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XUEB.L vs. IEMB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUEB.L vs. IEMB.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 USD EM Bond UCITS ETF USD (Dist) (IEMB.L). 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.L achieves a 2.70% return, which is significantly higher than IEMB.L's 1.62% return.


XUEB.L

1D
0.35%
1M
1.05%
YTD
2.70%
6M
3.15%
1Y
12.65%
3Y*
10.31%
5Y*
10Y*

IEMB.L

1D
0.41%
1M
1.01%
YTD
1.62%
6M
2.22%
1Y
11.20%
3Y*
9.72%
5Y*
1.91%
10Y*
3.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
XUEB.L
Xtrackers II USD Emerging Markets Bond UCITS ETF 2C
2.70%13.61%6.10%11.06%5.53%
IEMB.L
iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist)
1.62%13.71%5.70%10.54%5.06%

Correlation

The correlation between XUEB.L and IEMB.L is 0.87, 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

0.87

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jul 14, 2022

0.93

The correlation between XUEB.L and IEMB.L has been stable across timeframes, ranging from 0.87 to 0.93 - a consistent structural relationship.

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Return for Risk

XUEB.L vs. IEMB.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: 7272
Overall Rank
XUEB.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
XUEB.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
XUEB.L Omega Ratio Rank: 7676
Omega Ratio Rank
XUEB.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
XUEB.L Martin Ratio Rank: 7070
Martin Ratio Rank

IEMB.L
IEMB.L Risk / Return Rank: 6060
Overall Rank
IEMB.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
IEMB.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
IEMB.L Omega Ratio Rank: 6161
Omega Ratio Rank
IEMB.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
IEMB.L Martin Ratio Rank: 6161
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. IEMB.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 USD EM Bond UCITS ETF USD (Dist) (IEMB.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.


XUEB.LIEMB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.59

Omega ratioGain probability vs. loss probability

1.45

1.37

+0.08

Calmar ratioReturn relative to maximum drawdown

3.08

2.58

+0.50

Martin ratioReturn relative to average drawdown

12.93

10.73

+2.20

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

The current XUEB.L Sharpe Ratio is 2.28, which is comparable to the IEMB.L Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of XUEB.L and IEMB.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.


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Sharpe Ratios by Period


XUEB.LIEMB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.28

1.88

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.51

+0.66

Drawdowns

XUEB.L vs. IEMB.L - Drawdown Comparison

The maximum XUEB.L drawdown since its inception was -14.08%, smaller than the maximum IEMB.L drawdown of -32.08%. Use the drawdown chart below to compare losses from any high point for XUEB.L and IEMB.L.


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Drawdown Indicators


XUEB.LIEMB.LDifference

Max Drawdown

Largest peak-to-trough decline

-14.08%

-32.08%

+18.00%

Max Drawdown (1Y)

Largest decline over 1 year

-4.09%

-4.32%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-7.91%

-7.54%

-0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-28.62%

Max Drawdown (10Y)

Largest decline over 10 years

-28.62%

Current Drawdown

Current decline from peak

-0.01%

-0.11%

+0.10%

Average Drawdown

Average peak-to-trough decline

-2.09%

-5.02%

+2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

1.04%

-0.06%

Volatility

XUEB.L vs. IEMB.L - Volatility Comparison

The current volatility for Xtrackers II USD Emerging Markets Bond UCITS ETF 2C (XUEB.L) is 1.98%, while iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist) (IEMB.L) has a volatility of 2.57%. This indicates that XUEB.L experiences smaller price fluctuations and is considered to be less risky than IEMB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUEB.LIEMB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.98%

2.57%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

4.67%

4.93%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

5.54%

5.95%

-0.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.60%

8.87%

-0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.60%

9.25%

-0.65%

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

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


Dividends

XUEB.L vs. IEMB.L - Dividend Comparison

XUEB.L has not paid dividends to shareholders, while IEMB.L's dividend yield for the trailing twelve months is around 5.83%.


PositionTTM20252024202320222021202020192018201720162015
IEMB.L
iShares J.P. Morgan USD EM Bond UCITS ETF USD (Dist)
5.83%5.85%5.80%5.65%5.55%3.95%3.86%4.73%4.82%4.79%5.57%4.78%
XUEB.L
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.L and IEMB.L have a correlation of 0.87, 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 0.45% for IEMB.L.

They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XUEB.L and 0.45% for IEMB.L.

Portfolio Optimizer

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