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XZEM.DE vs. AE5A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XZEM.DE vs. AE5A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) and Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.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, XZEM.DE achieves a 11.70% return, which is significantly lower than AE5A.DE's 27.41% return.


XZEM.DE

1D
-1.27%
1M
1.22%
YTD
11.70%
6M
11.70%
1Y
27.23%
3Y*
14.21%
5Y*
3.14%
10Y*

AE5A.DE

1D
-1.54%
1M
6.05%
YTD
27.41%
6M
29.44%
1Y
49.88%
3Y*
20.90%
5Y*
8.49%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XZEM.DE vs. AE5A.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XZEM.DE
Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C
11.70%16.53%16.91%0.19%-14.31%-4.19%6.11%9.91%
AE5A.DE
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist
27.41%19.26%14.36%5.58%-14.19%4.19%7.49%8.91%

Correlation

The correlation between XZEM.DE and AE5A.DE is 0.93, 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

0.93

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

0.94

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

0.92

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2019

0.93

The correlation between XZEM.DE and AE5A.DE has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

XZEM.DE vs. AE5A.DE — Risk / Return Rank

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

XZEM.DE
XZEM.DE Risk / Return Rank: 4848
Overall Rank
XZEM.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XZEM.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
XZEM.DE Omega Ratio Rank: 4545
Omega Ratio Rank
XZEM.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
XZEM.DE Martin Ratio Rank: 5050
Martin Ratio Rank

AE5A.DE
AE5A.DE Risk / Return Rank: 8585
Overall Rank
AE5A.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
AE5A.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
AE5A.DE Omega Ratio Rank: 8585
Omega Ratio Rank
AE5A.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
AE5A.DE Martin Ratio Rank: 8585
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.

XZEM.DE vs. AE5A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) and Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.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.


XZEM.DEAE5A.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.42

Omega ratioGain probability vs. loss probability

1.28

1.50

-0.22

Calmar ratioReturn relative to maximum drawdown

2.57

4.80

-2.23

Martin ratioReturn relative to average drawdown

8.36

17.35

-9.00

XZEM.DE vs. AE5A.DE - Sharpe Ratio Comparison

The current XZEM.DE Sharpe Ratio is 1.60, which is lower than the AE5A.DE Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of XZEM.DE and AE5A.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


XZEM.DEAE5A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

2.79

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.51

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.42

-0.14

Drawdowns

XZEM.DE vs. AE5A.DE - Drawdown Comparison

The maximum XZEM.DE drawdown since its inception was -37.16%, roughly equal to the maximum AE5A.DE drawdown of -36.16%. Use the drawdown chart below to compare losses from any high point for XZEM.DE and AE5A.DE.


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Drawdown Indicators


XZEM.DEAE5A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.16%

-36.16%

-1.00%

Max Drawdown (1Y)

Largest decline over 1 year

-10.55%

-10.34%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-20.90%

-19.22%

-1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-32.73%

-23.47%

-9.26%

Max Drawdown (10Y)

Largest decline over 10 years

-32.24%

Current Drawdown

Current decline from peak

-3.21%

-2.56%

-0.65%

Average Drawdown

Average peak-to-trough decline

-16.68%

-9.72%

-6.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.87%

+0.38%

Volatility

XZEM.DE vs. AE5A.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) is 5.92%, while Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE) has a volatility of 7.32%. This indicates that XZEM.DE experiences smaller price fluctuations and is considered to be less risky than AE5A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XZEM.DEAE5A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

7.32%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

13.59%

14.97%

-1.38%

Volatility (1Y)

Calculated over the trailing 1-year period

17.03%

17.82%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.53%

17.23%

+1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.72%

19.05%

+1.67%

XZEM.DE vs. AE5A.DE - Expense Ratio Comparison

XZEM.DE has a 0.25% expense ratio, which is higher than AE5A.DE's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XZEM.DE vs. AE5A.DE - Dividend Comparison

XZEM.DE has not paid dividends to shareholders, while AE5A.DE's dividend yield for the trailing twelve months is around 1.69%.


PositionTTM20252024202320222021202020192018
AE5A.DE
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist
1.69%2.15%3.38%3.80%2.44%1.62%1.71%2.01%2.17%
XZEM.DE
Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.93, XZEM.DE and AE5A.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, AE5A.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AE5A.DE is cheaper with a 0.14% expense ratio, compared with 0.25% for XZEM.DE.

XZEM.DE tracks MSCI Emerging Markets Low Carbon SRI Leaders, while AE5A.DE tracks MSCI Emerging Markets Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XZEM.DE and 0.14% for AE5A.DE.

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