XMLD.DE vs. EMA5.DE
XMLD.DE (L&G Artificial Intelligence UCITS ETF) and EMA5.DE (L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF) are both exchange-traded funds - XMLD.DE is a Technology Equities fund tracking the ROBO Global Artificial Intelligence, while EMA5.DE is a Emerging Markets Bonds fund tracking the J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity. Both are passively managed. Over the past 5 years, XMLD.DE returned 16.22%/yr vs 4.00%/yr for EMA5.DE. At a 0.15 correlation, their price movements are largely independent. XMLD.DE charges 0.49%/yr vs 0.25%/yr for EMA5.DE.
Performance
XMLD.DE vs. EMA5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XMLD.DE achieves a 37.67% return, which is significantly higher than EMA5.DE's 5.40% return.
XMLD.DE
- 1D
- -0.83%
- 1M
- 1.86%
- YTD
- 37.67%
- 6M
- 36.76%
- 1Y
- 64.71%
- 3Y*
- 33.11%
- 5Y*
- 16.22%
- 10Y*
- —
EMA5.DE
- 1D
- 0.00%
- 1M
- 3.29%
- YTD
- 5.40%
- 6M
- 5.74%
- 1Y
- 9.20%
- 3Y*
- 7.00%
- 5Y*
- 4.00%
- 10Y*
- —
XMLD.DE vs. EMA5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XMLD.DE L&G Artificial Intelligence UCITS ETF | 37.67% | 16.99% | 25.20% | 54.24% | -36.43% | 19.04% | 1.94% |
EMA5.DE L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF | 5.40% | -2.08% | 14.60% | 4.24% | -4.92% | 8.07% | -0.83% |
Correlation
The correlation between XMLD.DE and EMA5.DE is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020 | 0.15 |
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Return for Risk
XMLD.DE vs. EMA5.DE — Risk / Return Rank
XMLD.DE
EMA5.DE
XMLD.DE vs. EMA5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G Artificial Intelligence UCITS ETF (XMLD.DE) and L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMA5.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.
| XMLD.DE | EMA5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.28 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.08 | 3.22 | +0.85 |
| Martin ratioReturn relative to average drawdown | 10.77 | 8.73 | +2.05 |
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Drawdowns
XMLD.DE vs. EMA5.DE - Drawdown Comparison
The maximum XMLD.DE drawdown since its inception was -42.77%, which is greater than EMA5.DE's maximum drawdown of -10.01%. Use the drawdown chart below to compare losses from any high point for XMLD.DE and EMA5.DE.
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Drawdown Indicators
| XMLD.DE | EMA5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.77% | -10.01% | -32.76% |
Max Drawdown (1Y)Largest decline over 1 year | -15.79% | -2.87% | -12.92% |
Max Drawdown (3Y)Largest decline over 3 years | -33.66% | -10.01% | -23.65% |
Max Drawdown (5Y)Largest decline over 5 years | -42.77% | -10.01% | -32.76% |
Current DrawdownCurrent decline from peak | -5.41% | 0.00% | -5.41% |
Average DrawdownAverage peak-to-trough decline | -13.19% | -3.35% | -9.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 1.07% | +4.92% |
Volatility
XMLD.DE vs. EMA5.DE - Volatility Comparison
L&G Artificial Intelligence UCITS ETF (XMLD.DE) has a higher volatility of 10.00% compared to L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMA5.DE) at 2.54%. This indicates that XMLD.DE's price experiences larger fluctuations and is considered to be riskier than EMA5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMLD.DE | EMA5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.00% | 2.54% | +7.46% |
Volatility (6M)Calculated over the trailing 6-month period | 20.83% | 4.80% | +16.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.32% | 6.29% | +21.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.35% | 7.12% | +20.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.80% | 7.00% | +20.80% |
XMLD.DE vs. EMA5.DE - Expense Ratio Comparison
XMLD.DE has a 0.49% expense ratio, which is higher than EMA5.DE's 0.25% expense ratio.
Dividends
XMLD.DE vs. EMA5.DE - Dividend Comparison
XMLD.DE has not paid dividends to shareholders, while EMA5.DE's dividend yield for the trailing twelve months is around 5.19%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
EMA5.DE L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF | 5.19% | 6.10% | 5.86% | 4.63% | 3.06% | 1.19% |
XMLD.DE L&G Artificial Intelligence UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XMLD.DE and EMA5.DE have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMA5.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMA5.DE is cheaper with a 0.25% expense ratio, compared with 0.49% for XMLD.DE.
XMLD.DE is categorized as Technology Equities, while EMA5.DE is Emerging Markets Bonds. XMLD.DE tracks ROBO Global Artificial Intelligence, while EMA5.DE tracks J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity. Their fees differ too: 0.49% for XMLD.DE and 0.25% for EMA5.DE.
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