XDPD.DE vs. XMME.DE
XDPD.DE (Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist)) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - XDPD.DE is a S&P 500 fund tracking the S&P 500 Index (EUR Hedged), while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, XDPD.DE returned 10.14%/yr vs 8.17%/yr for XMME.DE. A 0.61 correlation means they provide meaningful diversification when combined. XDPD.DE charges 0.20%/yr vs 0.18%/yr for XMME.DE.
Performance
XDPD.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDPD.DE achieves a 7.76% return, which is significantly lower than XMME.DE's 28.32% return.
XDPD.DE
- 1D
- 0.19%
- 1M
- -1.01%
- 6M
- 8.74%
- YTD
- 7.76%
- 1Y
- 17.59%
- 3Y*
- 17.59%
- 5Y*
- 10.14%
- 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*
- —
XDPD.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XDPD.DE Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) | 7.76% | 15.06% | 22.79% | 23.30% | -21.97% | 28.50% | 15.04% | 27.19% | -9.26% |
XMME.DE Xtrackers MSCI Emerging Markets UCITS ETF 1C | 28.32% | 18.69% | 13.82% | 5.89% | -15.00% | 4.75% | 6.58% | 21.91% | -2.81% |
Correlation
The correlation between XDPD.DE and XMME.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.61 |
The correlation between XDPD.DE and XMME.DE has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.
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Return for Risk
XDPD.DE vs. XMME.DE — Risk / Return Rank
XDPD.DE
XMME.DE
XDPD.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) (XDPD.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.
| XDPD.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.42 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | 4.27 | -2.25 |
| Martin ratioReturn relative to average drawdown | 8.10 | 14.15 | -6.06 |
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Drawdowns
XDPD.DE vs. XMME.DE - Drawdown Comparison
The maximum XDPD.DE drawdown since its inception was -34.14%, 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 XDPD.DE and XMME.DE.
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Drawdown Indicators
| XDPD.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.14% | -31.95% | -2.19% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -10.68% | +2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -18.51% | -19.16% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | -23.46% | -2.72% |
Current DrawdownCurrent decline from peak | -1.57% | -4.83% | +3.26% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -9.77% | +3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.17% | 3.23% | -1.06% |
Volatility
XDPD.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) (XDPD.DE) is 4.04%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 9.36%. This indicates that XDPD.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
| XDPD.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.04% | 9.36% | -5.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 17.23% | -8.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.06% | 19.70% | -7.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 17.22% | -1.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 19.02% | -1.33% |
XDPD.DE vs. XMME.DE - Expense Ratio Comparison
XDPD.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
XDPD.DE vs. XMME.DE - Dividend Comparison
XDPD.DE's dividend yield for the trailing twelve months is around 0.71%, while XMME.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
XDPD.DE Xtrackers S&P 500 UCITS ETF EUR Hedged (Dist) | 0.71% | 0.80% | 0.89% | 1.04% | 1.91% | 0.85% | 1.43% |
XMME.DE Xtrackers MSCI Emerging Markets UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDPD.DE and XMME.DE have a correlation of 0.63, 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 XDPD.DE.
XDPD.DE is categorized as S&P 500, while XMME.DE is Emerging Markets Equities. XDPD.DE tracks S&P 500 Index (EUR Hedged), while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.20% for XDPD.DE and 0.18% for XMME.DE.
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