DBXW.DE vs. XMME.DE
DBXW.DE (Xtrackers MSCI World Swap UCITS ETF 1C) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - DBXW.DE is a Global Equities fund tracking the MSCI World, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, DBXW.DE returned 12.79%/yr vs 8.66%/yr for XMME.DE. A 0.68 correlation means they provide meaningful diversification when combined. DBXW.DE charges 0.45%/yr vs 0.18%/yr for XMME.DE.
Performance
DBXW.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DBXW.DE achieves a 10.90% return, which is significantly lower than XMME.DE's 30.06% return.
DBXW.DE
- 1D
- -0.01%
- 1M
- 3.68%
- YTD
- 10.90%
- 6M
- 10.95%
- 1Y
- 23.66%
- 3Y*
- 17.46%
- 5Y*
- 12.79%
- 10Y*
- 12.75%
XMME.DE
- 1D
- -1.04%
- 1M
- 5.19%
- YTD
- 30.06%
- 6M
- 29.85%
- 1Y
- 50.91%
- 3Y*
- 21.36%
- 5Y*
- 8.66%
- 10Y*
- —
DBXW.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBXW.DE Xtrackers MSCI World Swap UCITS ETF 1C | 10.90% | 7.77% | 25.74% | 20.10% | -13.86% | 32.72% | 5.42% | 31.34% | -4.85% | 3.23% |
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 DBXW.DE and XMME.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.68 |
The correlation between DBXW.DE and XMME.DE has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.
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Return for Risk
DBXW.DE vs. XMME.DE — Risk / Return Rank
DBXW.DE
XMME.DE
DBXW.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Swap UCITS ETF 1C (DBXW.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.
| DBXW.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.55 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 4.98 | -1.39 |
| Martin ratioReturn relative to average drawdown | 14.33 | 18.04 | -3.72 |
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
| DBXW.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 3.00 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.51 | +0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.45 | +0.05 |
Drawdowns
DBXW.DE vs. XMME.DE - Drawdown Comparison
The maximum DBXW.DE drawdown since its inception was -53.36%, 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 DBXW.DE and XMME.DE.
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Drawdown Indicators
| DBXW.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.36% | -31.96% | -21.40% |
Max Drawdown (1Y)Largest decline over 1 year | -6.59% | -10.67% | +4.08% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | -19.16% | -2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -21.66% | -24.38% | +2.72% |
Max Drawdown (10Y)Largest decline over 10 years | -33.81% | — | — |
Current DrawdownCurrent decline from peak | -0.32% | -1.04% | +0.72% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -9.53% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.95% | -1.30% |
Volatility
DBXW.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Swap UCITS ETF 1C (DBXW.DE) is 2.60%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that DBXW.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
| DBXW.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 7.48% | -4.88% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 14.90% | -7.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 17.70% | -6.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.02% | 16.74% | -1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 18.61% | -3.07% |
DBXW.DE vs. XMME.DE - Expense Ratio Comparison
DBXW.DE has a 0.45% expense ratio, which is higher than XMME.DE's 0.18% expense ratio.
Dividends
DBXW.DE vs. XMME.DE - Dividend Comparison
Neither DBXW.DE nor XMME.DE has paid dividends to shareholders.
Frequently Asked Questions
DBXW.DE and XMME.DE have a correlation of 0.71, 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 0.45% for DBXW.DE.
DBXW.DE is categorized as Global Equities, while XMME.DE is Emerging Markets Equities. DBXW.DE tracks MSCI World, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.45% for DBXW.DE and 0.18% for XMME.DE.
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