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XUEB.DE vs. IS3C.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUEB.DE vs. IS3C.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 USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.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, XUEB.DE achieves a 3.66% return, which is significantly higher than IS3C.DE's -1.63% return.


XUEB.DE

1D
-0.10%
1M
1.69%
YTD
3.66%
6M
3.38%
1Y
10.40%
3Y*
7.25%
5Y*
2.85%
10Y*

IS3C.DE

1D
0.23%
1M
0.40%
YTD
-1.63%
6M
-1.60%
1Y
2.73%
3Y*
2.01%
5Y*
-3.40%
10Y*
-0.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUEB.DE vs. IS3C.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%
IS3C.DE
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
-1.63%5.32%-1.72%5.39%-20.57%-3.53%11.37%

Correlation

The correlation between XUEB.DE and IS3C.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

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

0.46

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

0.53

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

0.53

Over the past year, the correlation between XUEB.DE and IS3C.DE has dropped to 0.28 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

XUEB.DE vs. IS3C.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

IS3C.DE
IS3C.DE Risk / Return Rank: 1616
Overall Rank
IS3C.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IS3C.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
IS3C.DE Omega Ratio Rank: 1515
Omega Ratio Rank
IS3C.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
IS3C.DE Martin Ratio Rank: 1616
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. IS3C.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 USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.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.DEIS3C.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.30

Sortino ratioReturn per unit of downside risk

+1.86

Omega ratioGain probability vs. loss probability

1.33

1.08

+0.24

Calmar ratioReturn relative to maximum drawdown

3.83

0.48

+3.35

Martin ratioReturn relative to average drawdown

10.83

1.52

+9.31

XUEB.DE vs. IS3C.DE - Sharpe Ratio Comparison

The current XUEB.DE Sharpe Ratio is 1.75, which is higher than the IS3C.DE Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of XUEB.DE and IS3C.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


XUEB.DEIS3C.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

0.44

+1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

-0.38

+0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.00

+0.25

Drawdowns

XUEB.DE vs. IS3C.DE - Drawdown Comparison

The maximum XUEB.DE drawdown since its inception was -17.41%, smaller than the maximum IS3C.DE drawdown of -30.78%. Use the drawdown chart below to compare losses from any high point for XUEB.DE and IS3C.DE.


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Drawdown Indicators


XUEB.DEIS3C.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.41%

-30.78%

+13.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-5.62%

+2.92%

Max Drawdown (3Y)

Largest decline over 3 years

-13.41%

-8.94%

-4.47%

Max Drawdown (5Y)

Largest decline over 5 years

-17.41%

-30.47%

+13.06%

Max Drawdown (10Y)

Largest decline over 10 years

-30.78%

Current Drawdown

Current decline from peak

-0.40%

-17.90%

+17.50%

Average Drawdown

Average peak-to-trough decline

-6.25%

-9.16%

+2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

1.79%

-0.83%

Volatility

XUEB.DE vs. IS3C.DE - Volatility Comparison

The current volatility for Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.DE) is 1.29%, while iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist) (IS3C.DE) has a volatility of 2.10%. This indicates that XUEB.DE experiences smaller price fluctuations and is considered to be less risky than IS3C.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.DEIS3C.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

2.10%

-0.81%

Volatility (6M)

Calculated over the trailing 6-month period

3.95%

5.14%

-1.19%

Volatility (1Y)

Calculated over the trailing 1-year period

5.93%

6.18%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.74%

8.94%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.56%

9.30%

-0.74%

XUEB.DE vs. IS3C.DE - Expense Ratio Comparison

XUEB.DE has a 0.25% expense ratio, which is lower than IS3C.DE's 0.50% expense ratio.


Dividends

XUEB.DE vs. IS3C.DE - Dividend Comparison

Neither XUEB.DE nor IS3C.DE has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS3C.DE
iShares J.P. Morgan USD EM Bond EUR Hedged UCITS ETF (Dist)
0.00%0.00%0.00%3.58%5.39%3.93%3.85%4.77%5.76%3.88%5.34%4.72%
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%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XUEB.DE and IS3C.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.50% for IS3C.DE.

XUEB.DE tracks JPM EMBI Global Diversified TR USD, while IS3C.DE tracks JP Morgan EMBI Global Core (EUR Hedged). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XUEB.DE and 0.50% for IS3C.DE.

Portfolio Optimizer

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