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AMEM.DE vs. XMME.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMEM.DE vs. XMME.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMEM.DE achieves a 27.34% return, which is significantly lower than XMME.DE's 30.06% return.


AMEM.DE

1D
-1.57%
1M
5.93%
YTD
27.34%
6M
29.35%
1Y
49.79%
3Y*
20.85%
5Y*
8.42%
10Y*
9.86%

XMME.DE

1D
-1.04%
1M
7.79%
YTD
30.06%
6M
31.13%
1Y
51.93%
3Y*
21.36%
5Y*
8.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMEM.DE vs. XMME.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMEM.DE
Amundi MSCI Emerging Markets UCITS ETF EUR
27.34%19.31%13.70%5.24%-13.78%3.95%6.30%21.51%-11.20%7.47%
XMME.DE
Xtrackers MSCI Emerging Markets UCITS ETF 1C
30.06%18.69%13.82%5.89%-15.00%4.75%6.57%21.91%-11.16%7.23%

Correlation

The correlation between AMEM.DE and XMME.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2017

1.00

The correlation between AMEM.DE and XMME.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

AMEM.DE vs. XMME.DE — Risk / Return Rank

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

AMEM.DE
AMEM.DE Risk / Return Rank: 8585
Overall Rank
AMEM.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
AMEM.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
AMEM.DE Omega Ratio Rank: 8484
Omega Ratio Rank
AMEM.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
AMEM.DE Martin Ratio Rank: 8484
Martin Ratio Rank

XMME.DE
XMME.DE Risk / Return Rank: 8888
Overall Rank
XMME.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XMME.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
XMME.DE Omega Ratio Rank: 8888
Omega Ratio Rank
XMME.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
XMME.DE Martin Ratio Rank: 8686
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.

AMEM.DE vs. XMME.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.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.


AMEM.DEXMME.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.23

Omega ratioGain probability vs. loss probability

1.51

1.55

-0.04

Calmar ratioReturn relative to maximum drawdown

4.65

4.98

-0.33

Martin ratioReturn relative to average drawdown

16.89

18.04

-1.15

AMEM.DE vs. XMME.DE - Sharpe Ratio Comparison

The current AMEM.DE Sharpe Ratio is 2.80, which is comparable to the XMME.DE Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of AMEM.DE and XMME.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AMEM.DEXMME.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

3.00

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.51

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.45

-0.11

Drawdowns

AMEM.DE vs. XMME.DE - Drawdown Comparison

The maximum AMEM.DE drawdown since its inception was -35.87%, 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 AMEM.DE and XMME.DE.


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Drawdown Indicators


AMEM.DEXMME.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.87%

-31.96%

-3.91%

Max Drawdown (1Y)

Largest decline over 1 year

-10.65%

-10.67%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-19.22%

-19.16%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-23.53%

-24.38%

+0.85%

Max Drawdown (10Y)

Largest decline over 10 years

-31.93%

Current Drawdown

Current decline from peak

-2.62%

-1.04%

-1.58%

Average Drawdown

Average peak-to-trough decline

-10.29%

-9.53%

-0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.95%

-0.01%

Volatility

AMEM.DE vs. XMME.DE - Volatility Comparison

Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) have volatilities of 7.41% and 7.48%, 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.


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Volatility by Period


AMEM.DEXMME.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

7.48%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

15.02%

14.90%

+0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

17.74%

17.70%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

16.74%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

18.61%

-0.33%

AMEM.DE vs. XMME.DE - Expense Ratio Comparison

AMEM.DE has a 0.20% expense ratio, which is higher than XMME.DE'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%.


Dividends

AMEM.DE vs. XMME.DE - Dividend Comparison

Neither AMEM.DE nor XMME.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, AMEM.DE and XMME.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XMME.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMME.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for AMEM.DE.

Both ETFs track MSCI Emerging Markets. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.20% for AMEM.DE and 0.18% for XMME.DE.

Portfolio Optimizer

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