SWISS.CO vs. XEMD

Last updated Apr 2, 2026

Compare and contrast key facts about Swiss Properties Invest A/S (SWISS.CO) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD).

XEMD is a passively managed fund by BondBloxx that tracks the performance of the JP Morgan EMBI Global Diversified Liquid 1-10 Y Maturity Index - Benchmark TR Gross. It was launched on Jun 28, 2022.

Performance

SWISS.CO vs. XEMD - Performance Comparison

The chart below illustrates the hypothetical performance of a DKK 10,000 investment in Swiss Properties Invest A/S (SWISS.CO) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). The values are adjusted to include any dividend payments, if applicable.

SWISS.CO vs. XEMD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SWISS.CO Swiss Properties Invest A/S	1.51%	11.17%	-4.79%	-5.05%	-13.66%
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF	1.51%	0.63%	16.00%	7.22%	-1.67%

Different Trading Currencies

SWISS.CO is traded in DKK, while XEMD is traded in USD. To make them comparable, the XEMD values have been converted to DKK using the latest available exchange rates.

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with SWISS.CO at 1.51% and XEMD at 1.51%.

SWISS.CO

• 1D: 3.06%
• 1M: -0.00%
• YTD: 1.51%
• 6M: -2.88%
• 1Y: 9.78%
• 3Y*: -2.21%
• 5Y*: —
• 10Y*: —

XEMD

• 1D: 0.33%
• 1M: -0.89%
• YTD: 1.51%
• 6M: 5.19%
• 1Y: 3.79%
• 3Y*: 8.02%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SWISS.CO vs. XEMD — Risk / Return Rank

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

SWISS.CO

SWISS.CO Risk / Return Rank: 52
SWISS.CO Sharpe Ratio Rank: 52
SWISS.CO Sortino Ratio Rank: 46
SWISS.CO Omega Ratio Rank: 46
SWISS.CO Calmar Ratio Rank: 60
SWISS.CO Martin Ratio Rank: 57

XEMD

XEMD Risk / Return Rank: 90
XEMD Sharpe Ratio Rank: 87
XEMD Sortino Ratio Rank: 90
XEMD Omega Ratio Rank: 91
XEMD Calmar Ratio Rank: 90
XEMD Martin Ratio Rank: 91

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.

SWISS.CO vs. XEMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Swiss Properties Invest A/S (SWISS.CO) and BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD). 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.

	SWISS.CO	XEMD	Difference
Sharpe ratio Return per unit of total volatility	0.33	0.40	-0.07
Sortino ratio Return per unit of downside risk	0.69	0.59	+0.10
Omega ratio Gain probability vs. loss probability	1.10	1.08	+0.01
Calmar ratio Return relative to maximum drawdown	0.96	0.57	+0.39
Martin ratio Return relative to average drawdown	1.80	1.68	+0.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SWISS.CO vs. XEMD - Sharpe Ratio Comparison

The current SWISS.CO Sharpe Ratio is 0.33, which is comparable to the XEMD Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SWISS.CO and XEMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SWISS.CO	XEMD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.33	0.40	-0.07
Sharpe Ratio (All Time) Calculated using the full available price history	-0.11	0.80	-0.90

Correlation

The correlation between SWISS.CO and XEMD is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

SWISS.CO vs. XEMD - Dividend Comparison

SWISS.CO has not paid dividends to shareholders, while XEMD's dividend yield for the trailing twelve months is around 6.06%.

	TTM	2025	2024	2023	2022
SWISS.CO Swiss Properties Invest A/S	0.00%	0.00%	0.00%	0.00%	0.00%
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF	6.06%	6.15%	6.30%	6.19%	3.08%

Drawdowns

SWISS.CO vs. XEMD - Drawdown Comparison

The maximum SWISS.CO drawdown since its inception was -40.96%, which is greater than XEMD's maximum drawdown of -11.73%. Use the drawdown chart below to compare losses from any high point for SWISS.CO and XEMD.

Drawdown Indicators

	SWISS.CO	XEMD	Difference
Max Drawdown Largest peak-to-trough decline	-40.96%	-10.01%	-30.95%
Max Drawdown (1Y) Largest decline over 1 year	-12.73%	-3.52%	-9.21%
Current Drawdown Current decline from peak	-18.88%	-2.46%	-16.42%
Average Drawdown Average peak-to-trough decline	-22.81%	-1.29%	-21.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.81%	0.84%	+5.97%

Volatility

SWISS.CO vs. XEMD - Volatility Comparison

Swiss Properties Invest A/S (SWISS.CO) has a higher volatility of 11.22% compared to BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) at 2.38%. This indicates that SWISS.CO's price experiences larger fluctuations and is considered to be riskier than XEMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SWISS.CO	XEMD	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.22%	2.38%	+8.84%
Volatility (6M) Calculated over the trailing 6-month period	19.48%	4.88%	+14.60%
Volatility (1Y) Calculated over the trailing 1-year period	29.81%	9.50%	+20.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.91%	8.22%	+22.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.91%	8.22%	+22.69%