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XUEB.DE vs. IUS7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUEB.DE vs. IUS7.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 Emerging Markets Bond UCITS ETF (Dist) (IUS7.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 IUS7.DE's 2.97% 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*

IUS7.DE

1D
0.14%
1M
1.36%
YTD
2.97%
6M
2.33%
1Y
9.74%
3Y*
6.75%
5Y*
2.86%
10Y*
3.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUEB.DE vs. IUS7.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%
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
2.97%1.14%11.74%6.77%-13.16%5.75%-0.01%

Correlation

The correlation between XUEB.DE and IUS7.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.92

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

0.95

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

0.96

The correlation between XUEB.DE and IUS7.DE has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

XUEB.DE vs. IUS7.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

IUS7.DE
IUS7.DE Risk / Return Rank: 5151
Overall Rank
IUS7.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
IUS7.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
IUS7.DE Omega Ratio Rank: 4646
Omega Ratio Rank
IUS7.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
IUS7.DE Martin Ratio Rank: 5454
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. IUS7.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 Emerging Markets Bond UCITS ETF (Dist) (IUS7.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.DEIUS7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

1.33

1.29

+0.04

Calmar ratioReturn relative to maximum drawdown

3.83

3.00

+0.83

Martin ratioReturn relative to average drawdown

10.83

9.17

+1.66

XUEB.DE vs. IUS7.DE - Sharpe Ratio Comparison

The current XUEB.DE Sharpe Ratio is 1.75, which is comparable to the IUS7.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of XUEB.DE and IUS7.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.DEIUS7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.75

1.55

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.33

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.61

-0.36

Drawdowns

XUEB.DE vs. IUS7.DE - Drawdown Comparison

The maximum XUEB.DE drawdown since its inception was -17.41%, smaller than the maximum IUS7.DE drawdown of -27.13%. Use the drawdown chart below to compare losses from any high point for XUEB.DE and IUS7.DE.


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Drawdown Indicators


XUEB.DEIUS7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.41%

-27.13%

+9.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.70%

-3.09%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-13.41%

-12.95%

-0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-17.41%

-15.90%

-1.51%

Max Drawdown (10Y)

Largest decline over 10 years

-27.13%

Current Drawdown

Current decline from peak

-0.40%

0.00%

-0.40%

Average Drawdown

Average peak-to-trough decline

-6.25%

-6.48%

+0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

1.01%

-0.05%

Volatility

XUEB.DE vs. IUS7.DE - Volatility Comparison

Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.DE) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) have volatilities of 1.29% and 1.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUEB.DEIUS7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

1.24%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

3.95%

4.03%

-0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

5.93%

5.97%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.74%

8.56%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.56%

11.02%

-2.46%

XUEB.DE vs. IUS7.DE - Expense Ratio Comparison

XUEB.DE has a 0.25% expense ratio, which is lower than IUS7.DE's 0.45% expense ratio.


Dividends

XUEB.DE vs. IUS7.DE - Dividend Comparison

XUEB.DE has not paid dividends to shareholders, while IUS7.DE's dividend yield for the trailing twelve months is around 5.80%.


PositionTTM20252024202320222021202020192018201720162015
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
5.80%6.10%5.62%5.77%5.63%3.80%4.17%4.72%4.70%5.11%5.29%4.71%
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


With a correlation of 0.92, XUEB.DE and IUS7.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 IUS7.DE.

XUEB.DE tracks JPM EMBI Global Diversified TR USD, while IUS7.DE tracks JP Morgan EMBI Global Core. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XUEB.DE and 0.45% for IUS7.DE.

Portfolio Optimizer

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