D5BK.DE vs. XMME.DE
D5BK.DE (Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - D5BK.DE is a REIT fund tracking the FTSE EPRA/NAREIT Developed Europe, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, D5BK.DE returned -4.66%/yr vs 8.66%/yr for XMME.DE. At a 0.37 correlation, their price movements are largely independent. D5BK.DE charges 0.33%/yr vs 0.18%/yr for XMME.DE.
Performance
D5BK.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BK.DE achieves a -0.60% return, which is significantly lower than XMME.DE's 30.06% return.
D5BK.DE
- 1D
- 0.72%
- 1M
- -2.59%
- YTD
- -0.60%
- 6M
- 0.51%
- 1Y
- -2.67%
- 3Y*
- 6.51%
- 5Y*
- -4.66%
- 10Y*
- -0.15%
XMME.DE
- 1D
- -1.04%
- 1M
- 5.19%
- YTD
- 30.06%
- 6M
- 29.85%
- 1Y
- 50.91%
- 3Y*
- 21.36%
- 5Y*
- 8.66%
- 10Y*
- —
D5BK.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
D5BK.DE Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C | -0.60% | 5.96% | -4.03% | 15.92% | -36.63% | 17.10% | -10.26% | 29.66% | -8.93% | 4.69% |
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 D5BK.DE and XMME.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.37 |
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Return for Risk
D5BK.DE vs. XMME.DE — Risk / Return Rank
D5BK.DE
XMME.DE
D5BK.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.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.
| D5BK.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.18 | ||
| Sortino ratioReturn per unit of downside risk | -4.09 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.55 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 4.98 | -5.15 |
| Martin ratioReturn relative to average drawdown | -0.45 | 18.04 | -18.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| D5BK.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.17 | 3.00 | -3.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.51 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.01 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.45 | -0.18 |
Drawdowns
D5BK.DE vs. XMME.DE - Drawdown Comparison
The maximum D5BK.DE drawdown since its inception was -46.41%, 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 D5BK.DE and XMME.DE.
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Drawdown Indicators
| D5BK.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.41% | -31.96% | -14.45% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -10.67% | -4.94% |
Max Drawdown (3Y)Largest decline over 3 years | -21.61% | -19.16% | -2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -46.41% | -24.38% | -22.03% |
Max Drawdown (10Y)Largest decline over 10 years | -46.41% | — | — |
Current DrawdownCurrent decline from peak | -28.23% | -1.04% | -27.19% |
Average DrawdownAverage peak-to-trough decline | -13.98% | -9.53% | -4.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.05% | 2.95% | +3.10% |
Volatility
D5BK.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) is 4.80%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that D5BK.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
| D5BK.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 7.48% | -2.68% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 14.90% | -1.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.75% | 17.70% | -1.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 16.74% | +4.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.95% | 18.61% | +1.34% |
D5BK.DE vs. XMME.DE - Expense Ratio Comparison
D5BK.DE has a 0.33% expense ratio, which is higher than XMME.DE's 0.18% expense ratio.
Dividends
D5BK.DE vs. XMME.DE - Dividend Comparison
Neither D5BK.DE nor XMME.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BK.DE and XMME.DE have a correlation of 0.28, 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 0.33% for D5BK.DE.
D5BK.DE is categorized as REIT, while XMME.DE is Emerging Markets Equities. D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.33% for D5BK.DE and 0.18% for XMME.DE.
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