XDDX.DE vs. XMME.DE
XDDX.DE (Xtrackers DAX ESG Screened UCITS ETF 1D) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - XDDX.DE is a Europe Equities fund tracking the FSE DAX TR EUR, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, XDDX.DE returned 8.66%/yr vs 7.00%/yr for XMME.DE. A 0.60 correlation means they provide meaningful diversification when combined. XDDX.DE charges 0.09%/yr vs 0.18%/yr for XMME.DE.
Performance
XDDX.DE vs. XMME.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XDDX.DE achieves a 3.88% return, which is significantly lower than XMME.DE's 20.01% return.
XDDX.DE
- 1D
- -0.44%
- 1M
- -0.25%
- 6M
- 2.82%
- YTD
- 3.88%
- 1Y
- 6.10%
- 3Y*
- 14.27%
- 5Y*
- 8.66%
- 10Y*
- 8.72%
XMME.DE
- 1D
- -1.97%
- 1M
- -8.18%
- 6M
- 11.33%
- YTD
- 20.01%
- 1Y
- 33.43%
- 3Y*
- 18.48%
- 5Y*
- 7.00%
- 10Y*
- —
XDDX.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 3.88% | 19.14% | 16.17% | 19.56% | -13.67% | 15.21% | 3.12% | 24.70% | -18.53% | 0.78% |
XMME.DE Xtrackers MSCI Emerging Markets UCITS ETF 1C | 20.01% | 18.69% | 13.82% | 5.89% | -15.00% | 4.75% | 6.58% | 21.91% | -11.16% | -2.35% |
Correlation
The correlation between XDDX.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 | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2017 | 0.60 |
The correlation between XDDX.DE and XMME.DE has been stable across timeframes, ranging from 0.54 to 0.60 - 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
XDDX.DE vs. XMME.DE — Risk / Return Rank
XDDX.DE
XMME.DE
XDDX.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDDX.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.30 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 3.03 | -2.52 |
| Martin ratioReturn relative to average drawdown | 1.44 | 9.31 | -7.87 |
Loading charts...
Drawdowns
XDDX.DE vs. XMME.DE - Drawdown Comparison
The maximum XDDX.DE drawdown since its inception was -38.74%, which is greater than XMME.DE's maximum drawdown of -31.95%. Use the drawdown chart below to compare losses from any high point for XDDX.DE and XMME.DE.
Loading charts...
Drawdown Indicators
| XDDX.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.74% | -31.95% | -6.79% |
Max Drawdown (1Y)Largest decline over 1 year | -11.96% | -11.00% | -0.96% |
Max Drawdown (3Y)Largest decline over 3 years | -16.62% | -19.16% | +2.54% |
Max Drawdown (5Y)Largest decline over 5 years | -27.03% | -23.46% | -3.57% |
Max Drawdown (10Y)Largest decline over 10 years | -38.74% | — | — |
Current DrawdownCurrent decline from peak | -2.10% | -11.00% | +8.90% |
Average DrawdownAverage peak-to-trough decline | -7.09% | -9.76% | +2.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 3.58% | +0.65% |
Volatility
XDDX.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers DAX ESG Screened UCITS ETF 1D (XDDX.DE) is 3.88%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 8.51%. This indicates that XDDX.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
| XDDX.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 8.51% | -4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 12.78% | 17.91% | -5.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 20.34% | -4.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.14% | 17.33% | -0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 19.07% | -1.00% |
XDDX.DE vs. XMME.DE - Expense Ratio Comparison
XDDX.DE has a 0.09% 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
XDDX.DE vs. XMME.DE - Dividend Comparison
XDDX.DE's dividend yield for the trailing twelve months is around 2.31%, while XMME.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XDDX.DE Xtrackers DAX ESG Screened UCITS ETF 1D | 2.31% | 2.40% | 2.68% | 3.34% | 5.35% | 2.05% | 3.14% | 2.81% | 2.34% | 2.16% | 1.40% | 1.06% |
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
XDDX.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, XDDX.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDDX.DE is cheaper with a 0.09% expense ratio, compared with 0.18% for XMME.DE.
XDDX.DE is categorized as Europe Equities, while XMME.DE is Emerging Markets Equities. XDDX.DE tracks FSE DAX TR EUR, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.09% for XDDX.DE and 0.18% for XMME.DE.
Find the right allocation for XDDX.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