XZEM.DE vs. FVEM.DE
XZEM.DE (Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C) and FVEM.DE (Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation) are both Emerging Markets Equities funds - XZEM.DE tracks the MSCI Emerging Markets Low Carbon SRI Leaders while FVEM.DE tracks the MSCI Emerging Markets Climate Paris Aligned. Both are passively managed. Over the past 3 years, XZEM.DE returned 14.21%/yr vs 18.13%/yr for FVEM.DE. Their correlation of 0.90 suggests significant overlap in exposure. XZEM.DE charges 0.25%/yr vs 0.18%/yr for FVEM.DE.
Performance
XZEM.DE vs. FVEM.DE - Performance Comparison
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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 FVEM.DE's 25.43% 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*
- —
FVEM.DE
- 1D
- -1.33%
- 1M
- 4.58%
- YTD
- 25.43%
- 6M
- 27.21%
- 1Y
- 47.18%
- 3Y*
- 18.13%
- 5Y*
- —
- 10Y*
- —
XZEM.DE vs. FVEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XZEM.DE Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C | 11.70% | 16.53% | 16.91% | -0.53% |
FVEM.DE Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation | 25.43% | 17.23% | 13.32% | 0.60% |
Correlation
The correlation between XZEM.DE and FVEM.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 2023 | 0.90 |
The correlation between XZEM.DE and FVEM.DE has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.
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Return for Risk
XZEM.DE vs. FVEM.DE — Risk / Return Rank
XZEM.DE
FVEM.DE
XZEM.DE vs. FVEM.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 Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.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.DE | FVEM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.47 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.57 | 4.42 | -1.85 |
| Martin ratioReturn relative to average drawdown | 8.36 | 16.79 | -8.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XZEM.DE | FVEM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 2.66 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 1.08 | -0.79 |
Drawdowns
XZEM.DE vs. FVEM.DE - Drawdown Comparison
The maximum XZEM.DE drawdown since its inception was -37.16%, which is greater than FVEM.DE's maximum drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for XZEM.DE and FVEM.DE.
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Drawdown Indicators
| XZEM.DE | FVEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.16% | -18.76% | -18.40% |
Max Drawdown (1Y)Largest decline over 1 year | -10.55% | -10.62% | +0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -20.90% | -18.76% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -32.73% | — | — |
Current DrawdownCurrent decline from peak | -3.21% | -2.08% | -1.13% |
Average DrawdownAverage peak-to-trough decline | -16.68% | -3.46% | -13.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.80% | +0.45% |
Volatility
XZEM.DE vs. FVEM.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) is 5.92%, while Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) has a volatility of 7.26%. This indicates that XZEM.DE experiences smaller price fluctuations and is considered to be less risky than FVEM.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.DE | FVEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.92% | 7.26% | -1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 13.59% | 14.82% | -1.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.03% | 17.67% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.53% | 16.04% | +2.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.72% | 16.04% | +4.68% |
XZEM.DE vs. FVEM.DE - Expense Ratio Comparison
XZEM.DE has a 0.25% expense ratio, which is higher than FVEM.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. FVEM.DE - Dividend Comparison
Neither XZEM.DE nor FVEM.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEM.DE and FVEM.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FVEM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FVEM.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 FVEM.DE tracks MSCI Emerging Markets Climate Paris Aligned. They also come from different issuers: Xtrackers and Franklin Templeton. Their fees differ too: 0.25% for XZEM.DE and 0.18% for FVEM.DE.
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