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LEMB.L vs. XQUA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEMB.L vs. XQUA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L) and Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LEMB.L achieves a 1.79% return, which is significantly higher than XQUA.L's 0.94% return. Over the past 10 years, LEMB.L has outperformed XQUA.L with an annualized return of 2.19%, while XQUA.L has yielded a comparatively lower 0.95% annualized return.


LEMB.L

1D
0.25%
1M
0.96%
YTD
1.79%
6M
2.28%
1Y
10.73%
3Y*
7.40%
5Y*
1.16%
10Y*
2.19%

XQUA.L

1D
0.35%
1M
0.59%
YTD
0.94%
6M
0.97%
1Y
8.08%
3Y*
5.25%
5Y*
-0.11%
10Y*
0.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEMB.L vs. XQUA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEMB.L
Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist
1.79%12.48%0.66%9.26%-16.61%-2.23%4.28%13.91%-4.52%8.55%
XQUA.L
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D
0.94%10.82%-0.40%7.51%-17.76%-1.45%6.97%10.02%-6.59%4.54%

Correlation

The correlation between LEMB.L and XQUA.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2016

0.88

The correlation between LEMB.L and XQUA.L has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.

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Return for Risk

LEMB.L vs. XQUA.L — Risk / Return Rank

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

LEMB.L
LEMB.L Risk / Return Rank: 6464
Overall Rank
LEMB.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
LEMB.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
LEMB.L Omega Ratio Rank: 6666
Omega Ratio Rank
LEMB.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
LEMB.L Martin Ratio Rank: 6464
Martin Ratio Rank

XQUA.L
XQUA.L Risk / Return Rank: 4949
Overall Rank
XQUA.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XQUA.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
XQUA.L Omega Ratio Rank: 5252
Omega Ratio Rank
XQUA.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
XQUA.L Martin Ratio Rank: 4545
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.

LEMB.L vs. XQUA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L) and Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.L). 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.


LEMB.LXQUA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.39

1.32

+0.07

Calmar ratioReturn relative to maximum drawdown

2.86

2.00

+0.86

Martin ratioReturn relative to average drawdown

11.44

7.21

+4.23

LEMB.L vs. XQUA.L - Sharpe Ratio Comparison

The current LEMB.L Sharpe Ratio is 2.04, which is comparable to the XQUA.L Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of LEMB.L and XQUA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LEMB.LXQUA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.04

1.72

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

-0.01

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

0.11

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.11

+0.19

Drawdowns

LEMB.L vs. XQUA.L - Drawdown Comparison

The maximum LEMB.L drawdown since its inception was -27.40%, roughly equal to the maximum XQUA.L drawdown of -26.27%. Use the drawdown chart below to compare losses from any high point for LEMB.L and XQUA.L.


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Drawdown Indicators


LEMB.LXQUA.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.40%

-26.27%

-1.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.74%

-4.02%

+0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-8.59%

-8.21%

-0.38%

Max Drawdown (5Y)

Largest decline over 5 years

-26.85%

-26.26%

-0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-27.40%

-26.27%

-1.13%

Current Drawdown

Current decline from peak

-0.02%

-2.91%

+2.89%

Average Drawdown

Average peak-to-trough decline

-7.90%

-7.73%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

1.12%

-0.18%

Volatility

LEMB.L vs. XQUA.L - Volatility Comparison

Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L) has a higher volatility of 2.05% compared to Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.L) at 1.74%. This indicates that LEMB.L's price experiences larger fluctuations and is considered to be riskier than XQUA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEMB.LXQUA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

1.74%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

3.72%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

5.25%

4.71%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.89%

8.01%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.18%

8.65%

+1.53%

LEMB.L vs. XQUA.L - Expense Ratio Comparison

LEMB.L has a 0.30% expense ratio, which is lower than XQUA.L's 0.45% expense ratio.


Dividends

LEMB.L vs. XQUA.L - Dividend Comparison

LEMB.L's dividend yield for the trailing twelve months is around 5.20%, more than XQUA.L's 4.61% yield.


PositionTTM20252024202320222021202020192018201720162015
LEMB.L
Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist
5.20%5.29%3.59%5.90%5.73%4.49%4.12%5.12%5.18%5.14%5.41%6.69%
XQUA.L
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D
4.61%4.49%4.61%4.24%6.92%4.08%4.54%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, LEMB.L and XQUA.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, LEMB.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LEMB.L is cheaper with a 0.30% expense ratio, compared with 0.45% for XQUA.L.

Both ETFs track JPM EMBI Global Diversified TR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LEMB.L and 0.45% for XQUA.L.

Portfolio Optimizer

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