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XDEE.DE vs. XMME.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDEE.DE vs. XMME.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.DE) 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, XDEE.DE achieves a 10.42% return, which is significantly lower than XMME.DE's 28.32% return.


XDEE.DE

1D
0.08%
1M
2.61%
6M
11.12%
YTD
10.42%
1Y
14.68%
3Y*
11.69%
5Y*
10Y*

XMME.DE

1D
2.30%
1M
-1.33%
6M
24.68%
YTD
28.32%
1Y
45.78%
3Y*
20.47%
5Y*
8.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEE.DE vs. XMME.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XDEE.DE
Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc)
10.42%9.31%10.02%10.87%-15.34%1.66%
XMME.DE
Xtrackers MSCI Emerging Markets UCITS ETF 1C
28.32%18.69%13.82%5.89%-15.00%-0.55%

Correlation

The correlation between XDEE.DE and XMME.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

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

0.48

Correlation (All Time)
Calculated using the full available price history since Nov 3, 2021

0.49

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Return for Risk

XDEE.DE vs. XMME.DE — Risk / Return Rank

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

XDEE.DE
XDEE.DE Risk / Return Rank: 4848
Overall Rank
XDEE.DE Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XDEE.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
XDEE.DE Omega Ratio Rank: 4343
Omega Ratio Rank
XDEE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
XDEE.DE Martin Ratio Rank: 5050
Martin Ratio Rank

XMME.DE
XMME.DE Risk / Return Rank: 8686
Overall Rank
XMME.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XMME.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
XMME.DE Omega Ratio Rank: 8484
Omega Ratio Rank
XMME.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
XMME.DE Martin Ratio Rank: 8585
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.

XDEE.DE vs. XMME.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.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.


XDEE.DEXMME.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.97

Sortino ratioReturn per unit of downside risk

-0.99

Omega ratioGain probability vs. loss probability

1.24

1.42

-0.18

Calmar ratioReturn relative to maximum drawdown

2.02

4.27

-2.25

Martin ratioReturn relative to average drawdown

7.08

14.15

-7.07

XDEE.DE vs. XMME.DE - Sharpe Ratio Comparison

The current XDEE.DE Sharpe Ratio is 1.34, which is lower than the XMME.DE Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of XDEE.DE 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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Drawdowns

XDEE.DE vs. XMME.DE - Drawdown Comparison

The maximum XDEE.DE drawdown since its inception was -22.64%, smaller than the maximum XMME.DE drawdown of -31.95%. Use the drawdown chart below to compare losses from any high point for XDEE.DE and XMME.DE.


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Drawdown Indicators


XDEE.DEXMME.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.64%

-31.95%

+9.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.23%

-10.68%

+3.45%

Max Drawdown (3Y)

Largest decline over 3 years

-18.93%

-19.16%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.46%

Current Drawdown

Current decline from peak

0.00%

-4.83%

+4.83%

Average Drawdown

Average peak-to-trough decline

-7.31%

-9.77%

+2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

3.23%

-1.16%

Volatility

XDEE.DE vs. XMME.DE - Volatility Comparison

The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF EUR Hedged (Acc) (XDEE.DE) is 3.13%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 9.36%. This indicates that XDEE.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


XDEE.DEXMME.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

9.36%

-6.23%

Volatility (6M)

Calculated over the trailing 6-month period

7.70%

17.23%

-9.53%

Volatility (1Y)

Calculated over the trailing 1-year period

10.92%

19.70%

-8.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

17.22%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

19.02%

-2.79%

XDEE.DE vs. XMME.DE - Expense Ratio Comparison

XDEE.DE has a 0.30% expense ratio, which is higher than XMME.DE's 0.18% expense ratio.


Dividends

XDEE.DE vs. XMME.DE - Dividend Comparison

Neither XDEE.DE nor XMME.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XDEE.DE and XMME.DE have a correlation of 0.48, 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 0.30% for XDEE.DE.

XDEE.DE is categorized as S&P 500, while XMME.DE is Emerging Markets Equities. XDEE.DE tracks S&P 500 Equal Weight Index (EUR Hedged), while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.30% for XDEE.DE and 0.18% for XMME.DE.

Portfolio Optimizer

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