XUEM.L vs. EMSA.L
Compare and contrast key facts about Xtrackers USD Emerging Markets Bond UCITS ETF 2D (XUEM.L) and iShares J.P. Morgan ESG USD EM Bond UCITS ETF USD (Acc) (EMSA.L).
XUEM.L and EMSA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XUEM.L is a passively managed fund by Xtrackers that tracks the performance of the JPM EMBI Global Diversified TR USD. It was launched on May 9, 2018. EMSA.L is a passively managed fund by iShares that tracks the performance of the JPM EMBI Global Diversified TR USD. It was launched on Sep 24, 2018. Both XUEM.L and EMSA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XUEM.L vs. EMSA.L - Performance Comparison
Loading graphics...
XUEM.L vs. EMSA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XUEM.L Xtrackers USD Emerging Markets Bond UCITS ETF 2D | -0.71% | 13.58% | 6.08% | 10.88% | -19.42% | -2.38% | 3.07% | 15.18% | -0.58% |
EMSA.L iShares J.P. Morgan ESG USD EM Bond UCITS ETF USD (Acc) | -1.21% | 13.11% | 5.32% | 9.71% | -18.78% | -3.11% | 6.03% | 15.79% | -0.63% |
Returns By Period
In the year-to-date period, XUEM.L achieves a -0.71% return, which is significantly higher than EMSA.L's -1.21% return.
XUEM.L
- 1D
- 0.91%
- 1M
- -2.11%
- YTD
- -0.71%
- 6M
- 2.40%
- 1Y
- 10.05%
- 3Y*
- 9.06%
- 5Y*
- 1.91%
- 10Y*
- —
EMSA.L
- 1D
- 1.04%
- 1M
- -2.43%
- YTD
- -1.21%
- 6M
- 1.60%
- 1Y
- 8.83%
- 3Y*
- 8.10%
- 5Y*
- 1.41%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
XUEM.L vs. EMSA.L - Expense Ratio Comparison
XUEM.L has a 0.25% expense ratio, which is lower than EMSA.L's 0.45% expense ratio.
Return for Risk
XUEM.L vs. EMSA.L — Risk / Return Rank
XUEM.L
EMSA.L
XUEM.L vs. EMSA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Emerging Markets Bond UCITS ETF 2D (XUEM.L) and iShares J.P. Morgan ESG USD EM Bond UCITS ETF USD (Acc) (EMSA.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.
| XUEM.L | EMSA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 1.31 | +0.27 |
Sortino ratioReturn per unit of downside risk | 2.28 | 1.91 | +0.37 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.28 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.16 | 1.87 | +0.29 |
Martin ratioReturn relative to average drawdown | 10.34 | 8.46 | +1.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| XUEM.L | EMSA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.31 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.17 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.30 | -0.05 |
Correlation
The correlation between XUEM.L and EMSA.L is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XUEM.L vs. EMSA.L - Dividend Comparison
XUEM.L's dividend yield for the trailing twelve months is around 5.37%, while EMSA.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XUEM.L Xtrackers USD Emerging Markets Bond UCITS ETF 2D | 5.37% | 5.30% | 6.79% | 5.27% | 5.92% | 8.49% | 4.18% | 0.61% |
EMSA.L iShares J.P. Morgan ESG USD EM Bond UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XUEM.L vs. EMSA.L - Drawdown Comparison
The maximum XUEM.L drawdown since its inception was -29.94%, roughly equal to the maximum EMSA.L drawdown of -29.12%. Use the drawdown chart below to compare losses from any high point for XUEM.L and EMSA.L.
Loading graphics...
Drawdown Indicators
| XUEM.L | EMSA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.94% | -29.12% | -0.82% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -4.96% | -0.30% |
Max Drawdown (5Y)Largest decline over 5 years | -29.94% | -28.91% | -1.03% |
Current DrawdownCurrent decline from peak | -2.77% | -2.98% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -8.21% | +0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 1.05% | -0.07% |
Volatility
XUEM.L vs. EMSA.L - Volatility Comparison
The current volatility for Xtrackers USD Emerging Markets Bond UCITS ETF 2D (XUEM.L) is 2.28%, while iShares J.P. Morgan ESG USD EM Bond UCITS ETF USD (Acc) (EMSA.L) has a volatility of 2.58%. This indicates that XUEM.L experiences smaller price fluctuations and is considered to be less risky than EMSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| XUEM.L | EMSA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.28% | 2.58% | -0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 3.32% | 3.59% | -0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.39% | 6.73% | -0.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.86% | 8.39% | +0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.91% | 9.80% | +1.11% |