PortfoliosLab logoPortfoliosLab logo
XDEP.DE vs. EMIM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEP.DE vs. EMIM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

XDEP.DE is traded in EUR, while EMIM.L is traded in GBp. To make them comparable, the EMIM.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDEP.DE achieves a 0.60% return, which is significantly lower than EMIM.L's 25.35% return.


XDEP.DE

1D
0.09%
1M
0.22%
YTD
0.60%
6M
0.55%
1Y
2.53%
3Y*
5.50%
5Y*
0.29%
10Y*

EMIM.L

1D
-1.42%
1M
3.09%
YTD
25.35%
6M
26.38%
1Y
45.96%
3Y*
19.97%
5Y*
8.62%
10Y*
10.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEP.DE vs. EMIM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDEP.DE
Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF
0.60%3.58%5.25%9.38%-15.31%-0.31%2.90%8.79%-2.58%3.64%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
25.35%16.91%14.45%7.15%-14.80%7.30%8.67%19.86%-10.44%19.81%

Correlation

The correlation between XDEP.DE and EMIM.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

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

0.26

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

0.21

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2016

0.23

The correlation between XDEP.DE and EMIM.L shifts across timeframes, from 0.21 (5 years) to 0.39 (1 year), reflecting how their relationship changes across market environments.

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

XDEP.DE vs. EMIM.L — Risk / Return Rank

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

XDEP.DE
XDEP.DE Risk / Return Rank: 1919
Overall Rank
XDEP.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XDEP.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
XDEP.DE Omega Ratio Rank: 2020
Omega Ratio Rank
XDEP.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
XDEP.DE Martin Ratio Rank: 2020
Martin Ratio Rank

EMIM.L
EMIM.L Risk / Return Rank: 8787
Overall Rank
EMIM.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EMIM.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
EMIM.L Omega Ratio Rank: 9090
Omega Ratio Rank
EMIM.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
EMIM.L Martin Ratio Rank: 8383
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.

XDEP.DE vs. EMIM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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.


XDEP.DEEMIM.LDifference
Sharpe ratioReturn per unit of total volatility

-2.03

Sortino ratioReturn per unit of downside risk

-2.64

Omega ratioGain probability vs. loss probability

1.13

1.49

-0.37

Calmar ratioReturn relative to maximum drawdown

0.70

4.38

-3.68

Martin ratioReturn relative to average drawdown

2.39

15.91

-13.52

XDEP.DE vs. EMIM.L - Sharpe Ratio Comparison

The current XDEP.DE Sharpe Ratio is 0.65, which is lower than the EMIM.L Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of XDEP.DE and EMIM.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


XDEP.DEEMIM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.65

2.68

-2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.53

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.44

-0.13

Drawdowns

XDEP.DE vs. EMIM.L - Drawdown Comparison

The maximum XDEP.DE drawdown since its inception was -19.79%, smaller than the maximum EMIM.L drawdown of -34.80%. Use the drawdown chart below to compare losses from any high point for XDEP.DE and EMIM.L.


Loading charts...

Drawdown Indicators


XDEP.DEEMIM.LDifference

Max Drawdown

Largest peak-to-trough decline

-19.79%

-34.80%

+15.01%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-10.65%

+7.43%

Max Drawdown (3Y)

Largest decline over 3 years

-3.22%

-17.95%

+14.73%

Max Drawdown (5Y)

Largest decline over 5 years

-19.79%

-22.35%

+2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-32.44%

Current Drawdown

Current decline from peak

-0.90%

-2.54%

+1.64%

Average Drawdown

Average peak-to-trough decline

-4.48%

-9.31%

+4.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

2.94%

-1.99%

Volatility

XDEP.DE vs. EMIM.L - Volatility Comparison

The current volatility for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) is 1.21%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) has a volatility of 7.15%. This indicates that XDEP.DE experiences smaller price fluctuations and is considered to be less risky than EMIM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XDEP.DEEMIM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

7.15%

-5.94%

Volatility (6M)

Calculated over the trailing 6-month period

3.13%

14.50%

-11.37%

Volatility (1Y)

Calculated over the trailing 1-year period

3.47%

17.44%

-13.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.72%

16.34%

-11.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

18.14%

-12.86%

XDEP.DE vs. EMIM.L - Expense Ratio Comparison

XDEP.DE has a 0.25% expense ratio, which is higher than EMIM.L's 0.18% 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

XDEP.DE vs. EMIM.L - Dividend Comparison

XDEP.DE's dividend yield for the trailing twelve months is around 2.88%, while EMIM.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDEP.DE
Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF
2.88%2.73%2.26%1.68%2.51%1.53%1.85%1.40%0.72%

Frequently Asked Questions


XDEP.DE and EMIM.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMIM.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMIM.L is cheaper with a 0.18% expense ratio, compared with 0.25% for XDEP.DE.

XDEP.DE is categorized as European Corporate Bonds, while EMIM.L is Emerging Markets Equities. XDEP.DE tracks iBoxx® EUR Corporates Yield Plus, while EMIM.L tracks MSCI EM NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XDEP.DE and 0.18% for EMIM.L.

Portfolio Optimizer

Find the right allocation for XDEP.DE and EMIM.L

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