XAMB.DE vs. ESGE
XAMB.DE (Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc) and ESGE (iShares ESG Aware MSCI EM ETF) are both exchange-traded funds - XAMB.DE is a Global Equities fund tracking the MSCI World SRI Filtered PAB, while ESGE is a Emerging Markets Equities fund tracking the MSCI EM Extended ESG Focus Index. Both are passively managed. Over the past 5 years, XAMB.DE returned 10.09%/yr vs 7.58%/yr for ESGE. At a 0.47 correlation, their price movements are largely independent. XAMB.DE charges 0.18%/yr vs 0.25%/yr for ESGE.
Performance
XAMB.DE vs. ESGE - Performance Comparison
Loading charts...
Different Trading Currencies
XAMB.DE is traded in EUR, while ESGE is traded in USD. To make them comparable, the ESGE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XAMB.DE achieves a 13.11% return, which is significantly lower than ESGE's 26.88% return.
XAMB.DE
- 1D
- 0.27%
- 1M
- 6.31%
- YTD
- 13.11%
- 6M
- 13.74%
- 1Y
- 20.74%
- 3Y*
- 12.56%
- 5Y*
- 10.09%
- 10Y*
- —
ESGE
- 1D
- -1.24%
- 1M
- 6.78%
- YTD
- 26.88%
- 6M
- 28.09%
- 1Y
- 48.57%
- 3Y*
- 20.40%
- 5Y*
- 7.58%
- 10Y*
- —
XAMB.DE vs. ESGE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XAMB.DE Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc | 13.11% | 2.25% | 15.42% | 20.65% | -17.81% | 36.43% | 7.63% | 32.88% | -7.35% |
ESGE iShares ESG Aware MSCI EM ETF | 26.88% | 19.74% | 13.66% | 6.22% | -17.60% | 4.40% | 8.82% | 23.08% | -4.98% |
Correlation
The correlation between XAMB.DE and ESGE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2018 | 0.47 |
The correlation between XAMB.DE and ESGE has been stable across timeframes, ranging from 0.44 to 0.53 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XAMB.DE vs. ESGE — Risk / Return Rank
XAMB.DE
ESGE
XAMB.DE vs. ESGE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) and iShares ESG Aware MSCI EM ETF (ESGE). 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.
| XAMB.DE | ESGE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.48 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 4.33 | -1.83 |
| Martin ratioReturn relative to average drawdown | 9.16 | 16.28 | -7.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XAMB.DE | ESGE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.57 | 2.60 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.44 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.48 | +0.26 |
Drawdowns
XAMB.DE vs. ESGE - Drawdown Comparison
The maximum XAMB.DE drawdown since its inception was -31.83%, roughly equal to the maximum ESGE drawdown of -31.68%. Use the drawdown chart below to compare losses from any high point for XAMB.DE and ESGE.
Loading charts...
Drawdown Indicators
| XAMB.DE | ESGE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.83% | -31.68% | -0.15% |
Max Drawdown (1Y)Largest decline over 1 year | -8.28% | -11.28% | +3.00% |
Max Drawdown (3Y)Largest decline over 3 years | -22.09% | -18.43% | -3.66% |
Max Drawdown (5Y)Largest decline over 5 years | -22.09% | -26.52% | +4.43% |
Current DrawdownCurrent decline from peak | 0.00% | -2.19% | +2.19% |
Average DrawdownAverage peak-to-trough decline | -5.61% | -9.47% | +3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.99% | -0.73% |
Volatility
XAMB.DE vs. ESGE - Volatility Comparison
The current volatility for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) is 3.89%, while iShares ESG Aware MSCI EM ETF (ESGE) has a volatility of 7.78%. This indicates that XAMB.DE experiences smaller price fluctuations and is considered to be less risky than ESGE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XAMB.DE | ESGE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 7.78% | -3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 15.98% | -6.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 18.79% | -5.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 17.35% | -2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 19.18% | -2.78% |
XAMB.DE vs. ESGE - Expense Ratio Comparison
XAMB.DE has a 0.18% expense ratio, which is lower than ESGE'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%.
Dividends
XAMB.DE vs. ESGE - Dividend Comparison
XAMB.DE has not paid dividends to shareholders, while ESGE's dividend yield for the trailing twelve months is around 1.99%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
ESGE iShares ESG Aware MSCI EM ETF | 1.99% | 2.50% | 2.41% | 2.64% | 2.68% | 2.66% | 1.31% | 2.59% | 2.19% | 1.86% | 0.27% |
XAMB.DE Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XAMB.DE and ESGE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XAMB.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XAMB.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for ESGE.
XAMB.DE is categorized as Global Equities, while ESGE is Emerging Markets Equities. XAMB.DE tracks MSCI World SRI Filtered PAB, while ESGE tracks MSCI EM Extended ESG Focus Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for XAMB.DE and 0.25% for ESGE.
Find the right allocation for XAMB.DE and ESGE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer