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XEMD vs. ZGLD.SW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XEMD vs. ZGLD.SW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) and Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW). The values are adjusted to include any dividend payments, if applicable.

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XEMD vs. ZGLD.SW - Yearly Performance Comparison


2026 (YTD)2025202420232022
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
-0.51%13.98%8.77%10.26%1.82%
ZGLD.SW
Swisscanto (CH) Gold ETF EA CHF
6.65%66.22%25.72%13.19%0.18%
Different Trading Currencies

XEMD is traded in USD, while ZGLD.SW is traded in CHF. To make them comparable, the ZGLD.SW values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XEMD achieves a -0.51% return, which is significantly lower than ZGLD.SW's 6.65% return.


XEMD

1D
0.83%
1M
-2.61%
YTD
-0.51%
6M
3.45%
1Y
10.87%
3Y*
10.10%
5Y*
10Y*

ZGLD.SW

1D
2.41%
1M
-11.28%
YTD
6.65%
6M
20.46%
1Y
48.72%
3Y*
32.52%
5Y*
21.31%
10Y*
13.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XEMD vs. ZGLD.SW - Expense Ratio Comparison

XEMD has a 0.29% expense ratio, which is lower than ZGLD.SW's 0.40% expense ratio.


Return for Risk

XEMD vs. ZGLD.SW — Risk / Return Rank

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

XEMD
XEMD Risk / Return Rank: 9191
Overall Rank
XEMD Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XEMD Sortino Ratio Rank: 9191
Sortino Ratio Rank
XEMD Omega Ratio Rank: 9292
Omega Ratio Rank
XEMD Calmar Ratio Rank: 9191
Calmar Ratio Rank
XEMD Martin Ratio Rank: 9393
Martin Ratio Rank

ZGLD.SW
ZGLD.SW Risk / Return Rank: 8080
Overall Rank
ZGLD.SW Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ZGLD.SW Sortino Ratio Rank: 7878
Sortino Ratio Rank
ZGLD.SW Omega Ratio Rank: 7777
Omega Ratio Rank
ZGLD.SW Calmar Ratio Rank: 8383
Calmar Ratio Rank
ZGLD.SW Martin Ratio Rank: 8282
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 vs. ZGLD.SW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) and Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW). 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.


XEMDZGLD.SWDifference

Sharpe ratio

Return per unit of total volatility

1.88

1.90

-0.02

Sortino ratio

Return per unit of downside risk

2.64

2.39

+0.26

Omega ratio

Gain probability vs. loss probability

1.40

1.34

+0.07

Calmar ratio

Return relative to maximum drawdown

3.10

3.05

+0.05

Martin ratio

Return relative to average drawdown

13.23

11.82

+1.42

XEMD vs. ZGLD.SW - Sharpe Ratio Comparison

The current XEMD Sharpe Ratio is 1.88, which is comparable to the ZGLD.SW Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of XEMD and ZGLD.SW, 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


XEMDZGLD.SWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

1.90

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

1.31

0.58

+0.73

Correlation

The correlation between XEMD and ZGLD.SW is 0.28, 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.


Dividends

XEMD vs. ZGLD.SW - Dividend Comparison

XEMD's dividend yield for the trailing twelve months is around 6.10%, while ZGLD.SW has not paid dividends to shareholders.


TTM2025202420232022
XEMD
BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF
6.10%6.15%6.30%6.19%3.08%
ZGLD.SW
Swisscanto (CH) Gold ETF EA CHF
0.00%0.00%0.00%0.00%0.00%

Drawdowns

XEMD vs. ZGLD.SW - Drawdown Comparison

The maximum XEMD drawdown since its inception was -10.01%, smaller than the maximum ZGLD.SW drawdown of -45.43%. Use the drawdown chart below to compare losses from any high point for XEMD and ZGLD.SW.


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Drawdown Indicators


XEMDZGLD.SWDifference

Max Drawdown

Largest peak-to-trough decline

-10.01%

-38.49%

+28.48%

Max Drawdown (1Y)

Largest decline over 1 year

-3.52%

-16.91%

+13.39%

Max Drawdown (5Y)

Largest decline over 5 years

-16.94%

Max Drawdown (10Y)

Largest decline over 10 years

-16.94%

Current Drawdown

Current decline from peak

-2.72%

-10.76%

+8.04%

Average Drawdown

Average peak-to-trough decline

-1.29%

-14.24%

+12.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

4.39%

-3.57%

Volatility

XEMD vs. ZGLD.SW - Volatility Comparison

The current volatility for BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF (XEMD) is 2.43%, while Swisscanto (CH) Gold ETF EA CHF (ZGLD.SW) has a volatility of 11.05%. This indicates that XEMD experiences smaller price fluctuations and is considered to be less risky than ZGLD.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEMDZGLD.SWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.43%

11.05%

-8.62%

Volatility (6M)

Calculated over the trailing 6-month period

3.40%

21.66%

-18.26%

Volatility (1Y)

Calculated over the trailing 1-year period

5.81%

26.08%

-20.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.94%

16.97%

-10.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.94%

15.53%

-8.59%