.65%

+11.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.49%

0.97%

-0.48%

Volatility

ENDH.DE vs. EMIE.DE - Volatility Comparison

L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.DE) has a higher volatility of 1.68% compared to UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (EUR Hedged) Acc (EMIE.DE) at 1.49%. This indicates that ENDH.DE's price experiences larger fluctuations and is considered to be riskier than EMIE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ENDH.DEEMIE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.68%

1.49%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

2.42%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

3.68%

4.24%

-0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.73%

6.67%

-1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

8.02%

-3.29%