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XMBR.L vs. FLOA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMBR.L vs. FLOA.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Brazil UCITS ETF 1C (XMBR.L) and iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XMBR.L is traded in GBp, while FLOA.L is traded in USD. To make them comparable, the FLOA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XMBR.L achieves a 9.05% return, which is significantly higher than FLOA.L's 2.45% return.


XMBR.L

1D
-0.49%
1M
-11.96%
YTD
9.05%
6M
3.14%
1Y
34.54%
3Y*
8.46%
5Y*
5.76%
10Y*
8.80%

FLOA.L

1D
0.06%
1M
1.38%
YTD
2.45%
6M
1.53%
1Y
6.04%
3Y*
3.08%
5Y*
5.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMBR.L vs. FLOA.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XMBR.L
Xtrackers MSCI Brazil UCITS ETF 1C
9.05%38.26%-28.61%25.42%25.85%-17.12%-21.96%20.39%1.13%
FLOA.L
iShares USD Floating Rate Bond UCITS ETF USD (Acc)
2.45%-2.50%8.28%1.29%13.40%1.37%-2.10%0.21%11.32%

Correlation

The correlation between XMBR.L and FLOA.L is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2018

0.05

The correlation between XMBR.L and FLOA.L shifts across timeframes, from -0.09 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XMBR.L vs. FLOA.L — Risk / Return Rank

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

XMBR.L
XMBR.L Risk / Return Rank: 4545
Overall Rank
XMBR.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XMBR.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
XMBR.L Omega Ratio Rank: 4545
Omega Ratio Rank
XMBR.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
XMBR.L Martin Ratio Rank: 4545
Martin Ratio Rank

FLOA.L
FLOA.L Risk / Return Rank: 9797
Overall Rank
FLOA.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FLOA.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
FLOA.L Omega Ratio Rank: 9898
Omega Ratio Rank
FLOA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLOA.L Martin Ratio Rank: 9898
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.

XMBR.L vs. FLOA.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Brazil UCITS ETF 1C (XMBR.L) and iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L). 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.


XMBR.LFLOA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.74

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.29

1.16

+0.13

Calmar ratioReturn relative to maximum drawdown

2.14

1.22

+0.92

Martin ratioReturn relative to average drawdown

7.28

3.41

+3.88

XMBR.L vs. FLOA.L - Sharpe Ratio Comparison

The current XMBR.L Sharpe Ratio is 1.63, which is higher than the FLOA.L Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of XMBR.L and FLOA.L, 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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Sharpe Ratios by Period


XMBR.LFLOA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.63

0.89

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.62

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.43

-0.34

Drawdowns

XMBR.L vs. FLOA.L - Drawdown Comparison

The maximum XMBR.L drawdown since its inception was -72.01%, which is greater than FLOA.L's maximum drawdown of -14.84%. Use the drawdown chart below to compare losses from any high point for XMBR.L and FLOA.L.


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Drawdown Indicators


XMBR.LFLOA.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.01%

-14.84%

-57.17%

Max Drawdown (1Y)

Largest decline over 1 year

-16.06%

-4.92%

-11.14%

Max Drawdown (3Y)

Largest decline over 3 years

-29.72%

-9.58%

-20.14%

Max Drawdown (5Y)

Largest decline over 5 years

-30.62%

-14.84%

-15.78%

Max Drawdown (10Y)

Largest decline over 10 years

-53.50%

Current Drawdown

Current decline from peak

-16.06%

-3.15%

-12.91%

Average Drawdown

Average peak-to-trough decline

-27.83%

-6.00%

-21.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.73%

1.77%

+2.96%

Volatility

XMBR.L vs. FLOA.L - Volatility Comparison

Xtrackers MSCI Brazil UCITS ETF 1C (XMBR.L) has a higher volatility of 5.57% compared to iShares USD Floating Rate Bond UCITS ETF USD (Acc) (FLOA.L) at 1.90%. This indicates that XMBR.L's price experiences larger fluctuations and is considered to be riskier than FLOA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMBR.LFLOA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

1.90%

+3.67%

Volatility (6M)

Calculated over the trailing 6-month period

17.44%

5.15%

+12.29%

Volatility (1Y)

Calculated over the trailing 1-year period

21.08%

6.76%

+14.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.88%

8.65%

+17.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.26%

9.29%

+21.97%

XMBR.L vs. FLOA.L - Expense Ratio Comparison

XMBR.L has a 0.65% expense ratio, which is higher than FLOA.L's 0.10% expense ratio.


Dividends

XMBR.L vs. FLOA.L - Dividend Comparison

Neither XMBR.L nor FLOA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XMBR.L and FLOA.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLOA.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLOA.L is cheaper with a 0.10% expense ratio, compared with 0.65% for XMBR.L.

XMBR.L is categorized as Latin America Equities, while FLOA.L is Corporate Bonds. XMBR.L tracks MSCI Brazil NR USD, while FLOA.L tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.65% for XMBR.L and 0.10% for FLOA.L.

Portfolio Optimizer

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