XMLC.DE vs. ENDH.DE
XMLC.DE (L&G Clean Water UCITS ETF) and ENDH.DE (L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc) are both exchange-traded funds - XMLC.DE is a Water Equities fund tracking the Solactive Clean Water, while ENDH.DE is a Emerging Markets Bonds fund tracking the J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity (EUR Hedged). Both are passively managed. Over the past 3 years, XMLC.DE returned 8.21%/yr vs 6.26%/yr for ENDH.DE. At a 0.37 correlation, their price movements are largely independent. XMLC.DE charges 0.49%/yr vs 0.28%/yr for ENDH.DE.
Performance
XMLC.DE vs. ENDH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XMLC.DE achieves a 2.11% return, which is significantly higher than ENDH.DE's -0.08% return.
XMLC.DE
- 1D
- 0.01%
- 1M
- -1.48%
- YTD
- 2.11%
- 6M
- 1.67%
- 1Y
- 6.86%
- 3Y*
- 8.21%
- 5Y*
- 6.47%
- 10Y*
- —
ENDH.DE
- 1D
- 0.37%
- 1M
- -1.14%
- YTD
- -0.08%
- 6M
- 0.41%
- 1Y
- 3.85%
- 3Y*
- 6.26%
- 5Y*
- —
- 10Y*
- —
XMLC.DE vs. ENDH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XMLC.DE L&G Clean Water UCITS ETF | 2.11% | 3.88% | 9.96% | 17.08% | 3.56% |
ENDH.DE L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc | -0.08% | 7.89% | 6.59% | 5.41% | -2.17% |
Correlation
The correlation between XMLC.DE and ENDH.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since May 12, 2022 | 0.37 |
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Return for Risk
XMLC.DE vs. ENDH.DE — Risk / Return Rank
XMLC.DE
ENDH.DE
XMLC.DE vs. ENDH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Clean Water UCITS ETF (XMLC.DE) and L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.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.
| XMLC.DE | ENDH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.20 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.62 | 1.73 | -1.11 |
| Martin ratioReturn relative to average drawdown | 1.60 | 6.28 | -4.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XMLC.DE | ENDH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.92 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.86 | -0.30 |
Drawdowns
XMLC.DE vs. ENDH.DE - Drawdown Comparison
The maximum XMLC.DE drawdown since its inception was -35.25%, which is greater than ENDH.DE's maximum drawdown of -6.78%. Use the drawdown chart below to compare losses from any high point for XMLC.DE and ENDH.DE.
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Drawdown Indicators
| XMLC.DE | ENDH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.25% | -6.78% | -28.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -2.21% | -8.81% |
Max Drawdown (3Y)Largest decline over 3 years | -19.51% | -2.71% | -16.80% |
Max Drawdown (5Y)Largest decline over 5 years | -20.54% | — | — |
Current DrawdownCurrent decline from peak | -7.57% | -1.33% | -6.24% |
Average DrawdownAverage peak-to-trough decline | -6.31% | -1.11% | -5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.28% | 0.61% | +3.67% |
Volatility
XMLC.DE vs. ENDH.DE - Volatility Comparison
L&G Clean Water UCITS ETF (XMLC.DE) has a higher volatility of 4.03% compared to L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.DE) at 2.69%. This indicates that XMLC.DE's price experiences larger fluctuations and is considered to be riskier than ENDH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMLC.DE | ENDH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | 2.69% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.79% | 3.74% | +7.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.11% | 4.17% | +9.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 4.89% | +10.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.66% | 4.89% | +13.77% |
XMLC.DE vs. ENDH.DE - Expense Ratio Comparison
XMLC.DE has a 0.49% expense ratio, which is higher than ENDH.DE's 0.28% expense ratio.
Dividends
XMLC.DE vs. ENDH.DE - Dividend Comparison
Neither XMLC.DE nor ENDH.DE has paid dividends to shareholders.
Frequently Asked Questions
XMLC.DE and ENDH.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ENDH.DE is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ENDH.DE is cheaper with a 0.28% expense ratio, compared with 0.49% for XMLC.DE.
XMLC.DE is categorized as Water Equities, while ENDH.DE is Emerging Markets Bonds. XMLC.DE tracks Solactive Clean Water, while ENDH.DE tracks J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity (EUR Hedged). Their fees differ too: 0.49% for XMLC.DE and 0.28% for ENDH.DE.
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