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FVEM.DE vs. XEMD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FVEM.DE vs. XEMD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.DE). The values are adjusted to include any dividend payments, if applicable.

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FVEM.DE vs. XEMD.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FVEM.DE achieves a 5.87% return, which is significantly lower than XEMD.DE's 7.04% return.


FVEM.DE

1D
3.08%
1M
-4.48%
YTD
5.87%
6M
9.07%
1Y
24.27%
3Y*
11.85%
5Y*
10Y*

XEMD.DE

1D
3.63%
1M
-5.26%
YTD
7.04%
6M
10.07%
1Y
25.84%
3Y*
14.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FVEM.DE vs. XEMD.DE - Expense Ratio Comparison

Both FVEM.DE and XEMD.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

FVEM.DE vs. XEMD.DE — Risk / Return Rank

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

FVEM.DE
FVEM.DE Risk / Return Rank: 7070
Overall Rank
FVEM.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FVEM.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
FVEM.DE Omega Ratio Rank: 6464
Omega Ratio Rank
FVEM.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
FVEM.DE Martin Ratio Rank: 7171
Martin Ratio Rank

XEMD.DE
XEMD.DE Risk / Return Rank: 7373
Overall Rank
XEMD.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
XEMD.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
XEMD.DE Omega Ratio Rank: 6969
Omega Ratio Rank
XEMD.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
XEMD.DE Martin Ratio Rank: 7373
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.

FVEM.DE vs. XEMD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.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.


FVEM.DEXEMD.DEDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.40

-0.06

Sortino ratio

Return per unit of downside risk

1.85

1.91

-0.05

Omega ratio

Gain probability vs. loss probability

1.25

1.27

-0.02

Calmar ratio

Return relative to maximum drawdown

2.35

2.47

-0.12

Martin ratio

Return relative to average drawdown

8.40

8.48

-0.08

FVEM.DE vs. XEMD.DE - Sharpe Ratio Comparison

The current FVEM.DE Sharpe Ratio is 1.34, which is comparable to the XEMD.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of FVEM.DE and XEMD.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


FVEM.DEXEMD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.40

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.35

+0.42

Correlation

The correlation between FVEM.DE and XEMD.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FVEM.DE vs. XEMD.DE - Dividend Comparison

FVEM.DE has not paid dividends to shareholders, while XEMD.DE's dividend yield for the trailing twelve months is around 1.89%.


Drawdowns

FVEM.DE vs. XEMD.DE - Drawdown Comparison

The maximum FVEM.DE drawdown since its inception was -18.76%, smaller than the maximum XEMD.DE drawdown of -23.50%. Use the drawdown chart below to compare losses from any high point for FVEM.DE and XEMD.DE.


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Drawdown Indicators


FVEM.DEXEMD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.76%

-23.50%

+4.74%

Max Drawdown (1Y)

Largest decline over 1 year

-12.45%

-13.66%

+1.21%

Current Drawdown

Current decline from peak

-6.90%

-7.48%

+0.58%

Average Drawdown

Average peak-to-trough decline

-3.57%

-9.51%

+5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

3.13%

-0.17%

Volatility

FVEM.DE vs. XEMD.DE - Volatility Comparison

Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.DE) have volatilities of 7.63% and 7.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVEM.DEXEMD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.63%

7.58%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

13.16%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

18.42%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.39%

16.35%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.39%

16.35%

-0.96%