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XZEM.DE vs. HSEF.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XZEM.DE vs. HSEF.L - 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 HSBC Emerging Market Sustainable Equity UCITS ETF USD (HSEF.L). The values are adjusted to include any dividend payments, if applicable.

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XZEM.DE vs. HSEF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XZEM.DE
Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C
2.82%16.53%16.91%0.19%-14.31%-4.19%5.30%
HSEF.L
HSBC Emerging Market Sustainable Equity UCITS ETF USD
4.26%14.54%22.67%0.76%-13.08%8.44%11.05%
Different Trading Currencies

XZEM.DE is traded in EUR, while HSEF.L is traded in GBP. To make them comparable, the HSEF.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XZEM.DE achieves a 2.82% return, which is significantly lower than HSEF.L's 4.26% return.


XZEM.DE

1D
2.48%
1M
-4.86%
YTD
2.82%
6M
2.88%
1Y
18.37%
3Y*
10.71%
5Y*
1.05%
10Y*

HSEF.L

1D
2.95%
1M
-3.32%
YTD
4.26%
6M
5.27%
1Y
19.73%
3Y*
13.46%
5Y*
4.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XZEM.DE vs. HSEF.L - Expense Ratio Comparison

XZEM.DE has a 0.25% expense ratio, which is higher than HSEF.L'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%.


Return for Risk

XZEM.DE vs. HSEF.L — 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: 5353
Overall Rank
XZEM.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XZEM.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
XZEM.DE Omega Ratio Rank: 4747
Omega Ratio Rank
XZEM.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
XZEM.DE Martin Ratio Rank: 5454
Martin Ratio Rank

HSEF.L
HSEF.L Risk / Return Rank: 7676
Overall Rank
HSEF.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
HSEF.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
HSEF.L Omega Ratio Rank: 7373
Omega Ratio Rank
HSEF.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
HSEF.L Martin Ratio Rank: 7272
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. HSEF.L - 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 HSBC Emerging Market Sustainable Equity UCITS ETF USD (HSEF.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.


XZEM.DEHSEF.LDifference

Sharpe ratio

Return per unit of total volatility

0.98

1.13

-0.14

Sortino ratio

Return per unit of downside risk

1.41

1.49

-0.08

Omega ratio

Gain probability vs. loss probability

1.19

1.22

-0.03

Calmar ratio

Return relative to maximum drawdown

1.81

2.00

-0.20

Martin ratio

Return relative to average drawdown

5.79

6.47

-0.68

XZEM.DE vs. HSEF.L - Sharpe Ratio Comparison

The current XZEM.DE Sharpe Ratio is 0.98, which is comparable to the HSEF.L Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of XZEM.DE and HSEF.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XZEM.DEHSEF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

1.13

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.31

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.50

-0.28

Correlation

The correlation between XZEM.DE and HSEF.L is 0.88, 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

XZEM.DE vs. HSEF.L - Dividend Comparison

Neither XZEM.DE nor HSEF.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XZEM.DE vs. HSEF.L - Drawdown Comparison

The maximum XZEM.DE drawdown since its inception was -37.16%, which is greater than HSEF.L's maximum drawdown of -22.06%. Use the drawdown chart below to compare losses from any high point for XZEM.DE and HSEF.L.


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Drawdown Indicators


XZEM.DEHSEF.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.16%

-23.33%

-13.83%

Max Drawdown (1Y)

Largest decline over 1 year

-13.91%

-11.51%

-2.40%

Max Drawdown (5Y)

Largest decline over 5 years

-32.73%

-19.36%

-13.37%

Current Drawdown

Current decline from peak

-7.85%

-6.02%

-1.83%

Average Drawdown

Average peak-to-trough decline

-17.04%

-9.54%

-7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.30%

3.02%

+0.28%

Volatility

XZEM.DE vs. HSEF.L - Volatility Comparison

Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) has a higher volatility of 7.09% compared to HSBC Emerging Market Sustainable Equity UCITS ETF USD (HSEF.L) at 5.92%. This indicates that XZEM.DE's price experiences larger fluctuations and is considered to be riskier than HSEF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XZEM.DEHSEF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

5.92%

+1.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

11.83%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

18.65%

17.49%

+1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.31%

16.00%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.71%

16.05%

+4.66%