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DXSC.DE vs. XMME.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DXSC.DE vs. XMME.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DXSC.DE achieves a 8.73% return, which is significantly lower than XMME.DE's 30.06% return.


DXSC.DE

1D
-0.44%
1M
6.46%
YTD
8.73%
6M
11.33%
1Y
8.30%
3Y*
9.32%
5Y*
4.03%
10Y*
12.15%

XMME.DE

1D
-1.04%
1M
7.79%
YTD
30.06%
6M
31.13%
1Y
51.93%
3Y*
21.36%
5Y*
8.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DXSC.DE vs. XMME.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DXSC.DE
Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C
8.73%8.23%-1.25%18.77%-13.04%26.49%13.22%22.28%-12.90%26.72%
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 DXSC.DE and XMME.DE is 0.56, 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

0.56

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2017

0.59

The correlation between DXSC.DE and XMME.DE has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.

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Return for Risk

DXSC.DE vs. XMME.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DXSC.DE
DXSC.DE Risk / Return Rank: 1717
Overall Rank
DXSC.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
DXSC.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
DXSC.DE Omega Ratio Rank: 1616
Omega Ratio Rank
DXSC.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
DXSC.DE Martin Ratio Rank: 1818
Martin Ratio Rank

XMME.DE
XMME.DE Risk / Return Rank: 8888
Overall Rank
XMME.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XMME.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
XMME.DE Omega Ratio Rank: 8888
Omega Ratio Rank
XMME.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
XMME.DE Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DXSC.DE vs. XMME.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.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.


DXSC.DEXMME.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.52

Sortino ratioReturn per unit of downside risk

-3.16

Omega ratioGain probability vs. loss probability

1.10

1.55

-0.45

Calmar ratioReturn relative to maximum drawdown

0.58

4.98

-4.40

Martin ratioReturn relative to average drawdown

1.79

18.04

-16.25

DXSC.DE vs. XMME.DE - Sharpe Ratio Comparison

The current DXSC.DE Sharpe Ratio is 0.49, which is lower than the XMME.DE Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of DXSC.DE and XMME.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DXSC.DEXMME.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

3.00

-2.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

0.51

-0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.45

-0.38

Drawdowns

DXSC.DE vs. XMME.DE - Drawdown Comparison

The maximum DXSC.DE drawdown since its inception was -73.82%, 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 DXSC.DE and XMME.DE.


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Drawdown Indicators


DXSC.DEXMME.DEDifference

Max Drawdown

Largest peak-to-trough decline

-73.82%

-31.96%

-41.86%

Max Drawdown (1Y)

Largest decline over 1 year

-14.34%

-10.67%

-3.67%

Max Drawdown (3Y)

Largest decline over 3 years

-17.53%

-19.16%

+1.63%

Max Drawdown (5Y)

Largest decline over 5 years

-25.63%

-24.38%

-1.25%

Max Drawdown (10Y)

Largest decline over 10 years

-44.96%

Current Drawdown

Current decline from peak

-1.80%

-1.04%

-0.76%

Average Drawdown

Average peak-to-trough decline

-30.18%

-9.53%

-20.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

2.95%

+1.66%

Volatility

DXSC.DE vs. XMME.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe Materials ESG Screened UCITS ETF 1C (DXSC.DE) is 6.43%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that DXSC.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


DXSC.DEXMME.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

7.48%

-1.05%

Volatility (6M)

Calculated over the trailing 6-month period

14.24%

14.90%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

16.91%

17.70%

-0.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.98%

16.74%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.78%

18.61%

+5.17%

DXSC.DE vs. XMME.DE - Expense Ratio Comparison

DXSC.DE has a 0.17% 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

DXSC.DE vs. XMME.DE - Dividend Comparison

Neither DXSC.DE nor XMME.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DXSC.DE and XMME.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DXSC.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DXSC.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for XMME.DE.

DXSC.DE is categorized as Industrials Equities, while XMME.DE is Emerging Markets Equities. DXSC.DE tracks MSCI Europe Materials ESG Screened 20-35, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.17% for DXSC.DE and 0.18% for XMME.DE.

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