PortfoliosLab logoPortfoliosLab logo
ENDH.DE vs. XQUA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ENDH.DE vs. XQUA.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 Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ENDH.DE achieves a -0.08% return, which is significantly lower than XQUA.DE's 1.67% return.


ENDH.DE

1D
0.37%
1M
-1.14%
YTD
-0.08%
6M
0.41%
1Y
3.85%
3Y*
6.26%
5Y*
10Y*

XQUA.DE

1D
-0.04%
1M
1.14%
YTD
1.67%
6M
0.76%
1Y
5.29%
3Y*
1.89%
5Y*
0.43%
10Y*
1.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between ENDH.DE and XQUA.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.38

Correlation (All Time)
Calculated using the full available price history since May 12, 2022

0.40

Over the past year, the correlation between ENDH.DE and XQUA.DE has dropped to 0.19 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ENDH.DE vs. XQUA.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: 3232
Overall Rank
ENDH.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ENDH.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
ENDH.DE Omega Ratio Rank: 3030
Omega Ratio Rank
ENDH.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
ENDH.DE Martin Ratio Rank: 4141
Martin Ratio Rank

XQUA.DE
XQUA.DE Risk / Return Rank: 2626
Overall Rank
XQUA.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XQUA.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
XQUA.DE Omega Ratio Rank: 2525
Omega Ratio Rank
XQUA.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XQUA.DE Martin Ratio Rank: 2626
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. XQUA.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 Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.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.DEXQUA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.20

1.16

+0.04

Calmar ratioReturn relative to maximum drawdown

1.73

1.28

+0.45

Martin ratioReturn relative to average drawdown

6.28

3.54

+2.74

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

The current ENDH.DE Sharpe Ratio is 0.92, which is comparable to the XQUA.DE Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of ENDH.DE and XQUA.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.


Loading charts...

Sharpe Ratios by Period


ENDH.DEXQUA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.91

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.16

+0.70

Drawdowns

ENDH.DE vs. XQUA.DE - Drawdown Comparison

The maximum ENDH.DE drawdown since its inception was -6.78%, smaller than the maximum XQUA.DE drawdown of -20.18%. Use the drawdown chart below to compare losses from any high point for ENDH.DE and XQUA.DE.


Loading charts...

Drawdown Indicators


ENDH.DEXQUA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.78%

-20.18%

+13.40%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

-4.12%

+1.91%

Max Drawdown (3Y)

Largest decline over 3 years

-2.71%

-11.44%

+8.73%

Max Drawdown (5Y)

Largest decline over 5 years

-16.68%

Max Drawdown (10Y)

Largest decline over 10 years

-20.18%

Current Drawdown

Current decline from peak

-1.33%

-8.97%

+7.64%

Average Drawdown

Average peak-to-trough decline

-1.11%

-8.61%

+7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

1.49%

-0.88%

Volatility

ENDH.DE vs. XQUA.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 2.69% compared to Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.DE) at 1.13%. This indicates that ENDH.DE's price experiences larger fluctuations and is considered to be riskier than XQUA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ENDH.DEXQUA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

1.13%

+1.56%

Volatility (6M)

Calculated over the trailing 6-month period

3.74%

3.85%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

4.17%

5.82%

-1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.89%

8.31%

-3.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

8.85%

-3.96%

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

ENDH.DE has a 0.28% expense ratio, which is lower than XQUA.DE's 0.45% expense ratio.


Dividends

ENDH.DE vs. XQUA.DE - Dividend Comparison

ENDH.DE has not paid dividends to shareholders, while XQUA.DE's dividend yield for the trailing twelve months is around 3.90%.


PositionTTM202520242023202220212020201920182017
ENDH.DE
L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XQUA.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D
3.90%4.38%4.01%4.02%6.75%3.16%4.33%3.72%2.50%3.53%

Frequently Asked Questions


ENDH.DE and XQUA.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ENDH.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ENDH.DE is cheaper with a 0.28% expense ratio, compared with 0.45% for XQUA.DE.

ENDH.DE tracks J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity (EUR Hedged), while XQUA.DE tracks JPM EMBI Global Diversified TR USD. They also come from different issuers: Legal & General and Xtrackers. Their fees differ too: 0.28% for ENDH.DE and 0.45% for XQUA.DE.

Portfolio Optimizer

Find the right allocation for ENDH.DE and XQUA.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer