SLMC.DE vs. XZEM.DE
Compare and contrast key facts about iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.DE) and Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE).
SLMC.DE and XZEM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SLMC.DE is a passively managed fund by iShares that tracks the performance of the MSCI Europe ESG Screened. It was launched on Oct 19, 2018. XZEM.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Emerging Markets Low Carbon SRI Leaders. It was launched on Oct 15, 2019. Both SLMC.DE and XZEM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SLMC.DE or XZEM.DE.
Key characteristics
| SLMC.DE | XZEM.DE | |
|---|---|---|
| YTD Return | 9.26% | 20.38% |
| 1Y Return | 18.69% | 21.68% |
| 3Y Return (Ann) | 4.83% | -0.76% |
| 5Y Return (Ann) | 7.44% | 2.03% |
| Sharpe Ratio | 1.70 | 1.46 |
| Sortino Ratio | 2.36 | 2.09 |
| Omega Ratio | 1.30 | 1.26 |
| Calmar Ratio | 2.42 | 0.65 |
| Martin Ratio | 10.25 | 7.59 |
| Ulcer Index | 1.74% | 2.88% |
| Daily Std Dev | 10.53% | 14.88% |
| Max Drawdown | -34.92% | -37.16% |
| Current Drawdown | -3.46% | -15.81% |
Correlation
The correlation between SLMC.DE and XZEM.DE is 0.66, 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.
Performance
SLMC.DE vs. XZEM.DE - Performance Comparison
In the year-to-date period, SLMC.DE achieves a 9.26% return, which is significantly lower than XZEM.DE's 20.38% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SLMC.DE vs. XZEM.DE - Expense Ratio Comparison
SLMC.DE has a 0.12% expense ratio, which is lower than XZEM.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SLMC.DE vs. XZEM.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.DE) and Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.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.
Dividends
SLMC.DE vs. XZEM.DE - Dividend Comparison
Neither SLMC.DE nor XZEM.DE has paid dividends to shareholders.
Drawdowns
SLMC.DE vs. XZEM.DE - Drawdown Comparison
The maximum SLMC.DE drawdown since its inception was -34.92%, smaller than the maximum XZEM.DE drawdown of -37.16%. Use the drawdown chart below to compare losses from any high point for SLMC.DE and XZEM.DE. For additional features, visit the drawdowns tool.
Volatility
SLMC.DE vs. XZEM.DE - Volatility Comparison
The current volatility for iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) (SLMC.DE) is 3.88%, while Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) has a volatility of 4.90%. This indicates that SLMC.DE experiences smaller price fluctuations and is considered to be less risky than XZEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.