SPYM.DE vs. XEMD.L
Compare and contrast key facts about SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.L).
SPYM.DE and XEMD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPYM.DE is a passively managed fund by State Street that tracks the performance of the MSCI Emerging Markets. It was launched on May 13, 2011. XEMD.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EM NR USD. It was launched on Nov 3, 2021. Both SPYM.DE and XEMD.L 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: SPYM.DE or XEMD.L.
Key characteristics
| SPYM.DE | XEMD.L | |
|---|---|---|
| YTD Return | 7.98% | 8.87% |
| 1Y Return | 10.24% | 15.06% |
| Sharpe Ratio | 0.81 | 0.86 |
| Daily Std Dev | 13.20% | 16.50% |
| Max Drawdown | -36.28% | -31.55% |
| Current Drawdown | -10.73% | -7.48% |
Correlation
The correlation between SPYM.DE and XEMD.L is 0.48, 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
SPYM.DE vs. XEMD.L - Performance Comparison
In the year-to-date period, SPYM.DE achieves a 7.98% return, which is significantly lower than XEMD.L's 8.87% 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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SPYM.DE vs. XEMD.L - Expense Ratio Comparison
Both SPYM.DE and XEMD.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
SPYM.DE vs. XEMD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.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.
Dividends
SPYM.DE vs. XEMD.L - Dividend Comparison
SPYM.DE has not paid dividends to shareholders, while XEMD.L's dividend yield for the trailing twelve months is around 2.71%.
| TTM | 2023 | 2022 | |
|---|---|---|---|
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 0.00% | 0.00% | 0.00% |
XEMD.L Xtrackers MSCI Emerging Markets UCITS ETF 1D | 2.71% | 2.15% | 2.52% |
Drawdowns
SPYM.DE vs. XEMD.L - Drawdown Comparison
The maximum SPYM.DE drawdown since its inception was -36.28%, which is greater than XEMD.L's maximum drawdown of -31.55%. Use the drawdown chart below to compare losses from any high point for SPYM.DE and XEMD.L. For additional features, visit the drawdowns tool.
Volatility
SPYM.DE vs. XEMD.L - Volatility Comparison
The current volatility for SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) is 3.80%, while Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.L) has a volatility of 4.58%. This indicates that SPYM.DE experiences smaller price fluctuations and is considered to be less risky than XEMD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.