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INAA.AS vs. XMME.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INAA.AS vs. XMME.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI North America UCITS ETF (INAA.AS) 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, INAA.AS achieves a 11.30% return, which is significantly lower than XMME.DE's 30.06% return.


INAA.AS

1D
-0.35%
1M
5.90%
YTD
11.30%
6M
11.28%
1Y
24.90%
3Y*
18.79%
5Y*
13.88%
10Y*
14.31%

XMME.DE

1D
-1.04%
1M
9.73%
YTD
30.06%
6M
31.51%
1Y
53.39%
3Y*
21.36%
5Y*
8.66%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INAA.AS vs. XMME.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
INAA.AS
iShares MSCI North America UCITS ETF
11.30%4.00%32.96%20.94%-14.85%37.53%9.22%32.33%-1.61%3.27%
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 INAA.AS and XMME.DE is 0.66, 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

0.66

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

0.58

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

0.56

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

0.62

The correlation between INAA.AS and XMME.DE shifts across timeframes, from 0.56 (5 years) to 0.66 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

INAA.AS vs. XMME.DE — Risk / Return Rank

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

INAA.AS
INAA.AS Risk / Return Rank: 6767
Overall Rank
INAA.AS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
INAA.AS Sortino Ratio Rank: 6464
Sortino Ratio Rank
INAA.AS Omega Ratio Rank: 6969
Omega Ratio Rank
INAA.AS Calmar Ratio Rank: 6969
Calmar Ratio Rank
INAA.AS Martin Ratio Rank: 6666
Martin Ratio Rank

XMME.DE
XMME.DE Risk / Return Rank: 8787
Overall Rank
XMME.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
XMME.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
XMME.DE Omega Ratio Rank: 8787
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.

INAA.AS vs. XMME.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI North America UCITS ETF (INAA.AS) 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.


INAA.ASXMME.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.00

Omega ratioGain probability vs. loss probability

1.41

1.55

-0.14

Calmar ratioReturn relative to maximum drawdown

3.39

4.98

-1.59

Martin ratioReturn relative to average drawdown

12.05

18.04

-5.99

INAA.AS vs. XMME.DE - Sharpe Ratio Comparison

The current INAA.AS Sharpe Ratio is 2.17, which is comparable to the XMME.DE Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of INAA.AS 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


INAA.ASXMME.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

3.00

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

0.51

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.45

+0.18

Drawdowns

INAA.AS vs. XMME.DE - Drawdown Comparison

The maximum INAA.AS drawdown since its inception was -51.35%, 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 INAA.AS and XMME.DE.


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Drawdown Indicators


INAA.ASXMME.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.35%

-31.96%

-19.39%

Max Drawdown (1Y)

Largest decline over 1 year

-7.25%

-10.67%

+3.42%

Max Drawdown (3Y)

Largest decline over 3 years

-23.43%

-19.16%

-4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-23.43%

-24.38%

+0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-34.42%

Current Drawdown

Current decline from peak

-0.35%

-1.04%

+0.69%

Average Drawdown

Average peak-to-trough decline

-8.31%

-9.53%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

2.95%

-0.90%

Volatility

INAA.AS vs. XMME.DE - Volatility Comparison

The current volatility for iShares MSCI North America UCITS ETF (INAA.AS) is 2.71%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that INAA.AS 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


INAA.ASXMME.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

7.48%

-4.77%

Volatility (6M)

Calculated over the trailing 6-month period

7.44%

14.90%

-7.46%

Volatility (1Y)

Calculated over the trailing 1-year period

11.40%

17.70%

-6.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.31%

16.74%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.17%

18.61%

-2.44%

INAA.AS vs. XMME.DE - Expense Ratio Comparison

INAA.AS has a 0.40% expense ratio, which is higher than XMME.DE's 0.18% expense ratio.


Dividends

INAA.AS vs. XMME.DE - Dividend Comparison

INAA.AS's dividend yield for the trailing twelve months is around 0.52%, while XMME.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
INAA.AS
iShares MSCI North America UCITS ETF
0.52%0.59%0.69%0.92%1.08%0.62%0.94%1.10%1.21%1.18%1.25%1.39%
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


INAA.AS and XMME.DE have a correlation of 0.66, 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 0.40% for INAA.AS.

INAA.AS is categorized as Large Cap Blend Equities, while XMME.DE is Emerging Markets Equities. INAA.AS tracks Russell 1000 TR USD, while XMME.DE tracks MSCI Emerging Markets. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.40% for INAA.AS and 0.18% for XMME.DE.

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