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XDEX.L vs. FRDM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

XDEX.L vs. FRDM

Last updated Apr 1, 2026

Compare and contrast key facts about Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L) and Freedom 100 Emerging Markets ETF (FRDM).

XDEX.L and FRDM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDEX.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EM NR USD. It was launched on Mar 4, 2016. FRDM is a passively managed fund by Freedom Funds that tracks the performance of the Life + Liberty Freedom 100 Emerging Markets Index. It was launched on May 22, 2019. Both XDEX.L and FRDM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XDEX.L vs. FRDM - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L) and Freedom 100 Emerging Markets ETF (FRDM). The values are adjusted to include any dividend payments, if applicable.

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XDEX.L vs. FRDM - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
XDEX.L
Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C		6.42%28.16%2.86%2.89%-10.24%20.08%12.90%9.63%
FRDM
Freedom 100 Emerging Markets ETF		9.08%49.78%3.48%16.64%-4.28%7.14%13.47%7.25%
Different Trading Currencies

XDEX.L is traded in GBp, while FRDM is traded in USD. To make them comparable, the FRDM values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDEX.L achieves a 6.42% return, which is significantly lower than FRDM's 9.08% return.

XDEX.L

1D
0.39%
1M
-11.58%
YTD
6.42%
6M
17.77%
1Y
41.72%
3Y*
12.48%
5Y*
8.27%
10Y*
11.35%

FRDM

1D
4.19%
1M
-10.92%
YTD
9.08%
6M
26.81%
1Y
56.07%
3Y*
23.42%
5Y*
14.01%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C

Freedom 100 Emerging Markets ETF

Often compared with XDEX.L:
XDEX.L vs. VWRP.LXDEX.L vs. EMVL.LXDEX.L vs. VFEG.LXDEX.L vs. DEM.LXDEX.L vs. EMHD.LXDEX.L vs. AEME.LXDEX.L vs. HEMC.L
Often compared with FRDM:
FRDM vs. SPYFRDM vs. AVSEFRDM vs. EMXC.LFRDM vs. EMDMFRDM vs. DAADXFRDM vs. DFAEFRDM vs. DEHP

XDEX.L vs. FRDM - Expense Ratio Comparison

XDEX.L has a 0.18% expense ratio, which is lower than FRDM's 0.49% expense ratio.

FRDM
Freedom 100 Emerging Markets ETF
XDEX.L
Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C

Return for Risk

XDEX.L vs. FRDM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XDEX.L
XDEX.L Risk / Return Rank: 9494
Overall Rank
XDEX.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
XDEX.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XDEX.L Omega Ratio Rank: 9595
Omega Ratio Rank
XDEX.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
XDEX.L Martin Ratio Rank: 9191
Martin Ratio Rank
FRDM
FRDM Risk / Return Rank: 9595
Overall Rank
FRDM Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FRDM Sortino Ratio Rank: 9696
Sortino Ratio Rank
FRDM Omega Ratio Rank: 9595
Omega Ratio Rank
FRDM Calmar Ratio Rank: 9494
Calmar Ratio Rank
FRDM Martin Ratio Rank: 9595
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.

XDEX.L vs. FRDM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L) and Freedom 100 Emerging Markets ETF (FRDM). 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.

XDEX.LFRDMDifference

Sharpe ratio

Return per unit of total volatility

2.57

2.61

-0.03

Sortino ratio

Return per unit of downside risk

3.25

3.22

+0.03

Omega ratio

Gain probability vs. loss probability

1.47

1.49

-0.02

Calmar ratio

Return relative to maximum drawdown

3.21

3.79

-0.57

Martin ratio

Return relative to average drawdown

12.20

14.85

-2.65

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDEX.L vs. FRDM - Sharpe Ratio Comparison

The current XDEX.L Sharpe Ratio is 2.57, which is comparable to the FRDM Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of XDEX.L and FRDM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

XDEX.LFRDMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

2.61

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.81

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.69

-0.05

Correlation

The correlation between XDEX.L and FRDM is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XDEX.L vs. FRDM - Dividend Comparison

XDEX.L has not paid dividends to shareholders, while FRDM's dividend yield for the trailing twelve months is around 2.04%.

TTM2025202420232022202120202019
XDEX.L
Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FRDM
Freedom 100 Emerging Markets ETF		2.04%2.26%2.53%2.66%2.72%2.17%1.11%1.07%

Drawdowns

XDEX.L vs. FRDM - Drawdown Comparison

The maximum XDEX.L drawdown since its inception was -24.54%, smaller than the maximum FRDM drawdown of -33.01%. Use the drawdown chart below to compare losses from any high point for XDEX.L and FRDM.

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Drawdown Indicators

XDEX.LFRDMDifference

Max Drawdown

Largest peak-to-trough decline

-24.54%

-40.49%

+15.95%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-16.87%

+4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-18.65%

-29.25%

+10.60%

Max Drawdown (10Y)

Largest decline over 10 years

-24.54%

—

—

Current Drawdown

Current decline from peak

-12.26%

-13.13%

+0.87%

Average Drawdown

Average peak-to-trough decline

-4.77%

-7.21%

+2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

4.04%

-0.72%

Volatility

XDEX.L vs. FRDM - Volatility Comparison

The current volatility for Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L) is 7.95%, while Freedom 100 Emerging Markets ETF (FRDM) has a volatility of 12.02%. This indicates that XDEX.L experiences smaller price fluctuations and is considered to be less risky than FRDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XDEX.LFRDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.95%

12.02%

-4.07%

Volatility (6M)

Calculated over the trailing 6-month period

12.63%

16.80%

-4.17%

Volatility (1Y)

Calculated over the trailing 1-year period

16.16%

21.63%

-5.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.62%

17.38%

-2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.21%

20.30%

-5.09%