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XQUA.DE vs. SNAZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XQUA.DE vs. SNAZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.DE) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XQUA.DE achieves a 3.11% return, which is significantly higher than SNAZ.DE's 0.59% return.


XQUA.DE

1D
-0.22%
1M
0.44%
6M
2.55%
YTD
3.11%
1Y
7.86%
3Y*
3.90%
5Y*
0.12%
10Y*
1.36%

SNAZ.DE

1D
0.20%
1M
0.00%
6M
0.39%
YTD
0.59%
1Y
3.85%
3Y*
4.86%
5Y*
-0.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XQUA.DE vs. SNAZ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XQUA.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D
3.11%-1.36%5.24%3.95%-12.55%6.78%-3.84%
SNAZ.DE
iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc)
0.59%6.26%4.36%5.28%-14.17%-1.55%5.52%

Correlation

The correlation between XQUA.DE and SNAZ.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

0.36

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

0.37

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2020

0.35

The correlation between XQUA.DE and SNAZ.DE shifts across timeframes, from 0.19 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

XQUA.DE vs. SNAZ.DE — Risk / Return Rank

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

XQUA.DE
XQUA.DE Risk / Return Rank: 4343
Overall Rank
XQUA.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
XQUA.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
XQUA.DE Omega Ratio Rank: 4444
Omega Ratio Rank
XQUA.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
XQUA.DE Martin Ratio Rank: 4343
Martin Ratio Rank

SNAZ.DE
SNAZ.DE Risk / Return Rank: 3636
Overall Rank
SNAZ.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SNAZ.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
SNAZ.DE Omega Ratio Rank: 3939
Omega Ratio Rank
SNAZ.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SNAZ.DE Martin Ratio Rank: 3737
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.

XQUA.DE vs. SNAZ.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 iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.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.


XQUA.DESNAZ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.24

1.22

+0.02

Calmar ratioReturn relative to maximum drawdown

1.93

1.32

+0.61

Martin ratioReturn relative to average drawdown

5.79

4.83

+0.97

XQUA.DE vs. SNAZ.DE - Sharpe Ratio Comparison

The current XQUA.DE Sharpe Ratio is 1.27, which is comparable to the SNAZ.DE Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of XQUA.DE and SNAZ.DE, 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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Drawdowns

XQUA.DE vs. SNAZ.DE - Drawdown Comparison

The maximum XQUA.DE drawdown since its inception was -20.21%, smaller than the maximum SNAZ.DE drawdown of -21.88%. Use the drawdown chart below to compare losses from any high point for XQUA.DE and SNAZ.DE.


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Drawdown Indicators


XQUA.DESNAZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.21%

-21.88%

+1.67%

Max Drawdown (1Y)

Largest decline over 1 year

-4.06%

-2.91%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-11.47%

-3.82%

-7.65%

Max Drawdown (5Y)

Largest decline over 5 years

-16.16%

-21.88%

+5.72%

Max Drawdown (10Y)

Largest decline over 10 years

-20.21%

Current Drawdown

Current decline from peak

-5.07%

-1.73%

-3.34%

Average Drawdown

Average peak-to-trough decline

-8.27%

-7.61%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.35%

0.80%

+0.55%

Volatility

XQUA.DE vs. SNAZ.DE - Volatility Comparison

Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.DE) has a higher volatility of 1.59% compared to iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.DE) at 0.98%. This indicates that XQUA.DE's price experiences larger fluctuations and is considered to be riskier than SNAZ.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.DESNAZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.59%

0.98%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

3.87%

2.77%

+1.10%

Volatility (1Y)

Calculated over the trailing 1-year period

6.22%

3.40%

+2.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.33%

5.06%

+3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.81%

7.63%

+1.18%

XQUA.DE vs. SNAZ.DE - Expense Ratio Comparison

XQUA.DE has a 0.45% expense ratio, which is lower than SNAZ.DE's 0.53% expense ratio.


Dividends

XQUA.DE vs. SNAZ.DE - Dividend Comparison

XQUA.DE's dividend yield for the trailing twelve months is around 4.52%, while SNAZ.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
SNAZ.DE
iShares J.P. Morgan $ EM Corp Bond 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
4.52%4.80%4.40%4.34%7.07%3.83%4.92%4.19%3.08%3.74%

Frequently Asked Questions


XQUA.DE and SNAZ.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, XQUA.DE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XQUA.DE is cheaper with a 0.45% expense ratio, compared with 0.53% for SNAZ.DE.

XQUA.DE tracks JPM EMBI Global Diversified TR USD, while SNAZ.DE tracks J.P. Morgan CEMBI Broad Diversified Core Index (EUR Hedged). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.45% for XQUA.DE and 0.53% for SNAZ.DE.

Portfolio Optimizer

Find the right allocation for XQUA.DE and SNAZ.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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