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XUEM.DE vs. SEAB.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XUEM.DE vs. SEAB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers USD Emerging Markets Bond UCITS ETF 2D (XUEM.DE) and UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc (SEAB.DE). The values are adjusted to include any dividend payments, if applicable.

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XUEM.DE vs. SEAB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
XUEM.DE
Xtrackers USD Emerging Markets Bond UCITS ETF 2D
0.80%0.43%11.58%6.72%-14.47%4.14%-6.64%17.85%4.17%
SEAB.DE
UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc
-0.19%7.70%5.52%5.69%-12.28%-0.75%1.22%4.80%-1.74%

Returns By Period

In the year-to-date period, XUEM.DE achieves a 0.80% return, which is significantly higher than SEAB.DE's -0.19% return.


XUEM.DE

1D
0.42%
1M
-1.32%
YTD
0.80%
6M
3.08%
1Y
2.69%
3Y*
6.16%
5Y*
1.59%
10Y*

SEAB.DE

1D
-0.05%
1M
-0.97%
YTD
-0.19%
6M
1.52%
1Y
5.21%
3Y*
5.84%
5Y*
0.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XUEM.DE vs. SEAB.DE - Expense Ratio Comparison

XUEM.DE has a 0.25% expense ratio, which is lower than SEAB.DE's 0.38% expense ratio.


Return for Risk

XUEM.DE vs. SEAB.DE — Risk / Return Rank

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

XUEM.DE
XUEM.DE Risk / Return Rank: 2121
Overall Rank
XUEM.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XUEM.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
XUEM.DE Omega Ratio Rank: 1717
Omega Ratio Rank
XUEM.DE Calmar Ratio Rank: 2525
Calmar Ratio Rank
XUEM.DE Martin Ratio Rank: 2929
Martin Ratio Rank

SEAB.DE
SEAB.DE Risk / Return Rank: 8585
Overall Rank
SEAB.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SEAB.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
SEAB.DE Omega Ratio Rank: 8686
Omega Ratio Rank
SEAB.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
SEAB.DE Martin Ratio Rank: 8787
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.

XUEM.DE vs. SEAB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Emerging Markets Bond UCITS ETF 2D (XUEM.DE) and UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc (SEAB.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.


XUEM.DESEAB.DEDifference

Sharpe ratio

Return per unit of total volatility

0.30

1.82

-1.51

Sortino ratio

Return per unit of downside risk

0.45

2.71

-2.26

Omega ratio

Gain probability vs. loss probability

1.07

1.36

-0.29

Calmar ratio

Return relative to maximum drawdown

0.81

2.70

-1.88

Martin ratio

Return relative to average drawdown

3.23

12.53

-9.30

XUEM.DE vs. SEAB.DE - Sharpe Ratio Comparison

The current XUEM.DE Sharpe Ratio is 0.30, which is lower than the SEAB.DE Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of XUEM.DE and SEAB.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XUEM.DESEAB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

1.82

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.20

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.18

+0.07

Correlation

The correlation between XUEM.DE and SEAB.DE is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XUEM.DE vs. SEAB.DE - Dividend Comparison

XUEM.DE's dividend yield for the trailing twelve months is around 4.63%, while SEAB.DE has not paid dividends to shareholders.


TTM2025202420232022202120202019
XUEM.DE
Xtrackers USD Emerging Markets Bond UCITS ETF 2D
4.63%4.97%6.06%5.00%5.62%6.82%4.07%0.54%
SEAB.DE
UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

XUEM.DE vs. SEAB.DE - Drawdown Comparison

The maximum XUEM.DE drawdown since its inception was -26.83%, which is greater than SEAB.DE's maximum drawdown of -18.05%. Use the drawdown chart below to compare losses from any high point for XUEM.DE and SEAB.DE.


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Drawdown Indicators


XUEM.DESEAB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.83%

-18.05%

-8.78%

Max Drawdown (1Y)

Largest decline over 1 year

-6.75%

-2.09%

-4.66%

Max Drawdown (5Y)

Largest decline over 5 years

-17.85%

-18.05%

+0.20%

Current Drawdown

Current decline from peak

-5.16%

-1.65%

-3.51%

Average Drawdown

Average peak-to-trough decline

-10.48%

-4.92%

-5.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.64%

0.45%

+1.19%

Volatility

XUEM.DE vs. SEAB.DE - Volatility Comparison

Xtrackers USD Emerging Markets Bond UCITS ETF 2D (XUEM.DE) has a higher volatility of 2.13% compared to UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc (SEAB.DE) at 1.33%. This indicates that XUEM.DE's price experiences larger fluctuations and is considered to be riskier than SEAB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUEM.DESEAB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

1.33%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

4.22%

1.88%

+2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

8.89%

2.86%

+6.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.78%

4.44%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.54%

5.16%

+5.38%