DBXJ.DE vs. XMME.DE
DBXJ.DE (Xtrackers MSCI Japan UCITS ETF 1C) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - DBXJ.DE is a Japan Equities fund tracking the MSCI Japan, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, DBXJ.DE returned 10.09%/yr vs 8.66%/yr for XMME.DE. A 0.57 correlation means they provide meaningful diversification when combined. DBXJ.DE charges 0.12%/yr vs 0.18%/yr for XMME.DE.
Performance
DBXJ.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBXJ.DE achieves a 16.95% return, which is significantly lower than XMME.DE's 30.06% return.
DBXJ.DE
- 1D
- -0.42%
- 1M
- 6.00%
- YTD
- 16.95%
- 6M
- 16.74%
- 1Y
- 30.73%
- 3Y*
- 15.59%
- 5Y*
- 10.09%
- 10Y*
- 9.20%
XMME.DE
- 1D
- -1.04%
- 1M
- 7.79%
- YTD
- 30.06%
- 6M
- 31.13%
- 1Y
- 51.93%
- 3Y*
- 21.36%
- 5Y*
- 8.66%
- 10Y*
- —
DBXJ.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBXJ.DE Xtrackers MSCI Japan UCITS ETF 1C | 16.95% | 12.59% | 13.75% | 16.43% | -12.07% | 9.57% | 5.08% | 21.75% | -9.54% | 4.54% |
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 DBXJ.DE and XMME.DE is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.57 |
The correlation between DBXJ.DE and XMME.DE has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.
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Return for Risk
DBXJ.DE vs. XMME.DE — Risk / Return Rank
DBXJ.DE
XMME.DE
DBXJ.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.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.
| DBXJ.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.55 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 4.98 | -1.98 |
| Martin ratioReturn relative to average drawdown | 9.82 | 18.04 | -8.22 |
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
| DBXJ.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.63 | 3.00 | -1.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.51 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.45 | -0.18 |
Drawdowns
DBXJ.DE vs. XMME.DE - Drawdown Comparison
The maximum DBXJ.DE drawdown since its inception was -51.22%, 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 DBXJ.DE and XMME.DE.
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Drawdown Indicators
| DBXJ.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.22% | -31.96% | -19.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.22% | -10.67% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -16.96% | -19.16% | +2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -19.00% | -24.38% | +5.38% |
Max Drawdown (10Y)Largest decline over 10 years | -28.03% | — | — |
Current DrawdownCurrent decline from peak | -0.42% | -1.04% | +0.62% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -9.53% | -5.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 2.95% | +0.17% |
Volatility
DBXJ.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan UCITS ETF 1C (DBXJ.DE) is 3.40%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that DBXJ.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
| DBXJ.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 7.48% | -4.08% |
Volatility (6M)Calculated over the trailing 6-month period | 14.91% | 14.90% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.74% | 17.70% | +1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.56% | 16.74% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.38% | 18.61% | -2.23% |
DBXJ.DE vs. XMME.DE - Expense Ratio Comparison
DBXJ.DE has a 0.12% expense ratio, which is lower than XMME.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DBXJ.DE vs. XMME.DE - Dividend Comparison
Neither DBXJ.DE nor XMME.DE has paid dividends to shareholders.
Frequently Asked Questions
DBXJ.DE and XMME.DE have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DBXJ.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DBXJ.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for XMME.DE.
DBXJ.DE is categorized as Japan Equities, while XMME.DE is Emerging Markets Equities. DBXJ.DE tracks MSCI Japan, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.12% for DBXJ.DE and 0.18% for XMME.DE.
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