D5BC.DE vs. XMME.DE
D5BC.DE (Xtrackers II Germany Government Bond 1-3 UCITS ETF) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - D5BC.DE is a European Government Bonds fund tracking the iBoxx® EUR Germany 1-3, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, D5BC.DE returned 0.22%/yr vs 8.66%/yr for XMME.DE. At a correlation of -0.03, they often move in opposite directions. D5BC.DE charges 0.15%/yr vs 0.18%/yr for XMME.DE.
Performance
D5BC.DE vs. XMME.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, D5BC.DE achieves a 0.01% return, which is significantly lower than XMME.DE's 30.06% return.
D5BC.DE
- 1D
- 0.03%
- 1M
- 0.22%
- YTD
- 0.01%
- 6M
- 0.06%
- 1Y
- 0.50%
- 3Y*
- 2.03%
- 5Y*
- 0.22%
- 10Y*
- -0.22%
XMME.DE
- 1D
- -1.04%
- 1M
- 5.19%
- YTD
- 30.06%
- 6M
- 29.85%
- 1Y
- 50.91%
- 3Y*
- 21.36%
- 5Y*
- 8.66%
- 10Y*
- —
D5BC.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BC.DE Xtrackers II Germany Government Bond 1-3 UCITS ETF | 0.01% | 1.69% | 2.24% | 2.60% | -4.78% | -0.95% | -0.76% | -0.89% | -0.01% | -0.41% |
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 D5BC.DE and XMME.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | -0.03 |
The correlation between D5BC.DE and XMME.DE shifts across timeframes, from -0.03 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
D5BC.DE vs. XMME.DE — Risk / Return Rank
D5BC.DE
XMME.DE
D5BC.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.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.
| D5BC.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -3.30 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.55 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | 4.98 | -4.52 |
| Martin ratioReturn relative to average drawdown | 1.39 | 18.04 | -16.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| D5BC.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.45 | 3.00 | -2.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.51 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.18 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.45 | -0.31 |
Drawdowns
D5BC.DE vs. XMME.DE - Drawdown Comparison
The maximum D5BC.DE drawdown since its inception was -9.22%, smaller than the maximum XMME.DE drawdown of -31.96%. Use the drawdown chart below to compare losses from any high point for D5BC.DE and XMME.DE.
Loading charts...
Drawdown Indicators
| D5BC.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.22% | -31.96% | +22.74% |
Max Drawdown (1Y)Largest decline over 1 year | -1.08% | -10.67% | +9.59% |
Max Drawdown (3Y)Largest decline over 3 years | -1.08% | -19.16% | +18.08% |
Max Drawdown (5Y)Largest decline over 5 years | -6.12% | -24.38% | +18.26% |
Max Drawdown (10Y)Largest decline over 10 years | -9.22% | — | — |
Current DrawdownCurrent decline from peak | -2.33% | -1.04% | -1.29% |
Average DrawdownAverage peak-to-trough decline | -2.32% | -9.53% | +7.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.36% | 2.95% | -2.59% |
Volatility
D5BC.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.DE) is 0.42%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that D5BC.DE experiences smaller price fluctuations and is considered to be less risky than XMME.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| D5BC.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.42% | 7.48% | -7.06% |
Volatility (6M)Calculated over the trailing 6-month period | 1.01% | 14.90% | -13.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.11% | 17.70% | -16.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.57% | 16.74% | -15.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.21% | 18.61% | -17.40% |
D5BC.DE vs. XMME.DE - Expense Ratio Comparison
D5BC.DE has a 0.15% expense ratio, which is lower than XMME.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
D5BC.DE vs. XMME.DE - Dividend Comparison
D5BC.DE's dividend yield for the trailing twelve months is around 1.26%, while XMME.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BC.DE Xtrackers II Germany Government Bond 1-3 UCITS ETF | 1.26% | 1.05% | 0.35% | 0.62% | 1.27% | 0.76% | 0.00% | 0.00% | 0.47% | 0.00% | 0.46% | 0.54% |
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% |
Frequently Asked Questions
D5BC.DE and XMME.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BC.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BC.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for XMME.DE.
D5BC.DE is categorized as European Government Bonds, while XMME.DE is Emerging Markets Equities. D5BC.DE tracks iBoxx® EUR Germany 1-3, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.15% for D5BC.DE and 0.18% for XMME.DE.
Find the right allocation for D5BC.DE and XMME.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer