XDEP.DE vs. XMME.DE
XDEP.DE (Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - XDEP.DE is a European Corporate Bonds fund tracking the iBoxx® EUR Corporates Yield Plus, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, XDEP.DE returned 0.29%/yr vs 8.66%/yr for XMME.DE. At a 0.25 correlation, their price movements are largely independent. XDEP.DE charges 0.25%/yr vs 0.18%/yr for XMME.DE.
Performance
XDEP.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEP.DE achieves a 0.60% return, which is significantly lower than XMME.DE's 30.06% return.
XDEP.DE
- 1D
- 0.09%
- 1M
- 0.22%
- YTD
- 0.60%
- 6M
- 0.55%
- 1Y
- 2.53%
- 3Y*
- 5.50%
- 5Y*
- 0.29%
- 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*
- —
XDEP.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEP.DE Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF | 0.60% | 3.58% | 5.25% | 9.38% | -15.31% | -0.31% | 2.90% | 8.79% | -2.58% | 1.56% |
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 XDEP.DE and XMME.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.25 |
The correlation between XDEP.DE and XMME.DE shifts across timeframes, from 0.22 (5 years) to 0.40 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDEP.DE vs. XMME.DE — Risk / Return Rank
XDEP.DE
XMME.DE
XDEP.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.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.
| XDEP.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.55 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 4.98 | -4.28 |
| Martin ratioReturn relative to average drawdown | 2.39 | 18.04 | -15.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDEP.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 3.00 | -2.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.51 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.45 | -0.14 |
Drawdowns
XDEP.DE vs. XMME.DE - Drawdown Comparison
The maximum XDEP.DE drawdown since its inception was -19.79%, smaller than the maximum XMME.DE drawdown of -31.96%. Use the drawdown chart below to compare losses from any high point for XDEP.DE and XMME.DE.
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Drawdown Indicators
| XDEP.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.79% | -31.96% | +12.17% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -10.67% | +7.45% |
Max Drawdown (3Y)Largest decline over 3 years | -3.22% | -19.16% | +15.94% |
Max Drawdown (5Y)Largest decline over 5 years | -19.79% | -24.38% | +4.59% |
Current DrawdownCurrent decline from peak | -0.90% | -1.04% | +0.14% |
Average DrawdownAverage peak-to-trough decline | -4.48% | -9.53% | +5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.95% | 2.95% | -2.00% |
Volatility
XDEP.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) is 1.21%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that XDEP.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
| XDEP.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 7.48% | -6.27% |
Volatility (6M)Calculated over the trailing 6-month period | 3.13% | 14.90% | -11.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.47% | 17.70% | -14.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.72% | 16.74% | -12.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.28% | 18.61% | -13.33% |
XDEP.DE vs. XMME.DE - Expense Ratio Comparison
XDEP.DE has a 0.25% expense ratio, which is higher than XMME.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDEP.DE vs. XMME.DE - Dividend Comparison
XDEP.DE's dividend yield for the trailing twelve months is around 2.88%, while XMME.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
XDEP.DE Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF | 2.88% | 2.73% | 2.26% | 1.68% | 2.51% | 1.53% | 1.85% | 1.40% | 0.72% |
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% |
Frequently Asked Questions
XDEP.DE and XMME.DE have a correlation of 0.40, 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 0.25% for XDEP.DE.
XDEP.DE is categorized as European Corporate Bonds, while XMME.DE is Emerging Markets Equities. XDEP.DE tracks iBoxx® EUR Corporates Yield Plus, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.25% for XDEP.DE and 0.18% for XMME.DE.
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