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

Performance

XUEB.DE vs. SNAZ.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 $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.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 5.71% return, which is significantly higher than SNAZ.DE's 0.98% return.


XUEB.DE

1D
0.00%
1M
1.87%
6M
5.81%
YTD
5.71%
1Y
13.58%
3Y*
7.83%
5Y*
2.62%
10Y*

SNAZ.DE

1D
0.39%
1M
0.39%
6M
0.98%
YTD
0.98%
1Y
4.05%
3Y*
5.08%
5Y*
-0.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
XUEB.DE
Xtrackers II USD Emerging Markets Bond UCITS ETF 2C
5.71%1.23%11.99%7.34%-14.37%5.65%-10.39%
SNAZ.DE
iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc)
0.98%6.26%4.36%5.28%-14.17%-1.55%5.95%

Correlation

The correlation between XUEB.DE and SNAZ.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.37

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

0.39

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2020

0.37

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Return for Risk

XUEB.DE vs. SNAZ.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: 3131
Overall Rank
XUEB.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XUEB.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
XUEB.DE Omega Ratio Rank: 7373
Omega Ratio Rank
XUEB.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
XUEB.DE Martin Ratio Rank: 1616
Martin Ratio Rank

SNAZ.DE
SNAZ.DE Risk / Return Rank: 3939
Overall Rank
SNAZ.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SNAZ.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
SNAZ.DE Omega Ratio Rank: 4343
Omega Ratio Rank
SNAZ.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
SNAZ.DE Martin Ratio Rank: 3838
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. SNAZ.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 $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.57

Sortino ratioReturn per unit of downside risk

-0.74

Omega ratioGain probability vs. loss probability

1.35

1.24

+0.11

Calmar ratioReturn relative to maximum drawdown

0.95

1.39

-0.44

Martin ratioReturn relative to average drawdown

1.37

5.14

-3.77

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

The current XUEB.DE Sharpe Ratio is 0.63, which is lower than the SNAZ.DE Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of XUEB.DE and SNAZ.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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Drawdowns

XUEB.DE vs. SNAZ.DE - Drawdown Comparison

The maximum XUEB.DE drawdown since its inception was -21.07%, roughly equal to the maximum SNAZ.DE drawdown of -21.88%. Use the drawdown chart below to compare losses from any high point for XUEB.DE and SNAZ.DE.


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Drawdown Indicators


XUEB.DESNAZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.07%

-21.88%

+0.81%

Max Drawdown (1Y)

Largest decline over 1 year

-14.33%

-2.91%

-11.42%

Max Drawdown (3Y)

Largest decline over 3 years

-14.33%

-3.82%

-10.51%

Max Drawdown (5Y)

Largest decline over 5 years

-17.41%

-21.88%

+4.47%

Current Drawdown

Current decline from peak

-8.37%

-1.34%

-7.03%

Average Drawdown

Average peak-to-trough decline

-11.22%

-7.64%

-3.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.92%

0.79%

+9.13%

Volatility

XUEB.DE vs. SNAZ.DE - Volatility Comparison

Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.DE) has a higher volatility of 1.44% compared to iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.DE) at 0.91%. This indicates that XUEB.DE's price experiences larger fluctuations and is considered to be riskier than SNAZ.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.DESNAZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.44%

0.91%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

4.05%

2.72%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

21.62%

3.36%

+18.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.71%

5.06%

+7.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.83%

7.65%

+5.18%

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

XUEB.DE has a 0.25% expense ratio, which is lower than SNAZ.DE's 0.53% expense ratio.


Dividends

XUEB.DE vs. SNAZ.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XUEB.DE and SNAZ.DE have a correlation of 0.30, 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 0.53% for SNAZ.DE.

XUEB.DE tracks JPM EMBI Global Diversified TR USD, while SNAZ.DE tracks J.P. Morgan CEMBI Broad Diversified Core Index (EUR Hedged). They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XUEB.DE and 0.53% for SNAZ.DE.

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