PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) Sharpe Ratio: 3.00

ETF · Currency in EUR · Last updated Jun 5, 2026

XMME.DE is a passive ETF by Xtrackers tracking the investment results of the MSCI Emerging Markets. XMME.DE launched on Jun 21, 2017 and has a 0.18% expense ratio.

XMME.DE's Sharpe Ratio of 3.00 indicates that for each unit of volatility, it generates 3.00 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

XMME.DE Sharpe Ratio Rank

XMME.DE Sharpe Ratio Rank: 89.389
Exceptional

XMME.DE ranks above 89.3% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

XMME.DE Sharpe Ratio Market Positioning

The chart shows XMME.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.39
  • Green zone (top 25%): 2.39 or higher
  • Top 1%: 7.65+
  • Median: 1.70 — half of all investments score higher

How it compares to other similar ETFs

The table compares Xtrackers MSCI Emerging Markets UCITS ETF 1C's Sharpe Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how XMME.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
5MVL.DEiShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)4.31
H41E.DEHSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc)3.91
AXQT.DEAXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc3.62
84X0.DEiShares MSCI EM ex-China UCITS ETF USD Acc3.52
EMXC.DELyxor MSCI Emerging Markets Ex China UCITS ETF - Acc3.46
UEF5.DEUBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis3.14
XMME.DEXtrackers MSCI Emerging Markets UCITS ETF 1C3.00
JREM.DEJPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)2.99
H4Z3.DEHSBC MSCI Emerging Markets UCITS ETF USD (Acc)2.85
AEMD.DEAmundi Index MSCI Emerging Markets UCITS ETF DR EUR (D)2.82

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows XMME.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when XMME.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does XMME.DE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio