DBX5.DE vs. XMME.DE
DBX5.DE (Xtrackers MSCI Taiwan UCITS ETF 1C) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - DBX5.DE is a Asia Pacific Equities fund tracking the MSCI Taiwan 20/35 Custom, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, DBX5.DE returned 22.99%/yr vs 8.66%/yr for XMME.DE. A 0.78 correlation means they provide meaningful diversification when combined. DBX5.DE charges 0.65%/yr vs 0.18%/yr for XMME.DE.
Performance
DBX5.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBX5.DE achieves a 69.45% return, which is significantly higher than XMME.DE's 30.06% return.
DBX5.DE
- 1D
- -1.95%
- 1M
- 14.40%
- YTD
- 69.45%
- 6M
- 74.72%
- 1Y
- 112.23%
- 3Y*
- 40.65%
- 5Y*
- 22.99%
- 10Y*
- 22.04%
XMME.DE
- 1D
- -1.04%
- 1M
- 7.79%
- YTD
- 30.06%
- 6M
- 31.13%
- 1Y
- 51.93%
- 3Y*
- 21.36%
- 5Y*
- 8.66%
- 10Y*
- —
DBX5.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBX5.DE Xtrackers MSCI Taiwan UCITS ETF 1C | 69.45% | 18.33% | 31.08% | 24.15% | -25.19% | 37.79% | 24.51% | 39.18% | -5.55% | -3.43% |
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 DBX5.DE and XMME.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.78 |
The correlation between DBX5.DE and XMME.DE has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.
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Return for Risk
DBX5.DE vs. XMME.DE — Risk / Return Rank
DBX5.DE
XMME.DE
DBX5.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.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.
| DBX5.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.61 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.74 | 1.55 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 12.09 | 4.98 | +7.12 |
| Martin ratioReturn relative to average drawdown | 35.84 | 18.04 | +17.80 |
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
| DBX5.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.62 | 3.00 | +1.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | 0.51 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.45 | +0.09 |
Drawdowns
DBX5.DE vs. XMME.DE - Drawdown Comparison
The maximum DBX5.DE drawdown since its inception was -55.28%, 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 DBX5.DE and XMME.DE.
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Drawdown Indicators
| DBX5.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.28% | -31.96% | -23.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.23% | -10.67% | +1.44% |
Max Drawdown (3Y)Largest decline over 3 years | -30.81% | -19.16% | -11.65% |
Max Drawdown (5Y)Largest decline over 5 years | -32.62% | -24.38% | -8.24% |
Max Drawdown (10Y)Largest decline over 10 years | -32.62% | — | — |
Current DrawdownCurrent decline from peak | -1.97% | -1.04% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -11.61% | -9.53% | -2.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.95% | +0.17% |
Volatility
DBX5.DE vs. XMME.DE - Volatility Comparison
Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) has a higher volatility of 10.28% compared to Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) at 7.48%. This indicates that DBX5.DE's price experiences larger fluctuations and is considered to be riskier 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
| DBX5.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.28% | 7.48% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 19.59% | 14.90% | +4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.18% | 17.70% | +6.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.58% | 16.74% | +4.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.55% | 18.61% | +1.94% |
DBX5.DE vs. XMME.DE - Expense Ratio Comparison
DBX5.DE has a 0.65% expense ratio, which is higher than XMME.DE's 0.18% expense ratio.
Dividends
DBX5.DE vs. XMME.DE - Dividend Comparison
Neither DBX5.DE nor XMME.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX5.DE and XMME.DE have a correlation of 0.82, 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 DBX5.DE.
DBX5.DE is categorized as Asia Pacific Equities, while XMME.DE is Emerging Markets Equities. DBX5.DE tracks MSCI Taiwan 20/35 Custom, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.65% for DBX5.DE and 0.18% for XMME.DE.
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