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XMCX.L vs. EUNY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMCX.L vs. EUNY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers FTSE 250 UCITS ETF 1D (XMCX.L) and iShares Emerging Markets Dividend UCITS ETF (EUNY.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XMCX.L is traded in GBp, while EUNY.DE is traded in EUR. To make them comparable, the EUNY.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XMCX.L achieves a 3.83% return, which is significantly lower than EUNY.DE's 10.59% return. Over the past 10 years, XMCX.L has underperformed EUNY.DE with an annualized return of 2.36%, while EUNY.DE has yielded a comparatively higher 8.18% annualized return.


XMCX.L

1D
0.64%
1M
3.42%
YTD
3.83%
6M
6.00%
1Y
9.84%
3Y*
6.25%
5Y*
-0.20%
10Y*
2.36%

EUNY.DE

1D
-0.43%
1M
-1.35%
YTD
10.59%
6M
9.74%
1Y
28.88%
3Y*
17.43%
5Y*
5.43%
10Y*
8.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMCX.L vs. EUNY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMCX.L
Xtrackers FTSE 250 UCITS ETF 1D
3.83%8.84%3.42%3.42%-20.92%14.63%-8.73%24.38%-16.43%14.26%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
10.59%19.90%7.49%13.07%-22.09%11.52%-6.72%12.15%-0.16%15.21%

Correlation

The correlation between XMCX.L and EUNY.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.41

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

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2012

0.47

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Return for Risk

XMCX.L vs. EUNY.DE — Risk / Return Rank

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

XMCX.L
XMCX.L Risk / Return Rank: 2222
Overall Rank
XMCX.L Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
XMCX.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
XMCX.L Omega Ratio Rank: 2323
Omega Ratio Rank
XMCX.L Calmar Ratio Rank: 2020
Calmar Ratio Rank
XMCX.L Martin Ratio Rank: 2323
Martin Ratio Rank

EUNY.DE
EUNY.DE Risk / Return Rank: 7474
Overall Rank
EUNY.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EUNY.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
EUNY.DE Omega Ratio Rank: 6464
Omega Ratio Rank
EUNY.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
EUNY.DE Martin Ratio Rank: 8484
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.

XMCX.L vs. EUNY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 250 UCITS ETF 1D (XMCX.L) 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.


XMCX.LEUNY.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-2.17

Omega ratioGain probability vs. loss probability

1.15

1.46

-0.31

Calmar ratioReturn relative to maximum drawdown

0.83

6.18

-5.35

Martin ratioReturn relative to average drawdown

2.78

16.25

-13.48

XMCX.L vs. EUNY.DE - Sharpe Ratio Comparison

The current XMCX.L Sharpe Ratio is 0.80, which is lower than the EUNY.DE Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of XMCX.L 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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Sharpe Ratios by Period


XMCX.LEUNY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

2.47

-1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

0.35

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.15

0.49

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.26

-0.05

Drawdowns

XMCX.L vs. EUNY.DE - Drawdown Comparison

The maximum XMCX.L drawdown since its inception was -50.63%, which is greater than EUNY.DE's maximum drawdown of -43.69%. Use the drawdown chart below to compare losses from any high point for XMCX.L and EUNY.DE.


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Drawdown Indicators


XMCX.LEUNY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.63%

-43.69%

-6.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.95%

-4.66%

-7.29%

Max Drawdown (3Y)

Largest decline over 3 years

-18.45%

-13.62%

-4.83%

Max Drawdown (5Y)

Largest decline over 5 years

-32.61%

-29.60%

-3.01%

Max Drawdown (10Y)

Largest decline over 10 years

-41.35%

-30.83%

-10.52%

Current Drawdown

Current decline from peak

-7.13%

-3.26%

-3.87%

Average Drawdown

Average peak-to-trough decline

-11.24%

-12.32%

+1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

1.77%

+1.78%

Volatility

XMCX.L vs. EUNY.DE - Volatility Comparison

The current volatility for Xtrackers FTSE 250 UCITS ETF 1D (XMCX.L) is 3.58%, while iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) has a volatility of 4.07%. This indicates that XMCX.L experiences smaller price fluctuations and is considered to be less risky 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


XMCX.LEUNY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.58%

4.07%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

9.42%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

12.38%

11.65%

+0.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.15%

15.32%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.47%

16.69%

-0.22%

XMCX.L vs. EUNY.DE - Expense Ratio Comparison

XMCX.L has a 0.15% expense ratio, which is lower than EUNY.DE's 0.65% expense ratio.


Dividends

XMCX.L vs. EUNY.DE - Dividend Comparison

XMCX.L's dividend yield for the trailing twelve months is around 0.04%, less than EUNY.DE's 5.32% yield.


PositionTTM20252024202320222021202020192018201720162015
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
5.32%5.82%7.72%8.04%9.56%6.35%5.09%5.57%5.65%4.09%4.35%6.37%
XMCX.L
Xtrackers FTSE 250 UCITS ETF 1D
0.04%0.04%0.04%0.03%0.05%0.01%0.03%0.03%0.04%0.03%0.03%0.00%

Frequently Asked Questions


XMCX.L and EUNY.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XMCX.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMCX.L is cheaper with a 0.15% expense ratio, compared with 0.65% for EUNY.DE.

XMCX.L is categorized as Europe Equities, while EUNY.DE is Emerging Markets Equities. XMCX.L tracks FTSE 250 Ex Investment Trust TR GBP, while EUNY.DE tracks Dow Jones Emerging Markets Select Dividend. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.15% for XMCX.L and 0.65% for EUNY.DE.

Portfolio Optimizer

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