OM3Y.DE vs. XGLF.DE
OM3Y.DE (iShares MSCI EM IMI Screened UCITS ETF USD (Dist)) and XGLF.DE (Xtrackers MSCI GCC Select Swap UCITS ETF (Acc)) are both Emerging Markets Equities funds - OM3Y.DE tracks the MSCI Emerging Markets IMI Screened Index while XGLF.DE tracks the MSCI GCC Countries ex Select Securities Index. Both are passively managed. Over the past 5 years, OM3Y.DE returned 8.21%/yr vs 5.16%/yr for XGLF.DE. At a 0.45 correlation, their price movements are largely independent. OM3Y.DE charges 0.18%/yr vs 0.65%/yr for XGLF.DE.
Performance
OM3Y.DE vs. XGLF.DE - Performance Comparison
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Returns By Period
In the year-to-date period, OM3Y.DE achieves a 27.24% return, which is significantly higher than XGLF.DE's 6.06% return.
OM3Y.DE
- 1D
- 2.31%
- 1M
- -0.96%
- 6M
- 24.29%
- YTD
- 27.24%
- 1Y
- 43.57%
- 3Y*
- 19.94%
- 5Y*
- 8.21%
- 10Y*
- —
XGLF.DE
- 1D
- 0.50%
- 1M
- 2.01%
- 6M
- 5.05%
- YTD
- 6.06%
- 1Y
- 5.74%
- 3Y*
- 3.33%
- 5Y*
- 5.16%
- 10Y*
- 8.00%
OM3Y.DE vs. XGLF.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 27.24% | 17.76% | 13.99% | 6.72% | -14.83% | 6.11% | 8.07% | 21.61% | -12.55% |
XGLF.DE Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) | 6.06% | -5.36% | 9.58% | 0.55% | 1.24% | 48.84% | -9.49% | 9.50% | 4.17% |
Correlation
The correlation between OM3Y.DE and XGLF.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2018 | 0.45 |
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Return for Risk
OM3Y.DE vs. XGLF.DE — Risk / Return Rank
OM3Y.DE
XGLF.DE
OM3Y.DE vs. XGLF.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) and Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OM3Y.DE | XGLF.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.76 | ||
| Sortino ratioReturn per unit of downside risk | +2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.09 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 0.63 | +3.26 |
| Martin ratioReturn relative to average drawdown | 13.16 | 1.39 | +11.77 |
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Drawdowns
OM3Y.DE vs. XGLF.DE - Drawdown Comparison
The maximum OM3Y.DE drawdown since its inception was -31.70%, smaller than the maximum XGLF.DE drawdown of -42.15%. Use the drawdown chart below to compare losses from any high point for OM3Y.DE and XGLF.DE.
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Drawdown Indicators
| OM3Y.DE | XGLF.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.70% | -42.15% | +10.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -9.05% | -2.11% |
Max Drawdown (3Y)Largest decline over 3 years | -19.59% | -18.41% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -23.39% | -31.29% | +7.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.16% | — |
Current DrawdownCurrent decline from peak | -4.55% | -17.78% | +13.23% |
Average DrawdownAverage peak-to-trough decline | -8.72% | -18.26% | +9.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 4.11% | -0.81% |
Volatility
OM3Y.DE vs. XGLF.DE - Volatility Comparison
iShares MSCI EM IMI Screened UCITS ETF USD (Dist) (OM3Y.DE) has a higher volatility of 9.28% compared to Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) (XGLF.DE) at 4.44%. This indicates that OM3Y.DE's price experiences larger fluctuations and is considered to be riskier than XGLF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| OM3Y.DE | XGLF.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.28% | 4.44% | +4.84% |
Volatility (6M)Calculated over the trailing 6-month period | 17.14% | 9.30% | +7.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.60% | 12.62% | +6.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.02% | 15.35% | +1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 18.34% | +1.17% |
OM3Y.DE vs. XGLF.DE - Expense Ratio Comparison
OM3Y.DE has a 0.18% expense ratio, which is lower than XGLF.DE's 0.65% expense ratio.
Dividends
OM3Y.DE vs. XGLF.DE - Dividend Comparison
OM3Y.DE's dividend yield for the trailing twelve months is around 1.61%, while XGLF.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
OM3Y.DE iShares MSCI EM IMI Screened UCITS ETF USD (Dist) | 1.61% | 1.98% | 2.33% | 2.35% | 2.59% | 1.82% | 1.58% | 2.23% |
XGLF.DE Xtrackers MSCI GCC Select Swap UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OM3Y.DE and XGLF.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, OM3Y.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
OM3Y.DE is cheaper with a 0.18% expense ratio, compared with 0.65% for XGLF.DE.
OM3Y.DE tracks MSCI Emerging Markets IMI Screened Index, while XGLF.DE tracks MSCI GCC Countries ex Select Securities Index. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for OM3Y.DE and 0.65% for XGLF.DE.
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