DBEM vs. FEMKX
Compare and contrast key facts about Xtrackers MSCI Emerging Markets Hedged Equity ETF (DBEM) and Fidelity Emerging Markets (FEMKX).
DBEM is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI EM US Dollar Hedged Index. It was launched on Jun 9, 2011. FEMKX is managed by Fidelity. It was launched on Nov 1, 1990.
Performance
DBEM vs. FEMKX - Performance Comparison
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DBEM vs. FEMKX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBEM Xtrackers MSCI Emerging Markets Hedged Equity ETF | 7.18% | 30.42% | 10.61% | 10.53% | -17.00% | -2.26% | 18.12% | 16.77% | -10.81% | 27.10% |
FEMKX Fidelity Emerging Markets | -2.45% | 31.02% | 7.12% | 15.16% | -27.48% | 1.25% | 32.56% | 33.67% | -18.03% | 46.92% |
Returns By Period
In the year-to-date period, DBEM achieves a 7.18% return, which is significantly higher than FEMKX's -2.45% return. Over the past 10 years, DBEM has underperformed FEMKX with an annualized return of 8.47%, while FEMKX has yielded a comparatively higher 9.57% annualized return.
DBEM
- 1D
- 3.43%
- 1M
- -6.17%
- YTD
- 7.18%
- 6M
- 12.09%
- 1Y
- 36.13%
- 3Y*
- 17.96%
- 5Y*
- 5.65%
- 10Y*
- 8.47%
FEMKX
- 1D
- -0.90%
- 1M
- -11.42%
- YTD
- -2.45%
- 6M
- 1.51%
- 1Y
- 29.35%
- 3Y*
- 13.32%
- 5Y*
- 2.59%
- 10Y*
- 9.57%
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DBEM vs. FEMKX - Expense Ratio Comparison
DBEM has a 0.66% expense ratio, which is lower than FEMKX's 0.88% expense ratio.
Return for Risk
DBEM vs. FEMKX — Risk / Return Rank
DBEM
FEMKX
DBEM vs. FEMKX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets Hedged Equity ETF (DBEM) and Fidelity Emerging Markets (FEMKX). 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.
| DBEM | FEMKX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 1.48 | +0.45 |
Sortino ratioReturn per unit of downside risk | 2.61 | 2.03 | +0.58 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.29 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 3.11 | 2.01 | +1.10 |
Martin ratioReturn relative to average drawdown | 12.45 | 7.64 | +4.81 |
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
| DBEM | FEMKX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.48 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.14 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.52 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.29 | -0.03 |
Correlation
The correlation between DBEM and FEMKX is 0.83, 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.
Dividends
DBEM vs. FEMKX - Dividend Comparison
DBEM's dividend yield for the trailing twelve months is around 1.72%, more than FEMKX's 0.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBEM Xtrackers MSCI Emerging Markets Hedged Equity ETF | 1.72% | 1.84% | 2.48% | 2.55% | 2.65% | 1.77% | 1.74% | 2.59% | 2.85% | 1.51% | 1.59% | 3.49% |
FEMKX Fidelity Emerging Markets | 0.05% | 0.05% | 0.65% | 1.11% | 0.77% | 6.00% | 1.39% | 1.71% | 0.83% | 0.08% | 0.67% | 0.51% |
Drawdowns
DBEM vs. FEMKX - Drawdown Comparison
The maximum DBEM drawdown since its inception was -33.51%, smaller than the maximum FEMKX drawdown of -71.14%. Use the drawdown chart below to compare losses from any high point for DBEM and FEMKX.
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Drawdown Indicators
| DBEM | FEMKX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.51% | -71.14% | +37.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -13.00% | +1.62% |
Max Drawdown (5Y)Largest decline over 5 years | -30.58% | -40.88% | +10.30% |
Max Drawdown (10Y)Largest decline over 10 years | -33.51% | -43.24% | +9.73% |
Current DrawdownCurrent decline from peak | -7.44% | -13.00% | +5.56% |
Average DrawdownAverage peak-to-trough decline | -11.81% | -26.06% | +14.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 3.42% | -0.58% |
Volatility
DBEM vs. FEMKX - Volatility Comparison
Xtrackers MSCI Emerging Markets Hedged Equity ETF (DBEM) and Fidelity Emerging Markets (FEMKX) have volatilities of 9.13% and 9.18%, 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
| DBEM | FEMKX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.13% | 9.18% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.56% | 14.16% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.81% | 19.32% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.66% | 18.46% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.91% | 18.41% | -1.50% |