DBPE.DE vs. XMME.DE
DBPE.DE (Xtrackers LevDAX Daily Swap UCITS ETF (Acc)) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - DBPE.DE is a Leveraged Equities fund tracking the LevDAX (2x) Index, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, DBPE.DE returned 14.53%/yr vs 8.17%/yr for XMME.DE. A 0.61 correlation means they provide meaningful diversification when combined. DBPE.DE charges 0.35%/yr vs 0.18%/yr for XMME.DE.
Performance
DBPE.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBPE.DE achieves a 6.63% return, which is significantly lower than XMME.DE's 28.32% return.
DBPE.DE
- 1D
- 1.50%
- 1M
- 7.49%
- 6M
- 6.44%
- YTD
- 6.63%
- 1Y
- 8.95%
- 3Y*
- 28.07%
- 5Y*
- 14.53%
- 10Y*
- 15.53%
XMME.DE
- 1D
- 2.30%
- 1M
- -1.33%
- 6M
- 24.68%
- YTD
- 28.32%
- 1Y
- 45.78%
- 3Y*
- 20.47%
- 5Y*
- 8.17%
- 10Y*
- —
DBPE.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBPE.DE Xtrackers LevDAX Daily Swap UCITS ETF (Acc) | 6.63% | 41.17% | 32.06% | 35.78% | -27.99% | 30.22% | -4.84% | 53.18% | -35.14% | 0.74% |
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 DBPE.DE and XMME.DE is 0.57, 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 | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2017 | 0.61 |
The correlation between DBPE.DE and XMME.DE has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.
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Return for Risk
DBPE.DE vs. XMME.DE — Risk / Return Rank
DBPE.DE
XMME.DE
DBPE.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers LevDAX Daily Swap UCITS ETF (Acc) (DBPE.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.
| DBPE.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.42 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.37 | 4.27 | -3.90 |
| Martin ratioReturn relative to average drawdown | 1.03 | 14.15 | -13.12 |
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Drawdowns
DBPE.DE vs. XMME.DE - Drawdown Comparison
The maximum DBPE.DE drawdown since its inception was -64.87%, 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 DBPE.DE and XMME.DE.
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Drawdown Indicators
| DBPE.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.87% | -31.95% | -32.92% |
Max Drawdown (1Y)Largest decline over 1 year | -24.16% | -10.68% | -13.48% |
Max Drawdown (3Y)Largest decline over 3 years | -29.95% | -19.16% | -10.79% |
Max Drawdown (5Y)Largest decline over 5 years | -48.69% | -23.46% | -25.23% |
Max Drawdown (10Y)Largest decline over 10 years | -64.87% | — | — |
Current DrawdownCurrent decline from peak | -0.61% | -4.83% | +4.22% |
Average DrawdownAverage peak-to-trough decline | -16.48% | -9.77% | -6.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.68% | 3.23% | +5.45% |
Volatility
DBPE.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers LevDAX Daily Swap UCITS ETF (Acc) (DBPE.DE) is 8.63%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 9.36%. This indicates that DBPE.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
| DBPE.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.63% | 9.36% | -0.73% |
Volatility (6M)Calculated over the trailing 6-month period | 26.57% | 17.23% | +9.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.14% | 19.70% | +12.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.31% | 17.22% | +17.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.19% | 19.02% | +17.17% |
DBPE.DE vs. XMME.DE - Expense Ratio Comparison
DBPE.DE has a 0.35% expense ratio, which is higher than XMME.DE's 0.18% expense ratio.
Dividends
DBPE.DE vs. XMME.DE - Dividend Comparison
Neither DBPE.DE nor XMME.DE has paid dividends to shareholders.
Frequently Asked Questions
DBPE.DE and XMME.DE have a correlation of 0.57, 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 0.35% for DBPE.DE.
DBPE.DE is categorized as Leveraged Equities, while XMME.DE is Emerging Markets Equities. DBPE.DE tracks LevDAX (2x) Index, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.35% for DBPE.DE and 0.18% for XMME.DE.
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