XZEM.DE vs. XZEU.DE
Compare and contrast key facts about Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) and Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE).
XZEM.DE and XZEU.DE 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. XZEU.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe NR EUR. It was launched on Jun 27, 2018. Both XZEM.DE and XZEU.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XZEM.DE or XZEU.DE.
Key characteristics
| XZEM.DE | XZEU.DE | |
|---|---|---|
| YTD Return | 16.27% | 11.68% |
| 1Y Return | 16.94% | 18.66% |
| 3Y Return (Ann) | -2.81% | 4.29% |
| 5Y Return (Ann) | 1.59% | 7.91% |
| Sharpe Ratio | 1.17 | 1.67 |
| Sortino Ratio | 1.72 | 2.33 |
| Omega Ratio | 1.21 | 1.30 |
| Calmar Ratio | 0.52 | 2.70 |
| Martin Ratio | 6.44 | 10.95 |
| Ulcer Index | 2.68% | 1.61% |
| Daily Std Dev | 15.00% | 10.59% |
| Max Drawdown | -37.16% | -33.18% |
| Current Drawdown | -18.68% | -4.43% |
Correlation
The correlation between XZEM.DE and XZEU.DE is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XZEM.DE vs. XZEU.DE - Performance Comparison
In the year-to-date period, XZEM.DE achieves a 16.27% return, which is significantly higher than XZEU.DE's 11.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XZEM.DE vs. XZEU.DE - Expense Ratio Comparison
XZEM.DE has a 0.25% expense ratio, which is higher than XZEU.DE's 0.20% 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%.
Risk-Adjusted Performance
XZEM.DE vs. XZEU.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) and Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.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.
Dividends
XZEM.DE vs. XZEU.DE - Dividend Comparison
Neither XZEM.DE nor XZEU.DE has paid dividends to shareholders.
Drawdowns
XZEM.DE vs. XZEU.DE - Drawdown Comparison
The maximum XZEM.DE drawdown since its inception was -37.16%, which is greater than XZEU.DE's maximum drawdown of -33.18%. Use the drawdown chart below to compare losses from any high point for XZEM.DE and XZEU.DE. For additional features, visit the drawdowns tool.
Volatility
XZEM.DE vs. XZEU.DE - Volatility Comparison
Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) has a higher volatility of 5.24% compared to Xtrackers MSCI Europe ESG UCITS ETF 1C (XZEU.DE) at 4.42%. This indicates that XZEM.DE's price experiences larger fluctuations and is considered to be riskier than XZEU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.