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XCEM vs. AAAC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCEM vs. AAAC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia EM Core ex-China ETF (XCEM) and Columbia AAA CLO ETF (AAAC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XCEM achieves a 24.71% return, which is significantly higher than AAAC's 2.83% return.


XCEM

1D
0.95%
1M
-5.51%
6M
13.55%
YTD
24.71%
1Y
46.19%
3Y*
21.41%
5Y*
9.92%
10Y*
10.65%
ALL TIME*
11.40%

AAAC

1D
0.02%
1M
0.37%
6M
2.20%
YTD
2.83%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$18.84K$4.60M$1.58M
$7.04M$7.53M$9.61M

XCEM vs. AAAC - Yearly Performance Comparison


2026 (YTD)2025
XCEM
Columbia EM Core ex-China ETF
24.71%2.24%
AAAC
Columbia AAA CLO ETF
2.83%0.15%

Correlation

The correlation between XCEM and AAAC is 0.20, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

0.20

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Return for Risk

XCEM vs. AAAC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XCEM
XCEM Risk / Return Rank: 7272
Overall Rank
XCEM Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XCEM Sortino Ratio Rank: 6868
Sortino Ratio Rank
XCEM Omega Ratio Rank: 7777
Omega Ratio Rank
XCEM Calmar Ratio Rank: 7171
Calmar Ratio Rank
XCEM Martin Ratio Rank: 7171
Martin Ratio Rank

AAAC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XCEM vs. AAAC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia EM Core ex-China ETF (XCEM) and Columbia AAA CLO ETF (AAAC). 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.


XCEMAAACDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.55

Martin ratioReturn relative to average drawdown

8.98

XCEM vs. AAAC - Sharpe Ratio Comparison


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Drawdowns

XCEM vs. AAAC - Drawdown Comparison

The maximum XCEM drawdown since its inception was -41.24%, which is greater than AAAC's maximum drawdown of -0.55%. Use the drawdown chart below to compare losses from any high point for XCEM and AAAC.


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Drawdown Indicators


XCEMAAACDifference

Max Drawdown

Largest peak-to-trough decline

-41.24%

-0.55%

-40.69%

Max Drawdown (1Y)

Largest decline over 1 year

-18.20%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

Max Drawdown (5Y)

Largest decline over 5 years

-29.57%

Max Drawdown (10Y)

Largest decline over 10 years

-41.24%

Current Drawdown

Current decline from peak

-12.95%

0.00%

-12.95%

Average Drawdown

Average peak-to-trough decline

-8.58%

-0.03%

-8.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.16%

Volatility

XCEM vs. AAAC - Volatility Comparison


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Volatility by Period


XCEMAAACDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.15%

Volatility (6M)

Calculated over the trailing 6-month period

24.63%

Volatility (1Y)

Calculated over the trailing 1-year period

26.40%

0.82%

+25.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.09%

0.82%

+18.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.11%

0.82%

+19.29%

XCEM vs. AAAC - Expense Ratio Comparison

XCEM has a 0.16% expense ratio, which is lower than AAAC's 0.20% 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

XCEM vs. AAAC - Dividend Comparison

XCEM's dividend yield for the trailing twelve months is around 2.61%, less than AAAC's 2.87% yield.


PositionTTM20252024202320222021202020192018201720162015
AAAC
Columbia AAA CLO ETF
2.87%0.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XCEM
Columbia EM Core ex-China ETF
2.61%3.25%2.76%1.22%2.42%1.94%1.63%2.11%2.70%9.56%1.24%2.63%

Frequently Asked Questions


XCEM and AAAC have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XCEM is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCEM is cheaper with a 0.16% expense ratio, compared with 0.20% for AAAC.

AAAC has the higher dividend yield at 2.87%, compared with 2.61% for XCEM.

XCEM is categorized as Emerging Markets Equities, while AAAC is CLO. Their fees differ too: 0.16% for XCEM and 0.20% for AAAC.

Portfolio Optimizer

Find the right allocation for XCEM and AAAC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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