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XUEB.DE vs. EMIG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XUEB.DE vs. EMIG.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 UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc (EMIG.DE). The values are adjusted to include any dividend payments, if applicable.

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XUEB.DE vs. EMIG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XUEB.DE
Xtrackers II USD Emerging Markets Bond UCITS ETF 2C
0.59%1.23%11.99%7.34%-14.37%5.65%-0.25%
EMIG.DE
UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc
0.24%-2.91%7.57%2.80%-12.35%6.34%-4.08%

Returns By Period

In the year-to-date period, XUEB.DE achieves a 0.59% return, which is significantly higher than EMIG.DE's 0.24% return.


XUEB.DE

1D
0.05%
1M
-1.43%
YTD
0.59%
6M
3.44%
1Y
2.42%
3Y*
6.69%
5Y*
2.21%
10Y*

EMIG.DE

1D
-0.35%
1M
-1.21%
YTD
0.24%
6M
0.89%
1Y
-2.36%
3Y*
2.06%
5Y*
0.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XUEB.DE vs. EMIG.DE - Expense Ratio Comparison

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


Return for Risk

XUEB.DE vs. EMIG.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: 1919
Overall Rank
XUEB.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XUEB.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
XUEB.DE Omega Ratio Rank: 1717
Omega Ratio Rank
XUEB.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
XUEB.DE Martin Ratio Rank: 2222
Martin Ratio Rank

EMIG.DE
EMIG.DE Risk / Return Rank: 1010
Overall Rank
EMIG.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
EMIG.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
EMIG.DE Omega Ratio Rank: 99
Omega Ratio Rank
EMIG.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
EMIG.DE Martin Ratio Rank: 1010
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. EMIG.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 UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc (EMIG.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.DEEMIG.DEDifference

Sharpe ratio

Return per unit of total volatility

0.27

-0.10

+0.37

Sortino ratio

Return per unit of downside risk

0.40

0.01

+0.39

Omega ratio

Gain probability vs. loss probability

1.06

1.00

+0.06

Calmar ratio

Return relative to maximum drawdown

0.45

-0.12

+0.57

Martin ratio

Return relative to average drawdown

1.85

-0.21

+2.06

XUEB.DE vs. EMIG.DE - Sharpe Ratio Comparison

The current XUEB.DE Sharpe Ratio is 0.27, which is higher than the EMIG.DE Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of XUEB.DE and EMIG.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XUEB.DEEMIG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

-0.10

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.00

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.02

+0.17

Correlation

The correlation between XUEB.DE and EMIG.DE is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XUEB.DE vs. EMIG.DE - Dividend Comparison

Neither XUEB.DE nor EMIG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XUEB.DE vs. EMIG.DE - Drawdown Comparison

The maximum XUEB.DE drawdown since its inception was -17.41%, which is greater than EMIG.DE's maximum drawdown of -16.46%. Use the drawdown chart below to compare losses from any high point for XUEB.DE and EMIG.DE.


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Drawdown Indicators


XUEB.DEEMIG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.41%

-16.46%

-0.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-16.16%

+7.12%

Max Drawdown (5Y)

Largest decline over 5 years

-17.41%

-16.16%

-1.25%

Current Drawdown

Current decline from peak

-2.33%

-14.44%

+12.11%

Average Drawdown

Average peak-to-trough decline

-6.40%

-8.07%

+1.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

9.69%

-8.05%

Volatility

XUEB.DE vs. EMIG.DE - Volatility Comparison

Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.DE) has a higher volatility of 2.09% compared to UBS ETF (LU) J.P. Morgan USD EM IG ESG Diversified Bond UCITS ETF (USD) A-acc (EMIG.DE) at 1.66%. This indicates that XUEB.DE's price experiences larger fluctuations and is considered to be riskier than EMIG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUEB.DEEMIG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

1.66%

+0.43%

Volatility (6M)

Calculated over the trailing 6-month period

4.21%

21.53%

-17.32%

Volatility (1Y)

Calculated over the trailing 1-year period

8.99%

22.63%

-13.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.75%

12.52%

-3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.64%

12.35%

-3.71%