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XUEE.DE vs. XQUE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUEE.DE vs. XQUE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II USD Emerging Markets Bond UCITS ETF EUR Hedged (XUEE.DE) and Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged (XQUE.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, XUEE.DE achieves a 1.11% return, which is significantly higher than XQUE.DE's -0.31% return.


XUEE.DE

1D
-0.01%
1M
0.45%
YTD
1.11%
6M
1.53%
1Y
8.78%
3Y*
7.16%
5Y*
10Y*

XQUE.DE

1D
0.16%
1M
0.38%
YTD
-0.31%
6M
-0.46%
1Y
4.89%
3Y*
2.56%
5Y*
-2.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUEE.DE vs. XQUE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XUEE.DE
Xtrackers II USD Emerging Markets Bond UCITS ETF EUR Hedged
1.11%10.44%3.34%7.63%-21.79%-0.09%
XQUE.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged
-0.31%8.00%-2.63%4.56%-20.08%0.32%

Correlation

The correlation between XUEE.DE and XQUE.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

0.92

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2021

0.93

The correlation between XUEE.DE and XQUE.DE has been stable across timeframes, ranging from 0.92 to 0.93 - a consistent structural relationship.

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Return for Risk

XUEE.DE vs. XQUE.DE — Risk / Return Rank

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

XUEE.DE
XUEE.DE Risk / Return Rank: 5050
Overall Rank
XUEE.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XUEE.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
XUEE.DE Omega Ratio Rank: 5353
Omega Ratio Rank
XUEE.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
XUEE.DE Martin Ratio Rank: 4949
Martin Ratio Rank

XQUE.DE
XQUE.DE Risk / Return Rank: 2626
Overall Rank
XQUE.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XQUE.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
XQUE.DE Omega Ratio Rank: 2626
Omega Ratio Rank
XQUE.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
XQUE.DE Martin Ratio Rank: 2626
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.

XUEE.DE vs. XQUE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II USD Emerging Markets Bond UCITS ETF EUR Hedged (XUEE.DE) and Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged (XQUE.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.


XUEE.DEXQUE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.75

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.33

1.17

+0.15

Calmar ratioReturn relative to maximum drawdown

2.03

1.10

+0.92

Martin ratioReturn relative to average drawdown

7.91

3.42

+4.49

XUEE.DE vs. XQUE.DE - Sharpe Ratio Comparison

The current XUEE.DE Sharpe Ratio is 1.71, which is higher than the XQUE.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of XUEE.DE and XQUE.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


XUEE.DEXQUE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

0.96

+0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

-0.11

+0.04

Drawdowns

XUEE.DE vs. XQUE.DE - Drawdown Comparison

The maximum XUEE.DE drawdown since its inception was -30.78%, which is greater than XQUE.DE's maximum drawdown of -29.15%. Use the drawdown chart below to compare losses from any high point for XUEE.DE and XQUE.DE.


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Drawdown Indicators


XUEE.DEXQUE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.78%

-29.15%

-1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-4.31%

-4.41%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-8.57%

-8.94%

+0.37%

Max Drawdown (5Y)

Largest decline over 5 years

-28.28%

Current Drawdown

Current decline from peak

-4.52%

-15.48%

+10.96%

Average Drawdown

Average peak-to-trough decline

-15.12%

-11.68%

-3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

1.43%

-0.32%

Volatility

XUEE.DE vs. XQUE.DE - Volatility Comparison

Xtrackers II USD Emerging Markets Bond UCITS ETF EUR Hedged (XUEE.DE) has a higher volatility of 1.82% compared to Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged (XQUE.DE) at 1.67%. This indicates that XUEE.DE's price experiences larger fluctuations and is considered to be riskier than XQUE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUEE.DEXQUE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

1.67%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

4.15%

4.08%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

5.12%

5.07%

+0.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.14%

8.36%

+0.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.14%

9.00%

+0.14%

XUEE.DE vs. XQUE.DE - Expense Ratio Comparison

XUEE.DE has a 0.40% expense ratio, which is lower than XQUE.DE's 0.50% expense ratio.


Dividends

XUEE.DE vs. XQUE.DE - Dividend Comparison

XUEE.DE's dividend yield for the trailing twelve months is around 4.31%, more than XQUE.DE's 3.79% yield.


PositionTTM20252024202320222021202020192018
XQUE.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged
3.79%4.16%4.20%3.82%7.06%3.21%9.32%3.88%1.02%
XUEE.DE
Xtrackers II USD Emerging Markets Bond UCITS ETF EUR Hedged
4.31%4.86%6.00%4.45%4.59%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, XUEE.DE and XQUE.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, XUEE.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUEE.DE is cheaper with a 0.40% expense ratio, compared with 0.50% for XQUE.DE.

XUEE.DE tracks FTSE Emerging Markets USD Government and Government-Related Bond Select (EUR Hedged), while XQUE.DE tracks iBoxx® MSCI ESG USD Emerging Markets Sovereigns Quality Weighted (EUR Hedged). Their fees differ too: 0.40% for XUEE.DE and 0.50% for XQUE.DE.

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