PortfoliosLab logoPortfoliosLab logo
XUEB.DE vs. 36B1.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUEB.DE vs. 36B1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.DE) and iShares J.P. Morgan ESG USD EM Bond UCITS ETF (36B1.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XUEB.DE achieves a 3.66% return, which is significantly higher than 36B1.DE's 2.43% return.


XUEB.DE

1D
-0.10%
1M
1.42%
YTD
3.66%
6M
3.08%
1Y
10.76%
3Y*
7.25%
5Y*
2.85%
10Y*

36B1.DE

1D
0.13%
1M
1.40%
YTD
2.43%
6M
1.88%
1Y
8.21%
3Y*
5.51%
5Y*
2.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUEB.DE vs. 36B1.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XUEB.DE
Xtrackers II USD Emerging Markets Bond UCITS ETF 2C
3.66%1.23%11.99%7.34%-14.37%5.65%-0.25%
36B1.DE
iShares J.P. Morgan ESG USD EM Bond UCITS ETF
2.43%-0.10%10.86%5.55%-13.71%6.46%-0.85%

Correlation

The correlation between XUEB.DE and 36B1.DE is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.95

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

0.96

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

0.96

Correlation (All Time)
Calculated using the full available price history since May 25, 2020

0.95

The correlation between XUEB.DE and 36B1.DE has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XUEB.DE vs. 36B1.DE — Risk / Return Rank

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

XUEB.DE
XUEB.DE Risk / Return Rank: 5959
Overall Rank
XUEB.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
XUEB.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
XUEB.DE Omega Ratio Rank: 5454
Omega Ratio Rank
XUEB.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
XUEB.DE Martin Ratio Rank: 6262
Martin Ratio Rank

36B1.DE
36B1.DE Risk / Return Rank: 4242
Overall Rank
36B1.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
36B1.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
36B1.DE Omega Ratio Rank: 3939
Omega Ratio Rank
36B1.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
36B1.DE Martin Ratio Rank: 4343
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.

XUEB.DE vs. 36B1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.DE) and iShares J.P. Morgan ESG USD EM Bond UCITS ETF (36B1.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.


XUEB.DE36B1.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.33

1.25

+0.08

Calmar ratioReturn relative to maximum drawdown

3.83

2.63

+1.21

Martin ratioReturn relative to average drawdown

10.83

6.72

+4.11

XUEB.DE vs. 36B1.DE - Sharpe Ratio Comparison

The current XUEB.DE Sharpe Ratio is 1.75, which is higher than the 36B1.DE Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of XUEB.DE and 36B1.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.


Loading charts...

Sharpe Ratios by Period


XUEB.DE36B1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.32

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.26

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.23

+0.02

Drawdowns

XUEB.DE vs. 36B1.DE - Drawdown Comparison

The maximum XUEB.DE drawdown since its inception was -17.41%, smaller than the maximum 36B1.DE drawdown of -22.46%. Use the drawdown chart below to compare losses from any high point for XUEB.DE and 36B1.DE.


Loading charts...

Drawdown Indicators


XUEB.DE36B1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.41%

-22.46%

+5.05%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-2.95%

+0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-13.41%

-12.43%

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-17.41%

-16.34%

-1.07%

Current Drawdown

Current decline from peak

-0.40%

-1.33%

+0.93%

Average Drawdown

Average peak-to-trough decline

-6.25%

-8.64%

+2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

1.16%

-0.20%

Volatility

XUEB.DE vs. 36B1.DE - Volatility Comparison

Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.DE) has a higher volatility of 1.29% compared to iShares J.P. Morgan ESG USD EM Bond UCITS ETF (36B1.DE) at 1.21%. This indicates that XUEB.DE's price experiences larger fluctuations and is considered to be riskier than 36B1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XUEB.DE36B1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.21%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

3.95%

3.81%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

5.93%

5.87%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.74%

8.41%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.56%

9.55%

-0.99%

XUEB.DE vs. 36B1.DE - Expense Ratio Comparison

XUEB.DE has a 0.25% expense ratio, which is lower than 36B1.DE's 0.45% expense ratio.


Dividends

XUEB.DE vs. 36B1.DE - Dividend Comparison

XUEB.DE has not paid dividends to shareholders, while 36B1.DE's dividend yield for the trailing twelve months is around 4.93%.


PositionTTM2025202420232022202120202019
36B1.DE
iShares J.P. Morgan ESG USD EM Bond UCITS ETF
4.93%5.22%4.96%5.09%5.00%4.57%3.40%4.19%
XUEB.DE
Xtrackers II USD Emerging Markets Bond UCITS ETF 2C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, XUEB.DE and 36B1.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, XUEB.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUEB.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for 36B1.DE.

XUEB.DE tracks JPM EMBI Global Diversified TR USD, while 36B1.DE tracks JP Morgan ESG EMBI Global Diversified. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XUEB.DE and 0.45% for 36B1.DE.

Portfolio Optimizer

Find the right allocation for XUEB.DE and 36B1.DE

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

Open Portfolio Optimizer