XEMD.L vs. SPYM.DE
Compare and contrast key facts about Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.L) and SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE).
XEMD.L and SPYM.DE 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. SPYM.DE is a passively managed fund by State Street that tracks the performance of the MSCI Emerging Markets. It was launched on May 13, 2011. Both XEMD.L and SPYM.DE 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 SPYM.DE.
Key characteristics
| XEMD.L | SPYM.DE | |
|---|---|---|
| YTD Return | 11.66% | 15.90% |
| 1Y Return | 19.29% | 20.54% |
| Sharpe Ratio | 1.21 | 1.25 |
| Sortino Ratio | 1.89 | 1.77 |
| Omega Ratio | 1.22 | 1.23 |
| Calmar Ratio | 0.83 | 0.82 |
| Martin Ratio | 6.87 | 6.46 |
| Ulcer Index | 2.95% | 2.70% |
| Daily Std Dev | 16.39% | 13.96% |
| Max Drawdown | -31.55% | -36.28% |
| Current Drawdown | -6.19% | -4.17% |
Correlation
The correlation between XEMD.L and SPYM.DE is 0.51, 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. SPYM.DE - Performance Comparison
In the year-to-date period, XEMD.L achieves a 11.66% return, which is significantly lower than SPYM.DE's 15.90% 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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XEMD.L vs. SPYM.DE - Expense Ratio Comparison
Both XEMD.L and SPYM.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%.
Risk-Adjusted Performance
XEMD.L vs. SPYM.DE - 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 SPDR MSCI Emerging Markets UCITS ETF (SPYM.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.
Dividends
XEMD.L vs. SPYM.DE - Dividend Comparison
XEMD.L's dividend yield for the trailing twelve months is around 2.64%, while SPYM.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | |
|---|---|---|---|
XEMD.L Xtrackers MSCI Emerging Markets UCITS ETF 1D | 2.64% | 2.15% | 2.52% |
SPYM.DE SPDR MSCI Emerging Markets UCITS ETF | 0.00% | 0.00% | 0.00% |
Drawdowns
XEMD.L vs. SPYM.DE - Drawdown Comparison
The maximum XEMD.L drawdown since its inception was -31.55%, smaller than the maximum SPYM.DE drawdown of -36.28%. Use the drawdown chart below to compare losses from any high point for XEMD.L and SPYM.DE. For additional features, visit the drawdowns tool.
Volatility
XEMD.L vs. SPYM.DE - Volatility Comparison
Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.L) has a higher volatility of 6.76% compared to SPDR MSCI Emerging Markets UCITS ETF (SPYM.DE) at 5.27%. This indicates that XEMD.L's price experiences larger fluctuations and is considered to be riskier than SPYM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.