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

Performance

XUEM.DE vs. XQUE.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 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, XUEM.DE achieves a 3.29% return, which is significantly higher than XQUE.DE's -0.31% return.


XUEM.DE

1D
-0.07%
1M
1.53%
YTD
3.29%
6M
3.01%
1Y
9.59%
3Y*
6.62%
5Y*
2.28%
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)

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


2026 (YTD)20252024202320222021202020192018
XUEM.DE
Xtrackers USD Emerging Markets Bond UCITS ETF 2D
3.29%0.43%11.58%6.72%-14.47%4.14%-6.64%17.85%4.17%
XQUE.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged
-0.31%8.00%-2.63%4.56%-20.08%-3.52%3.67%11.11%-0.14%

Correlation

The correlation between XUEM.DE and XQUE.DE is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.49

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

0.55

Correlation (All Time)
Calculated using the full available price history since May 17, 2018

0.56

Over the past year, the correlation between XUEM.DE and XQUE.DE has dropped to 0.31 - well below their long-term average of 0.56, suggesting their price drivers have been diverging.

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Return for Risk

XUEM.DE vs. XQUE.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: 5656
Overall Rank
XUEM.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XUEM.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
XUEM.DE Omega Ratio Rank: 4949
Omega Ratio Rank
XUEM.DE Calmar Ratio Rank: 7171
Calmar Ratio Rank
XUEM.DE Martin Ratio Rank: 5858
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.

XUEM.DE vs. XQUE.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 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.


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

+0.68

Sortino ratioReturn per unit of downside risk

+0.94

Omega ratioGain probability vs. loss probability

1.31

1.17

+0.13

Calmar ratioReturn relative to maximum drawdown

3.52

1.10

+2.41

Martin ratioReturn relative to average drawdown

10.09

3.42

+6.68

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

The current XUEM.DE Sharpe Ratio is 1.64, which is higher than the XQUE.DE Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of XUEM.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


XUEM.DEXQUE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

0.96

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

-0.31

+0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

-0.11

+0.39

Drawdowns

XUEM.DE vs. XQUE.DE - Drawdown Comparison

The maximum XUEM.DE drawdown since its inception was -26.83%, smaller than the maximum XQUE.DE drawdown of -29.15%. Use the drawdown chart below to compare losses from any high point for XUEM.DE and XQUE.DE.


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Drawdown Indicators


XUEM.DEXQUE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.83%

-29.15%

+2.32%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-4.41%

+1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-13.45%

-8.94%

-4.51%

Max Drawdown (5Y)

Largest decline over 5 years

-17.85%

-28.28%

+10.43%

Current Drawdown

Current decline from peak

-2.82%

-15.48%

+12.66%

Average Drawdown

Average peak-to-trough decline

-10.35%

-11.68%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

1.43%

-0.48%

Volatility

XUEM.DE vs. XQUE.DE - Volatility Comparison

The current volatility for Xtrackers USD Emerging Markets Bond UCITS ETF 2D (XUEM.DE) is 1.06%, while Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF EUR Hedged (XQUE.DE) has a volatility of 1.67%. This indicates that XUEM.DE experiences smaller price fluctuations and is considered to be less risky 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


XUEM.DEXQUE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

1.67%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

3.83%

4.08%

-0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

5.81%

5.07%

+0.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.74%

8.36%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.44%

9.00%

+1.44%

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

XUEM.DE has a 0.25% expense ratio, which is lower than XQUE.DE's 0.50% expense ratio.


Dividends

XUEM.DE vs. XQUE.DE - Dividend Comparison

XUEM.DE's dividend yield for the trailing twelve months is around 4.46%, 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%
XUEM.DE
Xtrackers USD Emerging Markets Bond UCITS ETF 2D
4.46%4.97%6.06%5.00%5.62%6.82%4.07%0.54%0.00%

Frequently Asked Questions


XUEM.DE and XQUE.DE have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

XUEM.DE is cheaper with a 0.25% expense ratio, compared with 0.50% for XQUE.DE.

XUEM.DE tracks JPM EMBI Global Diversified TR USD, while XQUE.DE tracks iBoxx® MSCI ESG USD Emerging Markets Sovereigns Quality Weighted (EUR Hedged). Their fees differ too: 0.25% for XUEM.DE and 0.50% for XQUE.DE.

Portfolio Optimizer

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