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XZEM.DE vs. EDM2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XZEM.DE vs. EDM2.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 iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.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 14.11% return, which is significantly lower than EDM2.DE's 28.33% return.


XZEM.DE

1D
0.74%
1M
2.54%
YTD
14.11%
6M
15.27%
1Y
27.57%
3Y*
15.53%
5Y*
3.16%
10Y*

EDM2.DE

1D
0.59%
1M
3.04%
YTD
28.33%
6M
30.31%
1Y
46.79%
3Y*
21.35%
5Y*
7.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XZEM.DE vs. EDM2.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
XZEM.DE
Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C
14.11%16.53%16.93%0.18%-14.31%-4.19%6.11%9.83%
EDM2.DE
iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc)
28.33%19.78%13.37%4.74%-16.09%4.73%7.76%7.69%

Correlation

The correlation between XZEM.DE and EDM2.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 (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2019

0.94

The correlation between XZEM.DE and EDM2.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. EDM2.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: 5151
Overall Rank
XZEM.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XZEM.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
XZEM.DE Omega Ratio Rank: 4747
Omega Ratio Rank
XZEM.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
XZEM.DE Martin Ratio Rank: 5353
Martin Ratio Rank

EDM2.DE
EDM2.DE Risk / Return Rank: 8484
Overall Rank
EDM2.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EDM2.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
EDM2.DE Omega Ratio Rank: 8484
Omega Ratio Rank
EDM2.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
EDM2.DE Martin Ratio Rank: 8383
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. EDM2.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 iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XZEM.DEEDM2.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.03

Omega ratioGain probability vs. loss probability

1.27

1.44

-0.17

Calmar ratioReturn relative to maximum drawdown

2.60

4.29

-1.69

Martin ratioReturn relative to average drawdown

8.13

14.78

-6.65

XZEM.DE vs. EDM2.DE - Sharpe Ratio Comparison

The current XZEM.DE Sharpe Ratio is 1.50, which is lower than the EDM2.DE Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of XZEM.DE and EDM2.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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Drawdowns

XZEM.DE vs. EDM2.DE - Drawdown Comparison

The maximum XZEM.DE drawdown since its inception was -37.17%, which is greater than EDM2.DE's maximum drawdown of -32.34%. Use the drawdown chart below to compare losses from any high point for XZEM.DE and EDM2.DE.


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Drawdown Indicators


XZEM.DEEDM2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.17%

-32.34%

-4.83%

Max Drawdown (1Y)

Largest decline over 1 year

-10.55%

-10.86%

+0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-20.90%

-19.46%

-1.44%

Max Drawdown (5Y)

Largest decline over 5 years

-32.74%

-25.47%

-7.27%

Current Drawdown

Current decline from peak

-4.82%

-3.97%

-0.85%

Average Drawdown

Average peak-to-trough decline

-16.69%

-11.03%

-5.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.16%

+0.22%

Volatility

XZEM.DE vs. EDM2.DE - Volatility Comparison

Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) and iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) (EDM2.DE) have volatilities of 9.10% and 8.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XZEM.DEEDM2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.10%

8.97%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

15.52%

16.91%

-1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

18.31%

19.22%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.82%

17.21%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.20%

19.33%

+1.87%

XZEM.DE vs. EDM2.DE - Expense Ratio Comparison

XZEM.DE has a 0.25% expense ratio, which is higher than EDM2.DE's 0.18% 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. EDM2.DE - Dividend Comparison

Neither XZEM.DE nor EDM2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, XZEM.DE and EDM2.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, EDM2.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EDM2.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for XZEM.DE.

XZEM.DE tracks MSCI Emerging Markets Low Carbon SRI Leaders, while EDM2.DE tracks MSCI Emerging Markets ESG Enhanced Focus. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XZEM.DE and 0.18% for EDM2.DE.

Portfolio Optimizer

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