XQUD.DE vs. LU

Last updated Apr 3, 2026

Compare and contrast key facts about Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF (XQUD.DE) and Lufax Holding Ltd (LU).

XQUD.DE is a passively managed fund by Xtrackers that tracks the performance of the iBoxx® MSCI ESG USD Emerging Markets Sovereigns Quality Weighted. It was launched on Jun 15, 2022.

Performance

XQUD.DE vs. LU - 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 (XQUD.DE) and Lufax Holding Ltd (LU). The values are adjusted to include any dividend payments, if applicable.

XQUD.DE vs. LU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XQUD.DE Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF	0.63%	-1.36%	5.23%	3.70%	-0.16%
LU Lufax Holding Ltd	-26.03%	-5.60%	-17.01%	-59.29%	-66.69%

Different Trading Currencies

XQUD.DE is traded in EUR, while LU is traded in USD. To make them comparable, the LU values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XQUD.DE achieves a 0.63% return, which is significantly higher than LU's -26.03% return.

XQUD.DE

• 1D: 0.47%
• 1M: -1.38%
• YTD: 0.63%
• 6M: 1.11%
• 1Y: -0.35%
• 3Y*: 2.14%
• 5Y*: —
• 10Y*: —

LU

• 1D: -1.14%
• 1M: -22.96%
• YTD: -26.03%
• 6M: -56.66%
• 1Y: -42.19%
• 3Y*: -39.36%
• 5Y*: -47.57%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

XQUD.DE vs. LU — Risk / Return Rank

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

XQUD.DE

XQUD.DE Risk / Return Rank: 12
XQUD.DE Sharpe Ratio Rank: 10
XQUD.DE Sortino Ratio Rank: 9
XQUD.DE Omega Ratio Rank: 9
XQUD.DE Calmar Ratio Rank: 15
XQUD.DE Martin Ratio Rank: 15

LU

LU Risk / Return Rank: 14
LU Sharpe Ratio Rank: 12
LU Sortino Ratio Rank: 12
LU Omega Ratio Rank: 14
LU Calmar Ratio Rank: 19
LU Martin Ratio Rank: 14

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.

XQUD.DE vs. LU - 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 (XQUD.DE) and Lufax Holding Ltd (LU). 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.

	XQUD.DE	LU	Difference
Sharpe ratio Return per unit of total volatility	-0.04	-0.75	+0.70
Sortino ratio Return per unit of downside risk	-0.00	-1.01	+1.01
Omega ratio Gain probability vs. loss probability	1.00	0.88	+0.11
Calmar ratio Return relative to maximum drawdown	0.31	-0.70	+1.01
Martin ratio Return relative to average drawdown	0.82	-1.41	+2.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XQUD.DE vs. LU - Sharpe Ratio Comparison

The current XQUD.DE Sharpe Ratio is -0.04, which is higher than the LU Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of XQUD.DE and LU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XQUD.DE	LU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.04	-0.75	+0.70
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.60	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	-0.55	+0.81

Correlation

The correlation between XQUD.DE and LU is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

XQUD.DE vs. LU - Dividend Comparison

Neither XQUD.DE nor LU has paid dividends to shareholders.

	TTM	2025	2024	2023	2022
XQUD.DE Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%
LU Lufax Holding Ltd	0.00%	0.00%	0.00%	11.60%	26.29%

Drawdowns

XQUD.DE vs. LU - Drawdown Comparison

The maximum XQUD.DE drawdown since its inception was -12.01%, smaller than the maximum LU drawdown of -97.16%. Use the drawdown chart below to compare losses from any high point for XQUD.DE and LU.

Drawdown Indicators

	XQUD.DE	LU	Difference
Max Drawdown Largest peak-to-trough decline	-12.01%	-97.25%	+85.24%
Max Drawdown (1Y) Largest decline over 1 year	-5.85%	-59.55%	+53.70%
Max Drawdown (5Y) Largest decline over 5 years	—	-96.32%	—
Current Drawdown Current decline from peak	-4.27%	-97.13%	+92.86%
Average Drawdown Average peak-to-trough decline	-5.60%	-79.66%	+74.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.11%	29.13%	-27.02%

Volatility

XQUD.DE vs. LU - Volatility Comparison

The current volatility for Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF (XQUD.DE) is 1.99%, while Lufax Holding Ltd (LU) has a volatility of 15.08%. This indicates that XQUD.DE experiences smaller price fluctuations and is considered to be less risky than LU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XQUD.DE	LU	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.99%	15.08%	-13.09%
Volatility (6M) Calculated over the trailing 6-month period	4.17%	38.96%	-34.79%
Volatility (1Y) Calculated over the trailing 1-year period	8.04%	56.81%	-48.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.11%	79.48%	-71.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.11%	79.63%	-71.52%