XEMD.L vs. GSBD
Compare and contrast key facts about Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.L) and Goldman Sachs BDC, Inc. (GSBD).
XEMD.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EM NR USD. It was launched on Nov 3, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XEMD.L or GSBD.
Key characteristics
| XEMD.L | GSBD | |
|---|---|---|
| YTD Return | 14.94% | -1.94% |
| 1Y Return | 22.79% | 2.75% |
| Sharpe Ratio | 1.17 | 0.22 |
| Sortino Ratio | 1.84 | 0.38 |
| Omega Ratio | 1.21 | 1.05 |
| Calmar Ratio | 0.81 | 0.20 |
| Martin Ratio | 6.55 | 0.55 |
| Ulcer Index | 3.01% | 5.55% |
| Daily Std Dev | 16.25% | 14.02% |
| Max Drawdown | -31.55% | -62.67% |
| Current Drawdown | -3.44% | -13.13% |
Correlation
The correlation between XEMD.L and GSBD is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
XEMD.L vs. GSBD - Performance Comparison
In the year-to-date period, XEMD.L achieves a 14.94% return, which is significantly higher than GSBD's -1.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
XEMD.L vs. GSBD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.L) and Goldman Sachs BDC, Inc. (GSBD). 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.
Dividends
XEMD.L vs. GSBD - Dividend Comparison
XEMD.L's dividend yield for the trailing twelve months is around 2.57%, less than GSBD's 13.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
XEMD.L Xtrackers MSCI Emerging Markets UCITS ETF 1D | 2.57% | 2.15% | 2.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GSBD Goldman Sachs BDC, Inc. | 13.72% | 12.29% | 13.12% | 10.18% | 9.41% | 8.46% | 9.79% | 8.12% | 7.65% | 9.45% |
Drawdowns
XEMD.L vs. GSBD - Drawdown Comparison
The maximum XEMD.L drawdown since its inception was -31.55%, smaller than the maximum GSBD drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for XEMD.L and GSBD. For additional features, visit the drawdowns tool.
Volatility
XEMD.L vs. GSBD - Volatility Comparison
Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.L) has a higher volatility of 6.10% compared to Goldman Sachs BDC, Inc. (GSBD) at 5.02%. This indicates that XEMD.L's price experiences larger fluctuations and is considered to be riskier than GSBD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.