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XFVT.DE vs. EUNY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XFVT.DE vs. EUNY.DE

Last updated Jun 28, 2026

XFVT.DE (Xtrackers Vietnam Swap UCITS ETF 1C) and EUNY.DE (iShares Emerging Markets Dividend UCITS ETF) are both Emerging Markets Equities funds - XFVT.DE tracks the STOXX Vietnam Total Market Liquid while EUNY.DE tracks the Dow Jones Emerging Markets Select Dividend. Both are passively managed. Over the past year, XFVT.DE returned 51.66% vs 22.94% for EUNY.DE. At a 0.19 correlation, their price movements are largely independent. XFVT.DE charges 0.85%/yr vs 0.65%/yr for EUNY.DE.

Performance

XFVT.DE vs. EUNY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Vietnam Swap UCITS ETF 1C (XFVT.DE) and iShares Emerging Markets Dividend UCITS ETF (EUNY.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XFVT.DE achieves a 5.73% return, which is significantly lower than EUNY.DE's 9.23% return.

XFVT.DE

1D
1.28%
1M
3.07%
YTD
5.73%
6M
5.13%
1Y
51.66%
3Y*
—
5Y*
—
10Y*
—

EUNY.DE

1D
-0.44%
1M
-2.50%
YTD
9.23%
6M
10.12%
1Y
22.94%
3Y*
16.70%
5Y*
4.85%
10Y*
6.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XFVT.DE vs. EUNY.DE - Yearly Performance Comparison

2026 (YTD)202520242023
XFVT.DE
Xtrackers Vietnam Swap UCITS ETF 1C		5.73%50.29%-5.50%-0.88%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF		9.23%13.97%12.41%8.62%

Correlation

The correlation between XFVT.DE and EUNY.DE is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2023

0.19

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers Vietnam Swap UCITS ETF 1C

iShares Emerging Markets Dividend UCITS ETF

Often compared with EUNY.DE:
EUNY.DE vs. HDEM.LEUNY.DE vs. SPYV.DEEUNY.DE vs. QDVE.DEEUNY.DE vs. IDVY.LEUNY.DE vs. ESRI.DEEUNY.DE vs. ISPA.DEEUNY.DE vs. EMSM.DE

Return for Risk

XFVT.DE vs. EUNY.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XFVT.DE
XFVT.DE Risk / Return Rank: 6060
Overall Rank
XFVT.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XFVT.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
XFVT.DE Omega Ratio Rank: 5858
Omega Ratio Rank
XFVT.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
XFVT.DE Martin Ratio Rank: 5252
Martin Ratio Rank
EUNY.DE
EUNY.DE Risk / Return Rank: 7272
Overall Rank
EUNY.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EUNY.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
EUNY.DE Omega Ratio Rank: 6161
Omega Ratio Rank
EUNY.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
EUNY.DE Martin Ratio Rank: 7979
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.

XFVT.DE vs. EUNY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Vietnam Swap UCITS ETF 1C (XFVT.DE) and iShares Emerging Markets Dividend UCITS ETF (EUNY.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

XFVT.DEEUNY.DEDifference
Sharpe ratioReturn per unit of total volatility
1.83
1.82

+0.01

Sortino ratioReturn per unit of downside risk
2.31
2.57

-0.26

Omega ratioGain probability vs. loss probability

1.31

1.33

-0.02

Calmar ratioReturn relative to maximum drawdown

2.93

4.69

-1.77

Martin ratioReturn relative to average drawdown

7.83

13.32

-5.49

XFVT.DE vs. EUNY.DE - Sharpe Ratio Comparison

The current XFVT.DE Sharpe Ratio is 1.83, which is comparable to the EUNY.DE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of XFVT.DE and EUNY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

XFVT.DE vs. EUNY.DE - Drawdown Comparison

The maximum XFVT.DE drawdown since its inception was -27.46%, smaller than the maximum EUNY.DE drawdown of -50.11%. Use the drawdown chart below to compare losses from any high point for XFVT.DE and EUNY.DE.

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Drawdown Indicators

XFVT.DEEUNY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.46%

-50.11%

+22.65%

Max Drawdown (1Y)

Largest decline over 1 year

-17.76%

-4.83%

-12.93%

Max Drawdown (3Y)

Largest decline over 3 years

—

-15.70%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-31.41%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.29%

—

Current Drawdown

Current decline from peak

-0.79%

-4.74%

+3.95%

Average Drawdown

Average peak-to-trough decline

-7.75%

-20.30%

+12.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.65%

1.70%

+4.95%

Volatility

XFVT.DE vs. EUNY.DE - Volatility Comparison

Xtrackers Vietnam Swap UCITS ETF 1C (XFVT.DE) has a higher volatility of 6.59% compared to iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) at 5.01%. This indicates that XFVT.DE's price experiences larger fluctuations and is considered to be riskier than EUNY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XFVT.DEEUNY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.59%

5.01%

+1.58%

Volatility (6M)

Calculated over the trailing 6-month period

19.32%

10.23%

+9.09%

Volatility (1Y)

Calculated over the trailing 1-year period

28.46%

12.47%

+15.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.96%

15.68%

+9.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.96%

16.71%

+8.25%

XFVT.DE vs. EUNY.DE - Expense Ratio Comparison

XFVT.DE has a 0.85% expense ratio, which is higher than EUNY.DE's 0.65% expense ratio.

Dividends

XFVT.DE vs. EUNY.DE - Dividend Comparison

XFVT.DE has not paid dividends to shareholders, while EUNY.DE's dividend yield for the trailing twelve months is around 5.16%.

PositionTTM20252024202320222021202020192018201720162015
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF		5.16%5.83%7.71%8.05%9.57%6.35%5.09%5.58%5.64%4.10%4.36%6.39%
XFVT.DE
Xtrackers Vietnam Swap UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XFVT.DE and EUNY.DE have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUNY.DE is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUNY.DE is cheaper with a 0.65% expense ratio, compared with 0.85% for XFVT.DE.

XFVT.DE tracks STOXX Vietnam Total Market Liquid, while EUNY.DE tracks Dow Jones Emerging Markets Select Dividend. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.85% for XFVT.DE and 0.65% for EUNY.DE.

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