XDRE.DE vs. XMME.DE
XDRE.DE (Xtrackers Developed Green Real Estate ESG UCITS ETF 1C) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - XDRE.DE is a REIT fund tracking the Dow Jones Developed Green Real Estate Index, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past year, XDRE.DE returned 9.60% vs 50.91% for XMME.DE. At a 0.32 correlation, their price movements are largely independent. Both charge a 0.18% expense ratio.
Performance
XDRE.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDRE.DE achieves a 7.27% return, which is significantly lower than XMME.DE's 30.06% return.
XDRE.DE
- 1D
- 0.41%
- 1M
- 0.53%
- YTD
- 7.27%
- 6M
- 6.71%
- 1Y
- 9.60%
- 3Y*
- —
- 5Y*
- —
- 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*
- —
XDRE.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XDRE.DE Xtrackers Developed Green Real Estate ESG UCITS ETF 1C | 7.27% | -2.46% | -3.63% |
XMME.DE Xtrackers MSCI Emerging Markets UCITS ETF 1C | 30.06% | 18.69% | -0.52% |
Correlation
The correlation between XDRE.DE and XMME.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2024 | 0.32 |
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Return for Risk
XDRE.DE vs. XMME.DE — Risk / Return Rank
XDRE.DE
XMME.DE
XDRE.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.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.
| XDRE.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.70 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.55 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | 4.98 | -3.57 |
| Martin ratioReturn relative to average drawdown | 4.22 | 18.04 | -13.82 |
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
| XDRE.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 3.00 | -2.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.04 | 0.45 | -0.41 |
Drawdowns
XDRE.DE vs. XMME.DE - Drawdown Comparison
The maximum XDRE.DE drawdown since its inception was -20.91%, smaller than the maximum XMME.DE drawdown of -31.96%. Use the drawdown chart below to compare losses from any high point for XDRE.DE and XMME.DE.
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Drawdown Indicators
| XDRE.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.91% | -31.96% | +11.05% |
Max Drawdown (1Y)Largest decline over 1 year | -6.79% | -10.67% | +3.88% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.16% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.38% | — |
Current DrawdownCurrent decline from peak | -2.81% | -1.04% | -1.77% |
Average DrawdownAverage peak-to-trough decline | -8.22% | -9.53% | +1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.27% | 2.95% | -0.68% |
Volatility
XDRE.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) is 2.92%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that XDRE.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
| XDRE.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.92% | 7.48% | -4.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.43% | 14.90% | -6.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.17% | 17.70% | -6.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.01% | 16.74% | -2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.01% | 18.61% | -4.60% |
XDRE.DE vs. XMME.DE - Expense Ratio Comparison
Both XDRE.DE and XMME.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XDRE.DE vs. XMME.DE - Dividend Comparison
Neither XDRE.DE nor XMME.DE has paid dividends to shareholders.
Frequently Asked Questions
XDRE.DE and XMME.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XDRE.DE and XMME.DE have the same expense ratio: 0.18% per year.
XDRE.DE is categorized as REIT, while XMME.DE is Emerging Markets Equities. XDRE.DE tracks Dow Jones Developed Green Real Estate Index, while XMME.DE tracks MSCI Emerging Markets.
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