XDEW.DE vs. XMME.DE
XDEW.DE (Xtrackers S&P 500 Equal Weight UCITS ETF 1C) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - XDEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight Index, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, XDEW.DE returned 9.22%/yr vs 8.66%/yr for XMME.DE. A 0.57 correlation means they provide meaningful diversification when combined. XDEW.DE charges 0.20%/yr vs 0.18%/yr for XMME.DE.
Performance
XDEW.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEW.DE achieves a 10.39% return, which is significantly lower than XMME.DE's 30.06% return.
XDEW.DE
- 1D
- 0.30%
- 1M
- 3.90%
- YTD
- 10.39%
- 6M
- 10.29%
- 1Y
- 18.10%
- 3Y*
- 12.12%
- 5Y*
- 9.22%
- 10Y*
- 11.25%
XMME.DE
- 1D
- -1.04%
- 1M
- 5.19%
- YTD
- 30.06%
- 6M
- 29.85%
- 1Y
- 50.91%
- 3Y*
- 21.36%
- 5Y*
- 8.66%
- 10Y*
- —
XDEW.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEW.DE Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 10.39% | -0.46% | 18.66% | 10.08% | -6.94% | 41.59% | 1.18% | 31.25% | -4.52% | 3.00% |
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 XDEW.DE and XMME.DE is 0.50, 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 | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.57 |
The correlation between XDEW.DE and XMME.DE has been stable across timeframes, ranging from 0.48 to 0.57 - a consistent structural relationship.
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Return for Risk
XDEW.DE vs. XMME.DE — Risk / Return Rank
XDEW.DE
XMME.DE
XDEW.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 1C (XDEW.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.
| XDEW.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.55 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.51 | 4.98 | -1.47 |
| Martin ratioReturn relative to average drawdown | 10.36 | 18.04 | -7.69 |
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
| XDEW.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 3.00 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.51 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.45 | +0.23 |
Drawdowns
XDEW.DE vs. XMME.DE - Drawdown Comparison
The maximum XDEW.DE drawdown since its inception was -38.79%, 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 XDEW.DE and XMME.DE.
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Drawdown Indicators
| XDEW.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.79% | -31.96% | -6.83% |
Max Drawdown (1Y)Largest decline over 1 year | -5.06% | -10.67% | +5.61% |
Max Drawdown (3Y)Largest decline over 3 years | -22.70% | -19.16% | -3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -22.70% | -24.38% | +1.68% |
Max Drawdown (10Y)Largest decline over 10 years | -38.79% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.04% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -9.53% | +4.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 2.95% | -1.23% |
Volatility
XDEW.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight UCITS ETF 1C (XDEW.DE) is 2.06%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that XDEW.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
| XDEW.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 7.48% | -5.42% |
Volatility (6M)Calculated over the trailing 6-month period | 6.75% | 14.90% | -8.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.70% | 17.70% | -7.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.89% | 16.74% | -1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.86% | 18.61% | -1.75% |
XDEW.DE vs. XMME.DE - Expense Ratio Comparison
XDEW.DE has a 0.20% 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
XDEW.DE vs. XMME.DE - Dividend Comparison
Neither XDEW.DE nor XMME.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEW.DE and XMME.DE have a correlation of 0.50, 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 0.20% for XDEW.DE.
XDEW.DE is categorized as S&P 500, while XMME.DE is Emerging Markets Equities. XDEW.DE tracks S&P 500 Equal Weight Index, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.20% for XDEW.DE and 0.18% for XMME.DE.
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