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

Performance

XUEB.DE vs. ENDH.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 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.

Loading graphics...

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


2026 (YTD)2025202420232022
XUEB.DE
Xtrackers II USD Emerging Markets Bond UCITS ETF 2C
0.59%1.23%11.99%7.34%-3.00%
ENDH.DE
L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc
-0.80%7.89%6.59%5.41%-2.17%

Returns By Period

In the year-to-date period, XUEB.DE achieves a 0.59% return, which is significantly higher than ENDH.DE's -0.80% 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*

ENDH.DE

1D
0.27%
1M
-1.28%
YTD
-0.80%
6M
1.07%
1Y
4.81%
3Y*
5.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


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

XUEB.DE has a 0.25% expense ratio, which is lower than ENDH.DE's 0.28% expense ratio.


Return for Risk

XUEB.DE vs. ENDH.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

ENDH.DE
ENDH.DE Risk / Return Rank: 7474
Overall Rank
ENDH.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ENDH.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
ENDH.DE Omega Ratio Rank: 7070
Omega Ratio Rank
ENDH.DE Calmar Ratio Rank: 7474
Calmar Ratio Rank
ENDH.DE Martin Ratio Rank: 8080
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. ENDH.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 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.


XUEB.DEENDH.DEDifference

Sharpe ratio

Return per unit of total volatility

0.27

1.31

-1.04

Sortino ratio

Return per unit of downside risk

0.40

2.02

-1.62

Omega ratio

Gain probability vs. loss probability

1.06

1.27

-0.21

Calmar ratio

Return relative to maximum drawdown

0.45

2.19

-1.74

Martin ratio

Return relative to average drawdown

1.85

9.82

-7.97

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

The current XUEB.DE Sharpe Ratio is 0.27, which is lower than the ENDH.DE Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of XUEB.DE and ENDH.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.


Loading graphics...

Sharpe Ratios by Period


XUEB.DEENDH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.27

1.31

-1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.89

-0.69

Correlation

The correlation between XUEB.DE and ENDH.DE is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XUEB.DE vs. ENDH.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XUEB.DE vs. ENDH.DE - Drawdown Comparison

The maximum XUEB.DE drawdown since its inception was -17.41%, 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 XUEB.DE and ENDH.DE.


Loading graphics...

Drawdown Indicators


XUEB.DEENDH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.41%

-6.78%

-10.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.04%

-2.21%

-6.83%

Max Drawdown (5Y)

Largest decline over 5 years

-17.41%

Current Drawdown

Current decline from peak

-2.33%

-1.64%

-0.69%

Average Drawdown

Average peak-to-trough decline

-6.40%

-1.12%

-5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

0.49%

+1.15%

Volatility

XUEB.DE vs. ENDH.DE - Volatility Comparison

Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.DE) has a higher volatility of 2.09% compared to L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.DE) at 1.68%. This indicates that XUEB.DE's price experiences larger fluctuations and is considered to be riskier than ENDH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


XUEB.DEENDH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

1.68%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

4.21%

2.29%

+1.92%

Volatility (1Y)

Calculated over the trailing 1-year period

8.99%

3.68%

+5.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.75%

4.73%

+4.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.64%

4.73%

+3.91%