GTIL.DE vs. XMME.DE
GTIL.DE (Xtrackers World Green Tech Innovators UCITS ETF 1C) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - GTIL.DE is a Global Equities fund actively managed by Xtrackers, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. GTIL.DE is actively managed, while XMME.DE is passively managed. Over the past year, GTIL.DE returned 23.20% vs 50.91% for XMME.DE. A 0.67 correlation means they provide meaningful diversification when combined. GTIL.DE charges 0.35%/yr vs 0.18%/yr for XMME.DE.
Performance
GTIL.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, GTIL.DE achieves a 8.33% return, which is significantly lower than XMME.DE's 30.06% return.
GTIL.DE
- 1D
- 0.89%
- 1M
- 3.73%
- YTD
- 8.33%
- 6M
- 8.71%
- 1Y
- 23.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XMME.DE
- 1D
- -1.04%
- 1M
- 5.19%
- YTD
- 30.06%
- 6M
- 29.85%
- 1Y
- 50.91%
- 3Y*
- 21.36%
- 5Y*
- 8.66%
- 10Y*
- —
GTIL.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
GTIL.DE Xtrackers World Green Tech Innovators UCITS ETF 1C | 8.33% | 7.95% | -2.33% |
XMME.DE Xtrackers MSCI Emerging Markets UCITS ETF 1C | 30.06% | 18.69% | -1.63% |
Correlation
The correlation between GTIL.DE and XMME.DE is 0.67, 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 | 0.67 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2024 | 0.67 |
The correlation between GTIL.DE and XMME.DE has been stable across timeframes, ranging from 0.67 to 0.67 - a consistent structural relationship.
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Return for Risk
GTIL.DE vs. XMME.DE — Risk / Return Rank
GTIL.DE
XMME.DE
GTIL.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers World Green Tech Innovators UCITS ETF 1C (GTIL.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.
| GTIL.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.55 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 4.98 | -2.31 |
| Martin ratioReturn relative to average drawdown | 10.00 | 18.04 | -8.04 |
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
| GTIL.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 3.00 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.45 | +0.16 |
Drawdowns
GTIL.DE vs. XMME.DE - Drawdown Comparison
The maximum GTIL.DE drawdown since its inception was -21.90%, smaller than the maximum XMME.DE drawdown of -31.96%. Use the drawdown chart below to compare losses from any high point for GTIL.DE and XMME.DE.
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Drawdown Indicators
| GTIL.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.90% | -31.96% | +10.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.69% | -10.67% | +1.98% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.16% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.38% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.04% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -9.53% | +5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 2.95% | -0.63% |
Volatility
GTIL.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers World Green Tech Innovators UCITS ETF 1C (GTIL.DE) is 2.86%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that GTIL.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
| GTIL.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.86% | 7.48% | -4.62% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 14.90% | -6.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.70% | 17.70% | -6.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.51% | 16.74% | -1.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.51% | 18.61% | -3.10% |
GTIL.DE vs. XMME.DE - Expense Ratio Comparison
GTIL.DE has a 0.35% expense ratio, which is higher than XMME.DE's 0.18% expense ratio.
Dividends
GTIL.DE vs. XMME.DE - Dividend Comparison
Neither GTIL.DE nor XMME.DE has paid dividends to shareholders.
Frequently Asked Questions
GTIL.DE and XMME.DE have a correlation of 0.67, 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 0.35% for GTIL.DE.
GTIL.DE is categorized as Global Equities, while XMME.DE is Emerging Markets Equities. Their fees differ too: 0.35% for GTIL.DE and 0.18% for XMME.DE.
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