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

Performance

XQUA.DE vs. XUEM.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 Xtrackers USD Emerging Markets Bond UCITS ETF 2D (XUEM.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 1.67% return, which is significantly lower than XUEM.DE's 3.29% return.


XQUA.DE

1D
-0.04%
1M
1.08%
YTD
1.67%
6M
0.59%
1Y
5.57%
3Y*
1.89%
5Y*
0.43%
10Y*
1.37%

XUEM.DE

1D
-0.07%
1M
1.15%
YTD
3.29%
6M
2.78%
1Y
9.90%
3Y*
6.62%
5Y*
2.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
XQUA.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D
1.67%-1.83%4.80%3.61%-12.81%6.04%-3.38%17.25%4.83%
XUEM.DE
Xtrackers USD Emerging Markets Bond UCITS ETF 2D
3.29%0.43%11.58%6.72%-14.47%4.14%-6.64%17.85%4.17%

Correlation

The correlation between XQUA.DE and XUEM.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.93

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

0.92

Correlation (All Time)
Calculated using the full available price history since May 17, 2018

0.93

The correlation between XQUA.DE and XUEM.DE has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

XQUA.DE vs. XUEM.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: 2626
Overall Rank
XQUA.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XQUA.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
XQUA.DE Omega Ratio Rank: 2525
Omega Ratio Rank
XQUA.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XQUA.DE Martin Ratio Rank: 2626
Martin Ratio Rank

XUEM.DE
XUEM.DE Risk / Return Rank: 5656
Overall Rank
XUEM.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XUEM.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
XUEM.DE Omega Ratio Rank: 4949
Omega Ratio Rank
XUEM.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XUEM.DE Martin Ratio Rank: 5858
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. XUEM.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 Xtrackers USD Emerging Markets Bond UCITS ETF 2D (XUEM.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.DEXUEM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.16

1.31

-0.14

Calmar ratioReturn relative to maximum drawdown

1.28

3.52

-2.24

Martin ratioReturn relative to average drawdown

3.54

10.09

-6.55

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

The current XQUA.DE Sharpe Ratio is 0.91, which is lower than the XUEM.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of XQUA.DE and XUEM.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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Sharpe Ratios by Period


XQUA.DEXUEM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.64

-0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

0.26

-0.21

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

0.28

-0.12

Drawdowns

XQUA.DE vs. XUEM.DE - Drawdown Comparison

The maximum XQUA.DE drawdown since its inception was -20.18%, smaller than the maximum XUEM.DE drawdown of -26.83%. Use the drawdown chart below to compare losses from any high point for XQUA.DE and XUEM.DE.


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Drawdown Indicators


XQUA.DEXUEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.18%

-26.83%

+6.65%

Max Drawdown (1Y)

Largest decline over 1 year

-4.12%

-2.72%

-1.40%

Max Drawdown (3Y)

Largest decline over 3 years

-11.44%

-13.45%

+2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-16.68%

-17.85%

+1.17%

Max Drawdown (10Y)

Largest decline over 10 years

-20.18%

Current Drawdown

Current decline from peak

-8.97%

-2.82%

-6.15%

Average Drawdown

Average peak-to-trough decline

-8.61%

-10.35%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.49%

0.95%

+0.54%

Volatility

XQUA.DE vs. XUEM.DE - Volatility Comparison

Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF 1D (XQUA.DE) has a higher volatility of 1.13% compared to Xtrackers USD Emerging Markets Bond UCITS ETF 2D (XUEM.DE) at 1.06%. This indicates that XQUA.DE's price experiences larger fluctuations and is considered to be riskier than XUEM.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.DEXUEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.06%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.85%

3.83%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

5.81%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.31%

8.74%

-0.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.85%

10.44%

-1.59%

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

XQUA.DE has a 0.45% expense ratio, which is higher than XUEM.DE's 0.25% expense ratio.


Dividends

XQUA.DE vs. XUEM.DE - Dividend Comparison

XQUA.DE's dividend yield for the trailing twelve months is around 3.90%, less than XUEM.DE's 4.46% yield.


PositionTTM202520242023202220212020201920182017
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%
XUEM.DE
Xtrackers USD Emerging Markets Bond UCITS ETF 2D
4.46%4.97%6.06%5.00%5.62%6.82%4.07%0.54%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, XQUA.DE and XUEM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XUEM.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUEM.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for XQUA.DE.

Both ETFs track JPM EMBI Global Diversified TR USD. Their fees differ too: 0.45% for XQUA.DE and 0.25% for XUEM.DE.

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