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XB4A.DE vs. SLMB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XB4A.DE vs. SLMB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) and iShares MSCI EMU Screened UCITS ETF EUR (Dist) (SLMB.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, XB4A.DE achieves a 24.81% return, which is significantly higher than SLMB.DE's 10.88% return.


XB4A.DE

1D
-0.62%
1M
1.14%
6M
22.10%
YTD
24.81%
1Y
48.60%
3Y*
31.52%
5Y*
18.18%
10Y*
14.71%

SLMB.DE

1D
-0.22%
1M
-0.08%
6M
7.79%
YTD
10.88%
1Y
20.21%
3Y*
15.41%
5Y*
10.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XB4A.DE vs. SLMB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XB4A.DE
Xtrackers ATX UCITS ETF (Acc)
24.81%51.29%11.01%14.27%-16.45%42.39%-10.86%19.79%-15.76%
SLMB.DE
iShares MSCI EMU Screened UCITS ETF EUR (Dist)
10.88%22.96%9.33%19.66%-12.70%22.35%0.18%26.56%-7.21%

Correlation

The correlation between XB4A.DE and SLMB.DE is 0.77, 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

0.77

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

0.73

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

0.76

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2018

0.77

The correlation between XB4A.DE and SLMB.DE has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.

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Return for Risk

XB4A.DE vs. SLMB.DE — Risk / Return Rank

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

XB4A.DE
XB4A.DE Risk / Return Rank: 9191
Overall Rank
XB4A.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XB4A.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
XB4A.DE Omega Ratio Rank: 9090
Omega Ratio Rank
XB4A.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
XB4A.DE Martin Ratio Rank: 8888
Martin Ratio Rank

SLMB.DE
SLMB.DE Risk / Return Rank: 4949
Overall Rank
SLMB.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SLMB.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
SLMB.DE Omega Ratio Rank: 4949
Omega Ratio Rank
SLMB.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
SLMB.DE Martin Ratio Rank: 5353
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.

XB4A.DE vs. SLMB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) and iShares MSCI EMU Screened UCITS ETF EUR (Dist) (SLMB.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.


XB4A.DESLMB.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.46

1.26

+0.20

Calmar ratioReturn relative to maximum drawdown

4.44

1.99

+2.45

Martin ratioReturn relative to average drawdown

15.07

7.37

+7.70

XB4A.DE vs. SLMB.DE - Sharpe Ratio Comparison

The current XB4A.DE Sharpe Ratio is 2.75, which is higher than the SLMB.DE Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of XB4A.DE and SLMB.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

XB4A.DE vs. SLMB.DE - Drawdown Comparison

The maximum XB4A.DE drawdown since its inception was -53.54%, which is greater than SLMB.DE's maximum drawdown of -37.65%. Use the drawdown chart below to compare losses from any high point for XB4A.DE and SLMB.DE.


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Drawdown Indicators


XB4A.DESLMB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.54%

-37.65%

-15.89%

Max Drawdown (1Y)

Largest decline over 1 year

-10.88%

-10.11%

-0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-15.04%

-1.22%

Max Drawdown (5Y)

Largest decline over 5 years

-32.50%

-25.20%

-7.30%

Max Drawdown (10Y)

Largest decline over 10 years

-53.54%

Current Drawdown

Current decline from peak

-1.85%

-1.83%

-0.02%

Average Drawdown

Average peak-to-trough decline

-9.88%

-5.33%

-4.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

2.74%

+0.48%

Volatility

XB4A.DE vs. SLMB.DE - Volatility Comparison

Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has a higher volatility of 5.22% compared to iShares MSCI EMU Screened UCITS ETF EUR (Dist) (SLMB.DE) at 3.82%. This indicates that XB4A.DE's price experiences larger fluctuations and is considered to be riskier than SLMB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XB4A.DESLMB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

3.82%

+1.40%

Volatility (6M)

Calculated over the trailing 6-month period

14.88%

12.34%

+2.54%

Volatility (1Y)

Calculated over the trailing 1-year period

17.61%

14.56%

+3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.15%

16.16%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

17.96%

+2.19%

XB4A.DE vs. SLMB.DE - Expense Ratio Comparison

XB4A.DE has a 0.25% expense ratio, which is higher than SLMB.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XB4A.DE vs. SLMB.DE - Dividend Comparison

XB4A.DE has not paid dividends to shareholders, while SLMB.DE's dividend yield for the trailing twelve months is around 2.51%.


PositionTTM2025202420232022202120202019
SLMB.DE
iShares MSCI EMU Screened UCITS ETF EUR (Dist)
2.51%2.71%3.02%2.74%2.88%1.99%1.67%2.91%
XB4A.DE
Xtrackers ATX UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XB4A.DE and SLMB.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SLMB.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SLMB.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XB4A.DE.

XB4A.DE tracks ATX Index, while SLMB.DE tracks MSCI EMU Screened Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XB4A.DE and 0.12% for SLMB.DE.

Portfolio Optimizer

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