XQUA.DE vs. ENDH.DE
XQUA.DE (Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D) and ENDH.DE (L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc) are both Emerging Markets Bonds funds - XQUA.DE tracks the JPM EMBI Global Diversified TR USD while ENDH.DE tracks the J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity (EUR Hedged). Both are passively managed. Over the past 3 years, XQUA.DE returned 1.89%/yr vs 6.26%/yr for ENDH.DE. At a 0.40 correlation, their price movements are largely independent. XQUA.DE charges 0.45%/yr vs 0.28%/yr for ENDH.DE.
Performance
XQUA.DE vs. ENDH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XQUA.DE achieves a 1.67% return, which is significantly higher than ENDH.DE's -0.08% return.
XQUA.DE
- 1D
- -0.04%
- 1M
- 1.14%
- YTD
- 1.67%
- 6M
- 0.76%
- 1Y
- 5.29%
- 3Y*
- 1.89%
- 5Y*
- 0.43%
- 10Y*
- 1.37%
ENDH.DE
- 1D
- 0.37%
- 1M
- -1.14%
- YTD
- -0.08%
- 6M
- 0.41%
- 1Y
- 3.85%
- 3Y*
- 6.26%
- 5Y*
- —
- 10Y*
- —
XQUA.DE vs. ENDH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XQUA.DE Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D | 1.67% | -1.83% | 4.80% | 3.61% | -3.30% |
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 XQUA.DE and ENDH.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 | 0.38 |
Correlation (All Time) Calculated using the full available price history since May 12, 2022 | 0.40 |
Over the past year, the correlation between XQUA.DE and ENDH.DE has dropped to 0.19 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.
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Return for Risk
XQUA.DE vs. ENDH.DE — Risk / Return Rank
XQUA.DE
ENDH.DE
XQUA.DE vs. ENDH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.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.
| XQUA.DE | ENDH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.73 | -0.45 |
| Martin ratioReturn relative to average drawdown | 3.54 | 6.28 | -2.74 |
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
| XQUA.DE | ENDH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.92 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.86 | -0.70 |
Drawdowns
XQUA.DE vs. ENDH.DE - Drawdown Comparison
The maximum XQUA.DE drawdown since its inception was -20.18%, 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 XQUA.DE and ENDH.DE.
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Drawdown Indicators
| XQUA.DE | ENDH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.18% | -6.78% | -13.40% |
Max Drawdown (1Y)Largest decline over 1 year | -4.12% | -2.21% | -1.91% |
Max Drawdown (3Y)Largest decline over 3 years | -11.44% | -2.71% | -8.73% |
Max Drawdown (5Y)Largest decline over 5 years | -16.68% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -20.18% | — | — |
Current DrawdownCurrent decline from peak | -8.97% | -1.33% | -7.64% |
Average DrawdownAverage peak-to-trough decline | -8.61% | -1.11% | -7.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.49% | 0.61% | +0.88% |
Volatility
XQUA.DE vs. ENDH.DE - Volatility Comparison
The current volatility for Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.DE) is 1.13%, while L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.DE) has a volatility of 2.69%. This indicates that XQUA.DE experiences smaller price fluctuations and is considered to be less risky 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
| XQUA.DE | ENDH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.13% | 2.69% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 3.85% | 3.74% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.82% | 4.17% | +1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.31% | 4.89% | +3.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.85% | 4.89% | +3.96% |
XQUA.DE vs. ENDH.DE - Expense Ratio Comparison
XQUA.DE has a 0.45% expense ratio, which is higher than ENDH.DE's 0.28% expense ratio.
Dividends
XQUA.DE vs. ENDH.DE - Dividend Comparison
XQUA.DE's dividend yield for the trailing twelve months is around 3.90%, while ENDH.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ENDH.DE L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XQUA.DE Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D | 3.90% | 4.38% | 4.01% | 4.02% | 6.75% | 3.16% | 4.33% | 3.72% | 2.50% | 3.53% |
Frequently Asked Questions
XQUA.DE and ENDH.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, 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 0.45% for XQUA.DE.
XQUA.DE tracks JPM EMBI Global Diversified TR USD, while ENDH.DE tracks J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity (EUR Hedged). They also come from different issuers: Xtrackers and Legal & General. Their fees differ too: 0.45% for XQUA.DE and 0.28% for ENDH.DE.
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