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

Correlation

The correlation between ESEB and IGLB is 0.33, 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.


-0.50.00.51.00.3

Performance

ESEB vs. IGLB - 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 10+ Year Investment Grade Corporate Bond ETF (IGLB). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
4.12%
20.66%
ESEB
IGLB

Key characteristics

Returns By Period


ESEB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

IGLB

YTD

-0.94%

1M

-1.09%

6M

0.43%

1Y

-0.64%

5Y*

-1.78%

10Y*

2.16%

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ESEB vs. IGLB - Expense Ratio Comparison

ESEB has a 0.35% expense ratio, which is higher than IGLB's 0.06% expense ratio.


ESEB
Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF
Expense ratio chart for ESEB: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for IGLB: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

ESEB vs. IGLB - 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 10+ Year Investment Grade Corporate Bond ETF (IGLB). 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.


Sharpe ratio
The chart of Sharpe ratio for ESEB, currently valued at -0.11, compared to the broader market0.002.004.00-0.11-0.08
The chart of Sortino ratio for ESEB, currently valued at -0.13, compared to the broader market-2.000.002.004.006.008.0010.00-0.13-0.04
The chart of Omega ratio for ESEB, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.00
The chart of Calmar ratio for ESEB, currently valued at -0.02, compared to the broader market0.005.0010.0015.00-0.02-0.03
The chart of Martin ratio for ESEB, currently valued at -0.26, compared to the broader market0.0020.0040.0060.0080.00100.00-0.26-0.21
ESEB
IGLB


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.11
-0.08
ESEB
IGLB

Dividends

ESEB vs. IGLB - Dividend Comparison

ESEB has not paid dividends to shareholders, while IGLB's dividend yield for the trailing twelve months is around 5.08%.


TTM20232022202120202019201820172016201520142013
ESEB
Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF
0.85%6.07%5.06%4.00%3.53%4.46%4.62%4.53%4.99%4.59%0.00%0.00%
IGLB
iShares 10+ Year Investment Grade Corporate Bond ETF
5.08%4.59%4.56%3.16%3.23%3.73%4.56%3.94%4.21%4.58%4.12%5.08%

Drawdowns

ESEB vs. IGLB - Drawdown Comparison


-22.00%-20.00%-18.00%-16.00%-14.00%JulyAugustSeptemberOctoberNovemberDecember
-15.97%
-19.96%
ESEB
IGLB

Volatility

ESEB vs. IGLB - Volatility Comparison

The current volatility for Xtrackers J.P. Morgan ESG Emerging Markets Sovereign ETF (ESEB) is 0.00%, while iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) has a volatility of 3.48%. This indicates that ESEB experiences smaller price fluctuations and is considered to be less risky than IGLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%JulyAugustSeptemberOctoberNovemberDecember0
3.48%
ESEB
IGLB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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