XZEM.DE vs. HSEF.L
Compare and contrast key facts about Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) and HSBC Emerging Market Sustainable Equity UCITS ETF USD (HSEF.L).
XZEM.DE and HSEF.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XZEM.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Emerging Markets Low Carbon SRI Leaders. It was launched on Oct 15, 2019. HSEF.L is a passively managed fund by HSBC that tracks the performance of the MSCI EM NR USD. It was launched on Aug 27, 2020. Both XZEM.DE and HSEF.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
XZEM.DE vs. HSEF.L - Performance Comparison
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XZEM.DE vs. HSEF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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*
- —
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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
XZEM.DE
HSEF.L
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.DE | HSEF.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 1.13 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.49 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.22 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.81 | 2.00 | -0.20 |
Martin ratioReturn relative to average drawdown | 5.79 | 6.47 | -0.68 |
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 | HSEF.L | Difference | |
|---|---|---|---|
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.
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.DE | HSEF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.85% | -6.02% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -17.04% | -9.54% | -7.50% |
Ulcer IndexDepth 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.DE | HSEF.L | Difference | |
|---|---|---|---|
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% |