DX2G.DE vs. XMME.DE
DX2G.DE (Xtrackers CAC 40 UCITS ETF) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - DX2G.DE is a Europe Equities fund tracking the CAC 40®, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, DX2G.DE returned 7.91%/yr vs 8.66%/yr for XMME.DE. A 0.59 correlation means they provide meaningful diversification when combined. DX2G.DE charges 0.20%/yr vs 0.18%/yr for XMME.DE.
Performance
DX2G.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DX2G.DE achieves a 3.56% return, which is significantly lower than XMME.DE's 30.06% return.
DX2G.DE
- 1D
- 1.24%
- 1M
- 3.92%
- YTD
- 3.56%
- 6M
- 3.92%
- 1Y
- 8.98%
- 3Y*
- 7.75%
- 5Y*
- 7.91%
- 10Y*
- 9.43%
XMME.DE
- 1D
- -1.04%
- 1M
- 7.79%
- YTD
- 30.06%
- 6M
- 31.13%
- 1Y
- 51.93%
- 3Y*
- 21.36%
- 5Y*
- 8.66%
- 10Y*
- —
DX2G.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DX2G.DE Xtrackers CAC 40 UCITS ETF | 3.56% | 14.51% | -0.04% | 19.30% | -6.47% | 30.47% | -4.99% | 32.76% | -9.63% | 1.19% |
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 DX2G.DE and XMME.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.59 |
The correlation between DX2G.DE and XMME.DE shifts across timeframes, from 0.47 (1 year) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DX2G.DE vs. XMME.DE — Risk / Return Rank
DX2G.DE
XMME.DE
DX2G.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers CAC 40 UCITS ETF (DX2G.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.
| DX2G.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.38 | ||
| Sortino ratioReturn per unit of downside risk | -2.96 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.55 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | 0.82 | 4.98 | -4.16 |
| Martin ratioReturn relative to average drawdown | 2.51 | 18.04 | -15.53 |
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
| DX2G.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 3.00 | -2.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.51 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.45 | +0.03 |
Drawdowns
DX2G.DE vs. XMME.DE - Drawdown Comparison
The maximum DX2G.DE drawdown since its inception was -38.70%, 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 DX2G.DE and XMME.DE.
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Drawdown Indicators
| DX2G.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.70% | -31.96% | -6.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -10.67% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -16.22% | -19.16% | +2.94% |
Max Drawdown (5Y)Largest decline over 5 years | -20.89% | -24.38% | +3.49% |
Max Drawdown (10Y)Largest decline over 10 years | -38.70% | — | — |
Current DrawdownCurrent decline from peak | -2.30% | -1.04% | -1.26% |
Average DrawdownAverage peak-to-trough decline | -6.46% | -9.53% | +3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 2.95% | +0.61% |
Volatility
DX2G.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers CAC 40 UCITS ETF (DX2G.DE) is 4.71%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that DX2G.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
| DX2G.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 7.48% | -2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 11.25% | 14.90% | -3.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 17.70% | -3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 16.74% | +0.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.95% | 18.61% | -0.66% |
DX2G.DE vs. XMME.DE - Expense Ratio Comparison
DX2G.DE has a 0.20% expense ratio, which is higher than XMME.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
DX2G.DE vs. XMME.DE - Dividend Comparison
DX2G.DE's dividend yield for the trailing twelve months is around 2.97%, while XMME.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DX2G.DE Xtrackers CAC 40 UCITS ETF | 2.97% | 2.78% | 3.06% | 2.92% | 4.66% | 1.41% | 3.38% | 2.74% | 2.51% | 2.99% | 2.25% | 0.24% |
XMME.DE Xtrackers MSCI Emerging Markets UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DX2G.DE and XMME.DE have a correlation of 0.47, 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 0.20% for DX2G.DE.
DX2G.DE is categorized as Europe Equities, while XMME.DE is Emerging Markets Equities. DX2G.DE tracks CAC 40®, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.20% for DX2G.DE and 0.18% for XMME.DE.
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