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

Performance

SNAZ.DE vs. XUEB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.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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Returns By Period

In the year-to-date period, SNAZ.DE achieves a 0.59% return, which is significantly lower than XUEB.DE's 5.18% return.


SNAZ.DE

1D
0.39%
1M
-0.19%
6M
0.39%
YTD
0.59%
1Y
3.64%
3Y*
4.79%
5Y*
-0.19%
10Y*

XUEB.DE

1D
0.00%
1M
0.48%
6M
3.56%
YTD
5.18%
1Y
12.08%
3Y*
8.26%
5Y*
2.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
SNAZ.DE
iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc)
0.59%6.26%4.36%5.28%-14.17%-1.55%5.95%
XUEB.DE
Xtrackers II USD Emerging Markets Bond UCITS ETF 2C
5.18%1.23%11.99%7.34%-14.37%5.65%-10.39%

Correlation

The correlation between SNAZ.DE and XUEB.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.37

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

0.39

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2020

0.37

The correlation between SNAZ.DE and XUEB.DE shifts across timeframes, from 0.28 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

SNAZ.DE
SNAZ.DE Risk / Return Rank: 3838
Overall Rank
SNAZ.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
SNAZ.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
SNAZ.DE Omega Ratio Rank: 4040
Omega Ratio Rank
SNAZ.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
SNAZ.DE Martin Ratio Rank: 3838
Martin Ratio Rank

XUEB.DE
XUEB.DE Risk / Return Rank: 3131
Overall Rank
XUEB.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XUEB.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
XUEB.DE Omega Ratio Rank: 7373
Omega Ratio Rank
XUEB.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
XUEB.DE Martin Ratio Rank: 1717
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.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.

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.


SNAZ.DEXUEB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.20

1.33

-0.12

Calmar ratioReturn relative to maximum drawdown

1.25

0.84

+0.41

Martin ratioReturn relative to average drawdown

4.53

1.20

+3.33

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

The current SNAZ.DE Sharpe Ratio is 1.05, which is higher than the XUEB.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of SNAZ.DE and XUEB.DE, 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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Drawdowns

SNAZ.DE vs. XUEB.DE - Drawdown Comparison

The maximum SNAZ.DE drawdown since its inception was -21.88%, roughly equal to the maximum XUEB.DE drawdown of -21.07%. Use the drawdown chart below to compare losses from any high point for SNAZ.DE and XUEB.DE.


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Drawdown Indicators


SNAZ.DEXUEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.88%

-21.07%

-0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-14.33%

+11.42%

Max Drawdown (3Y)

Largest decline over 3 years

-3.82%

-14.33%

+10.51%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

-17.41%

-4.47%

Current Drawdown

Current decline from peak

-1.73%

-8.83%

+7.10%

Average Drawdown

Average peak-to-trough decline

-7.60%

-11.21%

+3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

10.06%

-9.26%

Volatility

SNAZ.DE vs. XUEB.DE - Volatility Comparison

iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.DE) has a higher volatility of 1.09% compared to Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.DE) at 1.00%. This indicates that SNAZ.DE's price experiences larger fluctuations and is considered to be riskier 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


SNAZ.DEXUEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.09%

1.00%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

2.81%

3.99%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

3.45%

21.57%

-18.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.07%

12.71%

-7.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.63%

12.80%

-5.17%

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

SNAZ.DE has a 0.53% expense ratio, which is higher than XUEB.DE's 0.25% expense ratio.


Dividends

SNAZ.DE vs. XUEB.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SNAZ.DE and XUEB.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUEB.DE is cheaper with a 0.25% expense ratio, compared with 0.53% for SNAZ.DE.

SNAZ.DE tracks J.P. Morgan CEMBI Broad Diversified Core Index (EUR Hedged), while XUEB.DE tracks JPM EMBI Global Diversified TR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.53% for SNAZ.DE and 0.25% for XUEB.DE.

Portfolio Optimizer

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