D5BI.DE vs. XMME.DE
D5BI.DE (Xtrackers MSCI Mexico UCITS ETF (Acc)) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both Emerging Markets Equities funds from Xtrackers - D5BI.DE tracks the MSCI Mexico Index while XMME.DE tracks the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, D5BI.DE returned 13.52%/yr vs 8.17%/yr for XMME.DE. A 0.53 correlation means they provide meaningful diversification when combined. D5BI.DE charges 0.65%/yr vs 0.18%/yr for XMME.DE.
Performance
D5BI.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BI.DE achieves a 11.27% return, which is significantly lower than XMME.DE's 28.32% return.
D5BI.DE
- 1D
- -1.37%
- 1M
- -1.99%
- 6M
- 12.22%
- YTD
- 11.27%
- 1Y
- 32.11%
- 3Y*
- 8.59%
- 5Y*
- 13.52%
- 10Y*
- 6.75%
XMME.DE
- 1D
- 2.30%
- 1M
- -1.33%
- 6M
- 24.68%
- YTD
- 28.32%
- 1Y
- 45.78%
- 3Y*
- 20.47%
- 5Y*
- 8.17%
- 10Y*
- —
D5BI.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BI.DE Xtrackers MSCI Mexico UCITS ETF (Acc) | 11.27% | 38.94% | -22.34% | 33.20% | 6.01% | 26.63% | -10.02% | 16.19% | -10.43% | -13.63% |
XMME.DE Xtrackers MSCI Emerging Markets UCITS ETF 1C | 28.32% | 18.69% | 13.82% | 5.89% | -15.00% | 4.75% | 6.58% | 21.91% | -11.16% | -2.35% |
Correlation
The correlation between D5BI.DE and XMME.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2017 | 0.53 |
The correlation between D5BI.DE and XMME.DE has been stable across timeframes, ranging from 0.48 to 0.53 - a consistent structural relationship.
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Return for Risk
D5BI.DE vs. XMME.DE — Risk / Return Rank
D5BI.DE
XMME.DE
D5BI.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| D5BI.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.42 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | 4.27 | -1.57 |
| Martin ratioReturn relative to average drawdown | 10.42 | 14.15 | -3.73 |
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Drawdowns
D5BI.DE vs. XMME.DE - Drawdown Comparison
The maximum D5BI.DE drawdown since its inception was -55.39%, which is greater than XMME.DE's maximum drawdown of -31.95%. Use the drawdown chart below to compare losses from any high point for D5BI.DE and XMME.DE.
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Drawdown Indicators
| D5BI.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.39% | -31.95% | -23.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -10.68% | -1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -30.89% | -19.16% | -11.73% |
Max Drawdown (5Y)Largest decline over 5 years | -30.89% | -23.46% | -7.43% |
Max Drawdown (10Y)Largest decline over 10 years | -49.58% | — | — |
Current DrawdownCurrent decline from peak | -4.36% | -4.83% | +0.47% |
Average DrawdownAverage peak-to-trough decline | -19.55% | -9.77% | -9.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.07% | 3.23% | -0.16% |
Volatility
D5BI.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) is 6.63%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 9.36%. This indicates that D5BI.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.
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Volatility by Period
| D5BI.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.63% | 9.36% | -2.73% |
Volatility (6M)Calculated over the trailing 6-month period | 16.81% | 17.23% | -0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 19.70% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.87% | 17.22% | +3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.94% | 19.02% | +4.92% |
D5BI.DE vs. XMME.DE - Expense Ratio Comparison
D5BI.DE has a 0.65% expense ratio, which is higher than XMME.DE's 0.18% expense ratio.
Dividends
D5BI.DE vs. XMME.DE - Dividend Comparison
Neither D5BI.DE nor XMME.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BI.DE and XMME.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.65% for D5BI.DE.
D5BI.DE tracks MSCI Mexico Index, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.65% for D5BI.DE and 0.18% for XMME.DE.
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