XD5E.DE vs. XMME.DE
XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - XD5E.DE is a Europe Equities fund tracking the MSCI EMU NR EUR, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, XD5E.DE returned 10.59%/yr vs 8.66%/yr for XMME.DE. A 0.65 correlation means they provide meaningful diversification when combined. XD5E.DE charges 0.12%/yr vs 0.18%/yr for XMME.DE.
Performance
XD5E.DE vs. XMME.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XD5E.DE achieves a 8.92% return, which is significantly lower than XMME.DE's 30.06% return.
XD5E.DE
- 1D
- 0.52%
- 1M
- 1.86%
- YTD
- 8.92%
- 6M
- 10.72%
- 1Y
- 17.76%
- 3Y*
- 16.06%
- 5Y*
- 10.59%
- 10Y*
- 10.03%
XMME.DE
- 1D
- -1.04%
- 1M
- 5.19%
- YTD
- 30.06%
- 6M
- 29.85%
- 1Y
- 50.91%
- 3Y*
- 21.36%
- 5Y*
- 8.66%
- 10Y*
- —
XD5E.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 8.92% | 24.71% | 9.50% | 18.86% | -11.92% | 22.17% | -0.74% | 27.44% | -12.93% | 0.59% |
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 XD5E.DE and XMME.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.65 |
The correlation between XD5E.DE and XMME.DE has been stable across timeframes, ranging from 0.60 to 0.65 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XD5E.DE vs. XMME.DE — Risk / Return Rank
XD5E.DE
XMME.DE
XD5E.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU UCITS ETF 1D (XD5E.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.
| XD5E.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.55 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 4.98 | -3.23 |
| Martin ratioReturn relative to average drawdown | 6.40 | 18.04 | -11.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XD5E.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 3.00 | -1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.51 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.45 | +0.11 |
Drawdowns
XD5E.DE vs. XMME.DE - Drawdown Comparison
The maximum XD5E.DE drawdown since its inception was -38.04%, 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 XD5E.DE and XMME.DE.
Loading charts...
Drawdown Indicators
| XD5E.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -31.96% | -6.08% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -10.67% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -15.30% | -19.16% | +3.86% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -24.38% | -0.18% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | — | — |
Current DrawdownCurrent decline from peak | -0.44% | -1.04% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -9.53% | +3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.95% | -0.13% |
Volatility
XD5E.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) is 4.54%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that XD5E.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.
Loading charts...
Volatility by Period
| XD5E.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 7.48% | -2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 14.90% | -2.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 17.70% | -3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 16.74% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 18.61% | -1.58% |
XD5E.DE vs. XMME.DE - Expense Ratio Comparison
XD5E.DE has a 0.12% 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
XD5E.DE vs. XMME.DE - Dividend Comparison
XD5E.DE's dividend yield for the trailing twelve months is around 2.42%, while XMME.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.42% | 2.54% | 2.86% | 2.74% | 4.66% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
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
XD5E.DE and XMME.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XD5E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD5E.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for XMME.DE.
XD5E.DE is categorized as Europe Equities, while XMME.DE is Emerging Markets Equities. XD5E.DE tracks MSCI EMU NR EUR, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.12% for XD5E.DE and 0.18% for XMME.DE.
Find the right allocation for XD5E.DE and XMME.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer