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XEMD.DE vs. FVEM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XEMD.DE vs. FVEM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.DE) and Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE). The values are adjusted to include any dividend payments, if applicable.

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XEMD.DE vs. FVEM.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XEMD.DE achieves a 5.59% return, which is significantly higher than FVEM.DE's 4.34% return.


XEMD.DE

1D
-1.36%
1M
-2.00%
YTD
5.59%
6M
7.83%
1Y
24.78%
3Y*
13.82%
5Y*
10Y*

FVEM.DE

1D
-1.45%
1M
-2.10%
YTD
4.34%
6M
6.96%
1Y
23.10%
3Y*
11.42%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XEMD.DE vs. FVEM.DE - Expense Ratio Comparison

Both XEMD.DE and FVEM.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

XEMD.DE vs. FVEM.DE — Risk / Return Rank

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

XEMD.DE
XEMD.DE Risk / Return Rank: 7373
Overall Rank
XEMD.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
XEMD.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
XEMD.DE Omega Ratio Rank: 6666
Omega Ratio Rank
XEMD.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
XEMD.DE Martin Ratio Rank: 7979
Martin Ratio Rank

FVEM.DE
FVEM.DE Risk / Return Rank: 6969
Overall Rank
FVEM.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
FVEM.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
FVEM.DE Omega Ratio Rank: 6262
Omega Ratio Rank
FVEM.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
FVEM.DE Martin Ratio Rank: 7575
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.

XEMD.DE vs. FVEM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.DE) and Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.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.


XEMD.DEFVEM.DEDifference

Sharpe ratio

Return per unit of total volatility

1.34

1.27

+0.07

Sortino ratio

Return per unit of downside risk

1.83

1.77

+0.07

Omega ratio

Gain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratio

Return relative to maximum drawdown

2.73

2.58

+0.15

Martin ratio

Return relative to average drawdown

10.15

9.85

+0.30

XEMD.DE vs. FVEM.DE - Sharpe Ratio Comparison

The current XEMD.DE Sharpe Ratio is 1.34, which is comparable to the FVEM.DE Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of XEMD.DE and FVEM.DE, 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


XEMD.DEFVEM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

1.27

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.74

-0.41

Correlation

The correlation between XEMD.DE and FVEM.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XEMD.DE vs. FVEM.DE - Dividend Comparison

XEMD.DE's dividend yield for the trailing twelve months is around 1.92%, while FVEM.DE has not paid dividends to shareholders.


Drawdowns

XEMD.DE vs. FVEM.DE - Drawdown Comparison

The maximum XEMD.DE drawdown since its inception was -23.50%, which is greater than FVEM.DE's maximum drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for XEMD.DE and FVEM.DE.


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Drawdown Indicators


XEMD.DEFVEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.50%

-18.76%

-4.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.72%

-10.62%

-0.10%

Current Drawdown

Current decline from peak

-8.73%

-8.25%

-0.48%

Average Drawdown

Average peak-to-trough decline

-9.51%

-3.57%

-5.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.78%

+0.10%

Volatility

XEMD.DE vs. FVEM.DE - Volatility Comparison

Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.DE) and Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) have volatilities of 7.53% and 7.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEMD.DEFVEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

7.68%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

13.21%

13.12%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

18.46%

18.12%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.35%

15.40%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

15.40%

+0.95%