EUNM.DE vs. XMME.DE
Compare and contrast key facts about iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE).
EUNM.DE and XMME.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUNM.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets. It was launched on Sep 25, 2009. XMME.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Emerging Markets. It was launched on Jun 21, 2017. Both EUNM.DE and XMME.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUNM.DE or XMME.DE.
Key characteristics
| EUNM.DE | XMME.DE | |
|---|---|---|
| YTD Return | 13.65% | 13.87% |
| 1Y Return | 16.72% | 17.06% |
| 3Y Return (Ann) | -0.53% | -0.56% |
| 5Y Return (Ann) | 3.98% | 3.77% |
| Sharpe Ratio | 1.23 | 1.24 |
| Sortino Ratio | 1.76 | 1.77 |
| Omega Ratio | 1.23 | 1.23 |
| Calmar Ratio | 0.80 | 0.78 |
| Martin Ratio | 6.20 | 6.27 |
| Ulcer Index | 2.74% | 2.75% |
| Daily Std Dev | 13.88% | 13.98% |
| Max Drawdown | -35.91% | -31.96% |
| Current Drawdown | -6.11% | -6.42% |
Correlation
The correlation between EUNM.DE and XMME.DE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EUNM.DE vs. XMME.DE - Performance Comparison
The year-to-date returns for both investments are quite close, with EUNM.DE having a 13.65% return and XMME.DE slightly higher at 13.87%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EUNM.DE vs. XMME.DE - Expense Ratio Comparison
Both EUNM.DE and XMME.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
EUNM.DE vs. XMME.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Acc) (EUNM.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.
Dividends
EUNM.DE vs. XMME.DE - Dividend Comparison
Neither EUNM.DE nor XMME.DE has paid dividends to shareholders.
Drawdowns
EUNM.DE vs. XMME.DE - Drawdown Comparison
The maximum EUNM.DE drawdown since its inception was -35.91%, 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 EUNM.DE and XMME.DE. For additional features, visit the drawdowns tool.
Volatility
EUNM.DE vs. XMME.DE - Volatility Comparison
iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) have volatilities of 5.35% and 5.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.