XDWD.DE vs. XMME.DE
XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - XDWD.DE is a Global Equities fund tracking the MSCI World, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, XDWD.DE returned 12.89%/yr vs 8.66%/yr for XMME.DE. A 0.68 correlation means they provide meaningful diversification when combined. XDWD.DE charges 0.19%/yr vs 0.18%/yr for XMME.DE.
Performance
XDWD.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWD.DE achieves a 10.91% return, which is significantly lower than XMME.DE's 30.06% return.
XDWD.DE
- 1D
- -0.01%
- 1M
- 4.72%
- YTD
- 10.91%
- 6M
- 11.37%
- 1Y
- 23.85%
- 3Y*
- 17.56%
- 5Y*
- 12.89%
- 10Y*
- 12.83%
XMME.DE
- 1D
- -1.04%
- 1M
- 7.79%
- YTD
- 30.06%
- 6M
- 31.13%
- 1Y
- 51.93%
- 3Y*
- 21.36%
- 5Y*
- 8.66%
- 10Y*
- —
XDWD.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 10.91% | 7.85% | 25.98% | 20.18% | -13.67% | 32.74% | 5.48% | 31.27% | -4.94% | 3.33% |
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 XDWD.DE and XMME.DE is 0.71, 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 | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.68 |
The correlation between XDWD.DE and XMME.DE has been stable across timeframes, ranging from 0.62 to 0.71 - a consistent structural relationship.
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Return for Risk
XDWD.DE vs. XMME.DE — Risk / Return Rank
XDWD.DE
XMME.DE
XDWD.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1C (XDWD.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.
| XDWD.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.55 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.63 | 4.98 | -1.34 |
| Martin ratioReturn relative to average drawdown | 14.44 | 18.04 | -3.60 |
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
| XDWD.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 3.00 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.51 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.45 | +0.34 |
Drawdowns
XDWD.DE vs. XMME.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, roughly equal to the maximum XMME.DE drawdown of -31.96%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and XMME.DE.
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Drawdown Indicators
| XDWD.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -31.96% | -1.59% |
Max Drawdown (1Y)Largest decline over 1 year | -6.54% | -10.67% | +4.13% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -19.16% | -2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -24.38% | +2.74% |
Max Drawdown (10Y)Largest decline over 10 years | -33.55% | — | — |
Current DrawdownCurrent decline from peak | -0.33% | -1.04% | +0.71% |
Average DrawdownAverage peak-to-trough decline | -4.55% | -9.53% | +4.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 2.95% | -1.30% |
Volatility
XDWD.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) is 2.60%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that XDWD.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
| XDWD.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 7.48% | -4.88% |
Volatility (6M)Calculated over the trailing 6-month period | 7.77% | 14.90% | -7.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.12% | 17.70% | -6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 16.74% | -2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.16% | 18.61% | -3.45% |
XDWD.DE vs. XMME.DE - Expense Ratio Comparison
XDWD.DE has a 0.19% 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
XDWD.DE vs. XMME.DE - Dividend Comparison
Neither XDWD.DE nor XMME.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWD.DE and XMME.DE have a correlation of 0.71, 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 0.19% for XDWD.DE.
XDWD.DE is categorized as Global Equities, while XMME.DE is Emerging Markets Equities. XDWD.DE tracks MSCI World, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.19% for XDWD.DE and 0.18% for XMME.DE.
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