ENDH.DE vs. XQUD.DE
ENDH.DE (L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc) and XQUD.DE (Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF) are both Emerging Markets Bonds funds - ENDH.DE tracks the J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity (EUR Hedged) while XQUD.DE tracks the iBoxx® MSCI ESG USD Emerging Markets Sovereigns Quality Weighted. Both are passively managed. Over the past 3 years, ENDH.DE returned 6.26%/yr vs 2.35%/yr for XQUD.DE. At a 0.39 correlation, their price movements are largely independent. ENDH.DE charges 0.28%/yr vs 0.45%/yr for XQUD.DE.
Performance
ENDH.DE vs. XQUD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ENDH.DE achieves a -0.08% return, which is significantly lower than XQUD.DE's 1.98% return.
ENDH.DE
- 1D
- 0.37%
- 1M
- -1.14%
- YTD
- -0.08%
- 6M
- 0.41%
- 1Y
- 3.85%
- 3Y*
- 6.26%
- 5Y*
- —
- 10Y*
- —
XQUD.DE
- 1D
- -0.03%
- 1M
- 1.14%
- YTD
- 1.98%
- 6M
- 1.13%
- 1Y
- 6.03%
- 3Y*
- 2.35%
- 5Y*
- —
- 10Y*
- —
ENDH.DE vs. XQUD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ENDH.DE L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc | -0.08% | 7.89% | 6.59% | 5.41% | -0.06% |
XQUD.DE Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF | 1.98% | -1.36% | 5.23% | 3.70% | -0.16% |
Correlation
The correlation between ENDH.DE and XQUD.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2022 | 0.39 |
Over the past year, the correlation between ENDH.DE and XQUD.DE has dropped to 0.18 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
ENDH.DE vs. XQUD.DE — Risk / Return Rank
ENDH.DE
XQUD.DE
ENDH.DE vs. XQUD.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 (XQUD.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.DE | XQUD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.12 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.56 | +0.17 |
| Martin ratioReturn relative to average drawdown | 6.28 | 4.64 | +1.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ENDH.DE | XQUD.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 1.04 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.29 | +0.57 |
Drawdowns
ENDH.DE vs. XQUD.DE - Drawdown Comparison
The maximum ENDH.DE drawdown since its inception was -6.78%, smaller than the maximum XQUD.DE drawdown of -12.01%. Use the drawdown chart below to compare losses from any high point for ENDH.DE and XQUD.DE.
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Drawdown Indicators
| ENDH.DE | XQUD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.78% | -12.01% | +5.23% |
Max Drawdown (1Y)Largest decline over 1 year | -2.21% | -3.84% | +1.63% |
Max Drawdown (3Y)Largest decline over 3 years | -2.71% | -11.40% | +8.69% |
Current DrawdownCurrent decline from peak | -1.33% | -2.99% | +1.66% |
Average DrawdownAverage peak-to-trough decline | -1.11% | -5.54% | +4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 1.30% | -0.69% |
Volatility
ENDH.DE vs. XQUD.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 (XQUD.DE) at 1.12%. This indicates that ENDH.DE's price experiences larger fluctuations and is considered to be riskier than XQUD.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.DE | XQUD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 1.12% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 3.74% | 3.74% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.17% | 5.77% | -1.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.89% | 7.98% | -3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.89% | 7.98% | -3.09% |
ENDH.DE vs. XQUD.DE - Expense Ratio Comparison
ENDH.DE has a 0.28% expense ratio, which is lower than XQUD.DE's 0.45% expense ratio.
Dividends
ENDH.DE vs. XQUD.DE - Dividend Comparison
Neither ENDH.DE nor XQUD.DE has paid dividends to shareholders.
Frequently Asked Questions
ENDH.DE and XQUD.DE have a correlation of 0.18, 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 XQUD.DE.
ENDH.DE tracks J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity (EUR Hedged), while XQUD.DE tracks iBoxx® MSCI ESG USD Emerging Markets Sovereigns Quality Weighted. They also come from different issuers: Legal & General and Xtrackers. Their fees differ too: 0.28% for ENDH.DE and 0.45% for XQUD.DE.
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