XEMD.L vs. IEMG
Compare and contrast key facts about Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.L) and iShares Core MSCI Emerging Markets ETF (IEMG).
XEMD.L and IEMG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. IEMG is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on Oct 18, 2012. Both XEMD.L and IEMG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XEMD.L or IEMG.
Key characteristics
| XEMD.L | IEMG | |
|---|---|---|
| YTD Return | 14.94% | 14.22% |
| 1Y Return | 22.79% | 22.37% |
| Sharpe Ratio | 1.17 | 1.44 |
| Sortino Ratio | 1.84 | 2.09 |
| Omega Ratio | 1.21 | 1.26 |
| Calmar Ratio | 0.81 | 0.80 |
| Martin Ratio | 6.55 | 7.72 |
| Ulcer Index | 3.01% | 2.79% |
| Daily Std Dev | 16.25% | 14.96% |
| Max Drawdown | -31.55% | -38.72% |
| Current Drawdown | -3.44% | -9.54% |
Correlation
The correlation between XEMD.L and IEMG is 0.46, 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.
Performance
XEMD.L vs. IEMG - Performance Comparison
The year-to-date returns for both stocks are quite close, with XEMD.L having a 14.94% return and IEMG slightly lower at 14.22%. 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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XEMD.L vs. IEMG - Expense Ratio Comparison
XEMD.L has a 0.18% expense ratio, which is higher than IEMG's 0.14% 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%.
Risk-Adjusted Performance
XEMD.L vs. IEMG - 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 iShares Core MSCI Emerging Markets ETF (IEMG). 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. IEMG - Dividend Comparison
XEMD.L's dividend yield for the trailing twelve months is around 2.57%, less than IEMG's 2.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.60% | 2.89% | 2.70% | 3.06% | 1.87% | 3.15% | 2.76% | 2.34% | 2.28% | 2.52% | 2.30% | 1.76% |
Drawdowns
XEMD.L vs. IEMG - Drawdown Comparison
The maximum XEMD.L drawdown since its inception was -31.55%, smaller than the maximum IEMG drawdown of -38.72%. Use the drawdown chart below to compare losses from any high point for XEMD.L and IEMG. For additional features, visit the drawdowns tool.
Volatility
XEMD.L vs. IEMG - Volatility Comparison
Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.L) has a higher volatility of 6.10% compared to iShares Core MSCI Emerging Markets ETF (IEMG) at 4.16%. This indicates that XEMD.L's price experiences larger fluctuations and is considered to be riskier than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.