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XQUE.DE vs. ENDH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XQUE.DE vs. ENDH.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 EUR Hedged (XQUE.DE) and L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.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, XQUE.DE achieves a -0.31% return, which is significantly lower than ENDH.DE's -0.08% return.


XQUE.DE

1D
0.16%
1M
0.38%
YTD
-0.31%
6M
-0.46%
1Y
4.89%
3Y*
2.56%
5Y*
-2.64%
10Y*

ENDH.DE

1D
0.37%
1M
-1.14%
YTD
-0.08%
6M
0.41%
1Y
3.85%
3Y*
6.26%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XQUE.DE vs. ENDH.DE - Yearly Performance Comparison


Correlation

The correlation between XQUE.DE and ENDH.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

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

0.69

Correlation (All Time)
Calculated using the full available price history since May 12, 2022

0.73

The correlation between XQUE.DE and ENDH.DE has been stable across timeframes, ranging from 0.69 to 0.73 - a consistent structural relationship.

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Return for Risk

XQUE.DE vs. ENDH.DE — Risk / Return Rank

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

XQUE.DE
XQUE.DE Risk / Return Rank: 2626
Overall Rank
XQUE.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XQUE.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XQUE.DE Omega Ratio Rank: 2626
Omega Ratio Rank
XQUE.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XQUE.DE Martin Ratio Rank: 2626
Martin Ratio Rank

ENDH.DE
ENDH.DE Risk / Return Rank: 3232
Overall Rank
ENDH.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ENDH.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
ENDH.DE Omega Ratio Rank: 3030
Omega Ratio Rank
ENDH.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
ENDH.DE Martin Ratio Rank: 4141
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.

XQUE.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 EUR Hedged (XQUE.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.


XQUE.DEENDH.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.17

1.20

-0.03

Calmar ratioReturn relative to maximum drawdown

1.10

1.73

-0.63

Martin ratioReturn relative to average drawdown

3.42

6.28

-2.87

XQUE.DE vs. ENDH.DE - Sharpe Ratio Comparison

The current XQUE.DE Sharpe Ratio is 0.96, which is comparable to the ENDH.DE Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of XQUE.DE and ENDH.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


XQUE.DEENDH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.92

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.86

-0.98

Drawdowns

XQUE.DE vs. ENDH.DE - Drawdown Comparison

The maximum XQUE.DE drawdown since its inception was -29.15%, 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 XQUE.DE and ENDH.DE.


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Drawdown Indicators


XQUE.DEENDH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.15%

-6.78%

-22.37%

Max Drawdown (1Y)

Largest decline over 1 year

-4.41%

-2.21%

-2.20%

Max Drawdown (3Y)

Largest decline over 3 years

-8.94%

-2.71%

-6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-28.28%

Current Drawdown

Current decline from peak

-15.48%

-1.33%

-14.15%

Average Drawdown

Average peak-to-trough decline

-11.68%

-1.11%

-10.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

0.61%

+0.82%

Volatility

XQUE.DE vs. ENDH.DE - Volatility Comparison

The current volatility for Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged (XQUE.DE) is 1.67%, 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 XQUE.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


XQUE.DEENDH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.67%

2.69%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

4.08%

3.74%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

5.07%

4.17%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.36%

4.89%

+3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.00%

4.89%

+4.11%

XQUE.DE vs. ENDH.DE - Expense Ratio Comparison

XQUE.DE has a 0.50% expense ratio, which is higher than ENDH.DE's 0.28% expense ratio.


Dividends

XQUE.DE vs. ENDH.DE - Dividend Comparison

XQUE.DE's dividend yield for the trailing twelve months is around 3.79%, while ENDH.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
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%
XQUE.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged
3.79%4.16%4.20%3.82%7.06%3.21%9.32%3.88%1.02%

Frequently Asked Questions


XQUE.DE and ENDH.DE have a correlation of 0.73, 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 0.50% for XQUE.DE.

XQUE.DE tracks iBoxx® MSCI ESG USD Emerging Markets Sovereigns Quality Weighted (EUR Hedged), 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: 0.50% for XQUE.DE and 0.28% for ENDH.DE.

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