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ESEB vs. EMB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ESEB and EMB is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ESEB vs. EMB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period


ESEB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

EMB

YTD

3.43%

1M

2.32%

6M

3.11%

1Y

6.92%

5Y*

1.92%

10Y*

2.66%

*Annualized

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ESEB vs. EMB - Expense Ratio Comparison

ESEB has a 0.35% expense ratio, which is lower than EMB's 0.39% expense ratio.


Risk-Adjusted Performance

ESEB vs. EMB — Risk-Adjusted Performance Rank

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

ESEB
The Risk-Adjusted Performance Rank of ESEB is 5050
Overall Rank
The Sharpe Ratio Rank of ESEB is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of ESEB is 5656
Sortino Ratio Rank
The Omega Ratio Rank of ESEB is 5555
Omega Ratio Rank
The Calmar Ratio Rank of ESEB is 3636
Calmar Ratio Rank
The Martin Ratio Rank of ESEB is 5050
Martin Ratio Rank

EMB
The Risk-Adjusted Performance Rank of EMB is 7575
Overall Rank
The Sharpe Ratio Rank of EMB is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of EMB is 7979
Sortino Ratio Rank
The Omega Ratio Rank of EMB is 7575
Omega Ratio Rank
The Calmar Ratio Rank of EMB is 6262
Calmar Ratio Rank
The Martin Ratio Rank of EMB is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ESEB vs. EMB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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.



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Dividends

ESEB vs. EMB - Dividend Comparison

ESEB has not paid dividends to shareholders, while EMB's dividend yield for the trailing twelve months is around 5.54%.


TTM20242023202220212020201920182017201620152014
ESEB
Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF
0.00%0.85%6.07%5.06%4.00%3.53%4.46%4.62%4.53%4.99%4.59%0.00%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
5.54%5.46%4.74%5.04%3.89%3.88%4.51%5.64%4.54%4.83%4.84%4.56%

Drawdowns

ESEB vs. EMB - Drawdown Comparison


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Volatility

ESEB vs. EMB - Volatility Comparison


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