DBX9.DE vs. XMME.DE
DBX9.DE (Xtrackers FTSE China 50 UCITS ETF 1C) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - DBX9.DE is a China Equities fund tracking the FTSE China 50, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, DBX9.DE returned 0.17%/yr vs 8.66%/yr for XMME.DE. Their correlation of 0.81 suggests significant overlap in exposure. DBX9.DE charges 0.60%/yr vs 0.18%/yr for XMME.DE.
Performance
DBX9.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBX9.DE achieves a 9.85% return, which is significantly lower than XMME.DE's 30.06% return.
DBX9.DE
- 1D
- -0.73%
- 1M
- 1.75%
- YTD
- 9.85%
- 6M
- 13.25%
- 1Y
- 32.77%
- 3Y*
- 13.37%
- 5Y*
- 0.17%
- 10Y*
- 3.94%
XMME.DE
- 1D
- -1.04%
- 1M
- 7.79%
- YTD
- 30.06%
- 6M
- 31.13%
- 1Y
- 51.93%
- 3Y*
- 21.36%
- 5Y*
- 8.66%
- 10Y*
- —
DBX9.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBX9.DE Xtrackers FTSE China 50 UCITS ETF 1C | 9.85% | 10.01% | 37.68% | -16.44% | -13.62% | -14.98% | -0.87% | 18.35% | -9.23% | 9.67% |
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 DBX9.DE and XMME.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
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 | 0.81 |
Over the past year, the correlation between DBX9.DE and XMME.DE has dropped to 0.49 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
DBX9.DE vs. XMME.DE — Risk / Return Rank
DBX9.DE
XMME.DE
DBX9.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.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.
| DBX9.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.02 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.55 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 4.98 | -3.08 |
| Martin ratioReturn relative to average drawdown | 3.67 | 18.04 | -14.38 |
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
| DBX9.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 3.00 | -1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.51 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.45 | -0.37 |
Drawdowns
DBX9.DE vs. XMME.DE - Drawdown Comparison
The maximum DBX9.DE drawdown since its inception was -66.51%, 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 DBX9.DE and XMME.DE.
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Drawdown Indicators
| DBX9.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.51% | -31.96% | -34.55% |
Max Drawdown (1Y)Largest decline over 1 year | -17.20% | -10.67% | -6.53% |
Max Drawdown (3Y)Largest decline over 3 years | -27.83% | -19.16% | -8.67% |
Max Drawdown (5Y)Largest decline over 5 years | -47.59% | -24.38% | -23.21% |
Max Drawdown (10Y)Largest decline over 10 years | -53.98% | — | — |
Current DrawdownCurrent decline from peak | -14.62% | -1.04% | -13.58% |
Average DrawdownAverage peak-to-trough decline | -29.50% | -9.53% | -19.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.91% | 2.95% | +5.96% |
Volatility
DBX9.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers FTSE China 50 UCITS ETF 1C (DBX9.DE) is 5.29%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that DBX9.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
| DBX9.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 7.48% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 10.45% | 14.90% | -4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.35% | 17.70% | +8.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.75% | 16.74% | +12.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.42% | 18.61% | +6.81% |
DBX9.DE vs. XMME.DE - Expense Ratio Comparison
DBX9.DE has a 0.60% expense ratio, which is higher than XMME.DE's 0.18% expense ratio.
Dividends
DBX9.DE vs. XMME.DE - Dividend Comparison
Neither DBX9.DE nor XMME.DE has paid dividends to shareholders.
Frequently Asked Questions
DBX9.DE and XMME.DE have a correlation of 0.49, 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 0.60% for DBX9.DE.
DBX9.DE is categorized as China Equities, while XMME.DE is Emerging Markets Equities. DBX9.DE tracks FTSE China 50, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.60% for DBX9.DE and 0.18% for XMME.DE.
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