XDW0.DE vs. XMME.DE
XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, XDW0.DE returned 20.33%/yr vs 8.66%/yr for XMME.DE. At a 0.36 correlation, their price movements are largely independent. XDW0.DE charges 0.25%/yr vs 0.18%/yr for XMME.DE.
Performance
XDW0.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDW0.DE achieves a 32.75% return, which is significantly higher than XMME.DE's 30.06% return.
XDW0.DE
- 1D
- -0.47%
- 1M
- 3.29%
- YTD
- 32.75%
- 6M
- 28.86%
- 1Y
- 45.88%
- 3Y*
- 15.71%
- 5Y*
- 20.33%
- 10Y*
- 9.20%
XMME.DE
- 1D
- -1.04%
- 1M
- 5.19%
- YTD
- 30.06%
- 6M
- 29.85%
- 1Y
- 50.91%
- 3Y*
- 21.36%
- 5Y*
- 8.66%
- 10Y*
- —
XDW0.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 32.75% | 2.24% | 7.48% | 0.18% | 53.95% | 52.18% | -36.97% | 14.05% | -12.13% | 9.66% |
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 XDW0.DE and XMME.DE is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.36 |
The correlation between XDW0.DE and XMME.DE shifts across timeframes, from -0.11 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XDW0.DE vs. XMME.DE — Risk / Return Rank
XDW0.DE
XMME.DE
XDW0.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.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.
| XDW0.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.55 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 4.98 | -2.00 |
| Martin ratioReturn relative to average drawdown | 9.92 | 18.04 | -8.12 |
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
| XDW0.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 3.00 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | 0.51 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.45 | -0.08 |
Drawdowns
XDW0.DE vs. XMME.DE - Drawdown Comparison
The maximum XDW0.DE drawdown since its inception was -61.44%, 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 XDW0.DE and XMME.DE.
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Drawdown Indicators
| XDW0.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.44% | -31.96% | -29.48% |
Max Drawdown (1Y)Largest decline over 1 year | -15.05% | -10.67% | -4.38% |
Max Drawdown (3Y)Largest decline over 3 years | -23.71% | -19.16% | -4.55% |
Max Drawdown (5Y)Largest decline over 5 years | -23.71% | -24.38% | +0.67% |
Max Drawdown (10Y)Largest decline over 10 years | -61.44% | — | — |
Current DrawdownCurrent decline from peak | -7.38% | -1.04% | -6.34% |
Average DrawdownAverage peak-to-trough decline | -13.84% | -9.53% | -4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.53% | 2.95% | +1.58% |
Volatility
XDW0.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) is 6.96%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that XDW0.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
| XDW0.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 7.48% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 18.42% | 14.90% | +3.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.48% | 17.70% | +3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.04% | 16.74% | +7.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.02% | 18.61% | +7.41% |
XDW0.DE vs. XMME.DE - Expense Ratio Comparison
XDW0.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
XDW0.DE vs. XMME.DE - Dividend Comparison
Neither XDW0.DE nor XMME.DE has paid dividends to shareholders.
Frequently Asked Questions
XDW0.DE and XMME.DE have a correlation of -0.11, 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 XDW0.DE.
XDW0.DE is categorized as Energy Equities, while XMME.DE is Emerging Markets Equities. XDW0.DE tracks MSCI World/Energy NR USD, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.25% for XDW0.DE and 0.18% for XMME.DE.
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