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XMME.DE vs. GOVD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMME.DE vs. GOVD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) and Lyxor Core Global Government Bond (DR) UCITS ETF - Dist (GOVD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XMME.DE achieves a 30.06% return, which is significantly higher than GOVD.L's -25.70% return.


XMME.DE

1D
-1.04%
1M
7.79%
YTD
30.06%
6M
31.13%
1Y
51.93%
3Y*
21.36%
5Y*
8.66%
10Y*

GOVD.L

1D
-0.00%
1M
-25.88%
YTD
-25.70%
6M
-1.22%
1Y
-2.16%
3Y*
0.06%
5Y*
-1.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMME.DE vs. GOVD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XMME.DE
Xtrackers MSCI Emerging Markets UCITS ETF 1C
30.06%18.69%13.82%5.89%-15.00%4.75%19.70%
GOVD.L
Lyxor Core Global Government Bond (DR) UCITS ETF - Dist
-25.70%26.35%6.18%1.50%-13.04%0.54%-3.14%

Correlation

The correlation between XMME.DE and GOVD.L is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.14

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

0.05

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2020

-0.05

The correlation between XMME.DE and GOVD.L shifts across timeframes, from -0.05 (all time) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XMME.DE vs. GOVD.L — Risk / Return Rank

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

XMME.DE
XMME.DE Risk / Return Rank: 8888
Overall Rank
XMME.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XMME.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
XMME.DE Omega Ratio Rank: 8888
Omega Ratio Rank
XMME.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
XMME.DE Martin Ratio Rank: 8686
Martin Ratio Rank

GOVD.L
GOVD.L Risk / Return Rank: 2222
Overall Rank
GOVD.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GOVD.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
GOVD.L Omega Ratio Rank: 5555
Omega Ratio Rank
GOVD.L Calmar Ratio Rank: 99
Calmar Ratio Rank
GOVD.L Martin Ratio Rank: 99
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.

XMME.DE vs. GOVD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) and Lyxor Core Global Government Bond (DR) UCITS ETF - Dist (GOVD.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.


XMME.DEGOVD.LDifference
Sharpe ratioReturn per unit of total volatility

+3.02

Sortino ratioReturn per unit of downside risk

+2.42

Omega ratioGain probability vs. loss probability

1.55

1.33

+0.22

Calmar ratioReturn relative to maximum drawdown

4.98

-0.08

+5.06

Martin ratioReturn relative to average drawdown

18.04

-0.15

+18.19

XMME.DE vs. GOVD.L - Sharpe Ratio Comparison

The current XMME.DE Sharpe Ratio is 3.00, which is higher than the GOVD.L Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of XMME.DE and GOVD.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


XMME.DEGOVD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.00

-0.01

+3.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

-0.02

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

-0.03

+0.48

Drawdowns

XMME.DE vs. GOVD.L - Drawdown Comparison

The maximum XMME.DE drawdown since its inception was -31.96%, which is greater than GOVD.L's maximum drawdown of -27.79%. Use the drawdown chart below to compare losses from any high point for XMME.DE and GOVD.L.


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Drawdown Indicators


XMME.DEGOVD.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.96%

-27.79%

-4.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-27.79%

+17.12%

Max Drawdown (3Y)

Largest decline over 3 years

-19.16%

-27.79%

+8.63%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

-27.79%

+3.41%

Current Drawdown

Current decline from peak

-1.04%

-26.98%

+25.94%

Average Drawdown

Average peak-to-trough decline

-9.53%

-10.73%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

14.58%

-11.63%

Volatility

XMME.DE vs. GOVD.L - Volatility Comparison

The current volatility for Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) is 7.48%, while Lyxor Core Global Government Bond (DR) UCITS ETF - Dist (GOVD.L) has a volatility of 79.40%. This indicates that XMME.DE experiences smaller price fluctuations and is considered to be less risky than GOVD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMME.DEGOVD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

79.40%

-71.92%

Volatility (6M)

Calculated over the trailing 6-month period

14.90%

190.25%

-175.35%

Volatility (1Y)

Calculated over the trailing 1-year period

17.70%

193.76%

-176.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

87.25%

-70.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.61%

80.49%

-61.88%

XMME.DE vs. GOVD.L - Expense Ratio Comparison

XMME.DE has a 0.18% expense ratio, which is higher than GOVD.L's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XMME.DE vs. GOVD.L - Dividend Comparison

XMME.DE has not paid dividends to shareholders, while GOVD.L's dividend yield for the trailing twelve months is around 2.71%.


PositionTTM202520242023202220212020
GOVD.L
Lyxor Core Global Government Bond (DR) UCITS ETF - Dist
2.71%1.99%5.59%2.06%1.54%1.67%0.65%
XMME.DE
Xtrackers MSCI Emerging Markets UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XMME.DE and GOVD.L have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GOVD.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GOVD.L is cheaper with a 0.09% expense ratio, compared with 0.18% for XMME.DE.

XMME.DE is categorized as Emerging Markets Equities, while GOVD.L is Global Bonds. XMME.DE tracks MSCI Emerging Markets, while GOVD.L tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.18% for XMME.DE and 0.09% for GOVD.L.

Portfolio Optimizer

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