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XMLA.L vs. FVUB.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMLA.L vs. FVUB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C (XMLA.L) and Franklin FTSE Brazil UCITS ETF (FVUB.L). The values are adjusted to include any dividend payments, if applicable.

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XMLA.L vs. FVUB.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XMLA.L
Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C
17.05%47.26%-28.14%19.29%15.56%-17.92%-16.50%3.63%
FVUB.L
Franklin FTSE Brazil UCITS ETF
24.97%35.51%-26.77%26.33%23.83%-15.44%-22.19%-14.94%
Different Trading Currencies

XMLA.L is traded in GBp, while FVUB.L is traded in GBP. To make them comparable, the FVUB.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XMLA.L achieves a 17.05% return, which is significantly lower than FVUB.L's 24.97% return.


XMLA.L

1D
3.09%
1M
0.66%
YTD
17.05%
6M
26.41%
1Y
53.45%
3Y*
13.31%
5Y*
9.13%
10Y*
6.26%

FVUB.L

1D
1.53%
1M
2.10%
YTD
24.97%
6M
34.00%
1Y
48.83%
3Y*
17.90%
5Y*
13.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMLA.L vs. FVUB.L - Expense Ratio Comparison

XMLA.L has a 0.65% expense ratio, which is higher than FVUB.L's 0.19% expense ratio.


Return for Risk

XMLA.L vs. FVUB.L — Risk / Return Rank

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

XMLA.L
XMLA.L Risk / Return Rank: 9696
Overall Rank
XMLA.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XMLA.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XMLA.L Omega Ratio Rank: 9595
Omega Ratio Rank
XMLA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
XMLA.L Martin Ratio Rank: 9595
Martin Ratio Rank

FVUB.L
FVUB.L Risk / Return Rank: 9191
Overall Rank
FVUB.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FVUB.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
FVUB.L Omega Ratio Rank: 8787
Omega Ratio Rank
FVUB.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
FVUB.L Martin Ratio Rank: 9191
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.

XMLA.L vs. FVUB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C (XMLA.L) and Franklin FTSE Brazil UCITS ETF (FVUB.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.


XMLA.LFVUB.LDifference

Sharpe ratio

Return per unit of total volatility

2.79

2.13

+0.66

Sortino ratio

Return per unit of downside risk

3.55

2.77

+0.79

Omega ratio

Gain probability vs. loss probability

1.48

1.37

+0.11

Calmar ratio

Return relative to maximum drawdown

5.71

4.81

+0.91

Martin ratio

Return relative to average drawdown

17.43

13.75

+3.68

XMLA.L vs. FVUB.L - Sharpe Ratio Comparison

The current XMLA.L Sharpe Ratio is 2.79, which is higher than the FVUB.L Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of XMLA.L and FVUB.L, 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


XMLA.LFVUB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.79

2.13

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.52

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.04

+0.07

Correlation

The correlation between XMLA.L and FVUB.L is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XMLA.L vs. FVUB.L - Dividend Comparison

Neither XMLA.L nor FVUB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XMLA.L vs. FVUB.L - Drawdown Comparison

The maximum XMLA.L drawdown since its inception was -59.62%, roughly equal to the maximum FVUB.L drawdown of -58.22%. Use the drawdown chart below to compare losses from any high point for XMLA.L and FVUB.L.


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Drawdown Indicators


XMLA.LFVUB.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.62%

-58.22%

-1.40%

Max Drawdown (1Y)

Largest decline over 1 year

-9.37%

-10.41%

+1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-30.25%

-29.42%

-0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-49.07%

Current Drawdown

Current decline from peak

-1.95%

0.00%

-1.95%

Average Drawdown

Average peak-to-trough decline

-25.36%

-28.32%

+2.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

3.64%

-0.57%

Volatility

XMLA.L vs. FVUB.L - Volatility Comparison

Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C (XMLA.L) has a higher volatility of 8.47% compared to Franklin FTSE Brazil UCITS ETF (FVUB.L) at 7.99%. This indicates that XMLA.L's price experiences larger fluctuations and is considered to be riskier than FVUB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMLA.LFVUB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.47%

7.99%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

14.39%

17.49%

-3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

19.10%

22.83%

-3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.20%

25.56%

-4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.22%

31.61%

-6.39%