PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
6PSK.DE vs. XMME.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 6PSK.DE and XMME.DE is 0.92, 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.


-0.50.00.51.00.9

Performance

6PSK.DE vs. XMME.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
11.70%
6.64%
6PSK.DE
XMME.DE

Key characteristics

Sharpe Ratio

6PSK.DE:

1.33

XMME.DE:

1.19

Sortino Ratio

6PSK.DE:

1.96

XMME.DE:

1.71

Omega Ratio

6PSK.DE:

1.24

XMME.DE:

1.22

Calmar Ratio

6PSK.DE:

2.18

XMME.DE:

0.95

Martin Ratio

6PSK.DE:

5.64

XMME.DE:

5.14

Ulcer Index

6PSK.DE:

3.73%

XMME.DE:

3.23%

Daily Std Dev

6PSK.DE:

15.97%

XMME.DE:

14.05%

Max Drawdown

6PSK.DE:

-42.46%

XMME.DE:

-31.96%

Current Drawdown

6PSK.DE:

-1.55%

XMME.DE:

-3.02%

Returns By Period

The year-to-date returns for both stocks are quite close, with 6PSK.DE having a 3.73% return and XMME.DE slightly lower at 3.68%.


6PSK.DE

YTD

3.73%

1M

2.78%

6M

19.15%

1Y

24.15%

5Y*

6.03%

10Y*

6.14%

XMME.DE

YTD

3.68%

1M

2.12%

6M

13.75%

1Y

19.38%

5Y*

3.46%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


6PSK.DE vs. XMME.DE - Expense Ratio Comparison

6PSK.DE has a 0.49% expense ratio, which is higher than XMME.DE's 0.18% expense ratio.


6PSK.DE
Invesco FTSE RAFI Emerging Markets UCITS ETF
Expense ratio chart for 6PSK.DE: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for XMME.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

6PSK.DE vs. XMME.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

6PSK.DE
The Risk-Adjusted Performance Rank of 6PSK.DE is 5858
Overall Rank
The Sharpe Ratio Rank of 6PSK.DE is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of 6PSK.DE is 5858
Sortino Ratio Rank
The Omega Ratio Rank of 6PSK.DE is 5656
Omega Ratio Rank
The Calmar Ratio Rank of 6PSK.DE is 6868
Calmar Ratio Rank
The Martin Ratio Rank of 6PSK.DE is 5353
Martin Ratio Rank

XMME.DE
The Risk-Adjusted Performance Rank of XMME.DE is 5050
Overall Rank
The Sharpe Ratio Rank of XMME.DE is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of XMME.DE is 5151
Sortino Ratio Rank
The Omega Ratio Rank of XMME.DE is 5353
Omega Ratio Rank
The Calmar Ratio Rank of XMME.DE is 4242
Calmar Ratio Rank
The Martin Ratio Rank of XMME.DE is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

6PSK.DE vs. XMME.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.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.


Sharpe ratio
The chart of Sharpe ratio for 6PSK.DE, currently valued at 0.90, compared to the broader market0.002.004.000.900.73
The chart of Sortino ratio for 6PSK.DE, currently valued at 1.38, compared to the broader market0.005.0010.001.381.12
The chart of Omega ratio for 6PSK.DE, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.14
The chart of Calmar ratio for 6PSK.DE, currently valued at 1.18, compared to the broader market0.005.0010.0015.0020.001.180.41
The chart of Martin ratio for 6PSK.DE, currently valued at 2.84, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.842.27
6PSK.DE
XMME.DE

The current 6PSK.DE Sharpe Ratio is 1.33, which is comparable to the XMME.DE Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of 6PSK.DE and XMME.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.90
0.73
6PSK.DE
XMME.DE

Dividends

6PSK.DE vs. XMME.DE - Dividend Comparison

6PSK.DE's dividend yield for the trailing twelve months is around 3.29%, while XMME.DE has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
6PSK.DE
Invesco FTSE RAFI Emerging Markets UCITS ETF
3.29%3.41%4.28%5.89%3.33%2.70%2.64%2.97%2.46%1.89%3.16%2.90%
XMME.DE
Xtrackers MSCI Emerging Markets UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

6PSK.DE vs. XMME.DE - Drawdown Comparison

The maximum 6PSK.DE drawdown since its inception was -42.46%, which is greater than XMME.DE's maximum drawdown of -31.96%. Use the drawdown chart below to compare losses from any high point for 6PSK.DE and XMME.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-8.08%
-18.04%
6PSK.DE
XMME.DE

Volatility

6PSK.DE vs. XMME.DE - Volatility Comparison

Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) have volatilities of 4.32% and 4.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
4.32%
4.32%
6PSK.DE
XMME.DE
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab