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SEAB.DE vs. XUEB.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEAB.DE vs. XUEB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc (SEAB.DE) and Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.DE). The values are adjusted to include any dividend payments, if applicable.

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SEAB.DE vs. XUEB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SEAB.DE
UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc
-0.13%7.70%5.52%5.69%-12.28%-0.75%7.05%
XUEB.DE
Xtrackers II USD Emerging Markets Bond UCITS ETF 2C
0.59%1.23%11.99%7.34%-14.37%5.65%-0.25%

Returns By Period

In the year-to-date period, SEAB.DE achieves a -0.13% return, which is significantly lower than XUEB.DE's 0.59% return.


SEAB.DE

1D
0.20%
1M
-1.19%
YTD
-0.13%
6M
1.60%
1Y
5.12%
3Y*
5.92%
5Y*
0.89%
10Y*

XUEB.DE

1D
0.05%
1M
-1.43%
YTD
0.59%
6M
3.44%
1Y
2.42%
3Y*
6.69%
5Y*
2.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEAB.DE vs. XUEB.DE - Expense Ratio Comparison

SEAB.DE has a 0.38% expense ratio, which is higher than XUEB.DE's 0.25% expense ratio.


Return for Risk

SEAB.DE vs. XUEB.DE — Risk / Return Rank

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

SEAB.DE
SEAB.DE Risk / Return Rank: 8484
Overall Rank
SEAB.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
SEAB.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
SEAB.DE Omega Ratio Rank: 8484
Omega Ratio Rank
SEAB.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
SEAB.DE Martin Ratio Rank: 8585
Martin Ratio Rank

XUEB.DE
XUEB.DE Risk / Return Rank: 1919
Overall Rank
XUEB.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XUEB.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
XUEB.DE Omega Ratio Rank: 1717
Omega Ratio Rank
XUEB.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
XUEB.DE Martin Ratio Rank: 2222
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.

SEAB.DE vs. XUEB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc (SEAB.DE) and Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.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.


SEAB.DEXUEB.DEDifference

Sharpe ratio

Return per unit of total volatility

1.78

0.27

+1.51

Sortino ratio

Return per unit of downside risk

2.66

0.40

+2.26

Omega ratio

Gain probability vs. loss probability

1.35

1.06

+0.29

Calmar ratio

Return relative to maximum drawdown

2.52

0.45

+2.07

Martin ratio

Return relative to average drawdown

10.96

1.85

+9.10

SEAB.DE vs. XUEB.DE - Sharpe Ratio Comparison

The current SEAB.DE Sharpe Ratio is 1.78, which is higher than the XUEB.DE Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of SEAB.DE and XUEB.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


SEAB.DEXUEB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

0.27

+1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.25

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.20

-0.01

Correlation

The correlation between SEAB.DE and XUEB.DE is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SEAB.DE vs. XUEB.DE - Dividend Comparison

Neither SEAB.DE nor XUEB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SEAB.DE vs. XUEB.DE - Drawdown Comparison

The maximum SEAB.DE drawdown since its inception was -18.05%, roughly equal to the maximum XUEB.DE drawdown of -17.41%. Use the drawdown chart below to compare losses from any high point for SEAB.DE and XUEB.DE.


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Drawdown Indicators


SEAB.DEXUEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.05%

-17.41%

-0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-2.25%

-9.04%

+6.79%

Max Drawdown (5Y)

Largest decline over 5 years

-18.05%

-17.41%

-0.64%

Current Drawdown

Current decline from peak

-1.60%

-2.33%

+0.73%

Average Drawdown

Average peak-to-trough decline

-4.92%

-6.40%

+1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.48%

1.64%

-1.16%

Volatility

SEAB.DE vs. XUEB.DE - Volatility Comparison

The current volatility for UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc (SEAB.DE) is 1.43%, while Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.DE) has a volatility of 2.09%. This indicates that SEAB.DE experiences smaller price fluctuations and is considered to be less risky than XUEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEAB.DEXUEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

2.09%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

1.88%

4.21%

-2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

2.87%

8.99%

-6.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.45%

8.75%

-4.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.17%

8.64%

-3.47%