PortfoliosLab logoPortfoliosLab logo
XUEB.L vs. EMCA.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUEB.L vs. EMCA.L - 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.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XUEB.L achieves a 2.58% return, which is significantly higher than EMCA.L's 1.55% return.


XUEB.L

1D
0.02%
1M
-0.71%
6M
2.49%
YTD
2.58%
1Y
10.87%
3Y*
9.08%
5Y*
1.75%
10Y*

EMCA.L

1D
-0.09%
1M
-0.38%
6M
1.25%
YTD
1.55%
1Y
5.99%
3Y*
6.97%
5Y*
1.91%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUEB.L vs. EMCA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XUEB.L
Xtrackers II USD Emerging Markets Bond UCITS ETF 2C
2.58%13.61%6.09%11.06%-19.50%-2.36%10.24%
EMCA.L
iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc)
1.55%8.60%6.21%7.96%-12.09%-0.51%8.42%

Correlation

The correlation between XUEB.L and EMCA.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.57

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

0.63

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

0.61

The correlation between XUEB.L and EMCA.L shifts across timeframes, from 0.49 (1 year) to 0.63 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

XUEB.L vs. EMCA.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XUEB.L
XUEB.L Risk / Return Rank: 7777
Overall Rank
XUEB.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
XUEB.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
XUEB.L Omega Ratio Rank: 8282
Omega Ratio Rank
XUEB.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
XUEB.L Martin Ratio Rank: 7575
Martin Ratio Rank

EMCA.L
EMCA.L Risk / Return Rank: 6262
Overall Rank
EMCA.L Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
EMCA.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
EMCA.L Omega Ratio Rank: 5757
Omega Ratio Rank
EMCA.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
EMCA.L Martin Ratio Rank: 7070
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.L vs. EMCA.L - 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.L) and iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.L). 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.LEMCA.LDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.39

1.29

+0.10

Calmar ratioReturn relative to maximum drawdown

2.65

2.63

+0.02

Martin ratioReturn relative to average drawdown

11.04

10.19

+0.85

XUEB.L vs. EMCA.L - Sharpe Ratio Comparison

The current XUEB.L Sharpe Ratio is 1.96, which is comparable to the EMCA.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of XUEB.L and EMCA.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

XUEB.L vs. EMCA.L - Drawdown Comparison

The maximum XUEB.L drawdown since its inception was -29.92%, which is greater than EMCA.L's maximum drawdown of -24.69%. Use the drawdown chart below to compare losses from any high point for XUEB.L and EMCA.L.


Loading charts...

Drawdown Indicators


XUEB.LEMCA.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.92%

-24.69%

-5.23%

Max Drawdown (1Y)

Largest decline over 1 year

-4.09%

-2.21%

-1.88%

Max Drawdown (3Y)

Largest decline over 3 years

-7.88%

-3.58%

-4.30%

Max Drawdown (5Y)

Largest decline over 5 years

-29.92%

-20.14%

-9.78%

Current Drawdown

Current decline from peak

-0.71%

-0.53%

-0.18%

Average Drawdown

Average peak-to-trough decline

-8.78%

-4.05%

-4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

0.57%

+0.41%

Volatility

XUEB.L vs. EMCA.L - Volatility Comparison

The current volatility for Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.L) is 0.86%, while iShares J.P. Morgan $ EM Corp Bond UCITS ETF USD (Acc) (EMCA.L) has a volatility of 1.06%. This indicates that XUEB.L experiences smaller price fluctuations and is considered to be less risky than EMCA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XUEB.LEMCA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

1.06%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

4.66%

3.26%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

5.52%

3.82%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.06%

5.25%

+3.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.75%

8.79%

+0.96%

XUEB.L vs. EMCA.L - Expense Ratio Comparison

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


Dividends

XUEB.L vs. EMCA.L - Dividend Comparison

Neither XUEB.L nor EMCA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XUEB.L and EMCA.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUEB.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUEB.L is cheaper with a 0.25% expense ratio, compared with 0.50% for EMCA.L.

XUEB.L tracks JPM EMBI Global Diversified TR USD, while EMCA.L tracks J.P. Morgan CEMBI Broad Diversified Core Index. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XUEB.L and 0.50% for EMCA.L.

Portfolio Optimizer

Find the right allocation for XUEB.L and EMCA.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer