XEMD.DE vs. VMMSX
Compare and contrast key facts about Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.DE) and Vanguard Emerging Markets Select Stock Fund (VMMSX).
XEMD.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI EM NR USD. It was launched on Nov 3, 2021. VMMSX is managed by Vanguard. It was launched on Jun 27, 2011.
Performance
XEMD.DE vs. VMMSX - Performance Comparison
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XEMD.DE vs. VMMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XEMD.DE Xtrackers MSCI Emerging Markets UCITS ETF 1D | 5.59% | 18.67% | 13.85% | 5.68% | -14.85% | -1.50% |
VMMSX Vanguard Emerging Markets Select Stock Fund | 6.41% | 19.58% | 12.90% | 7.27% | -13.08% | -2.23% |
Different Trading Currencies
XEMD.DE is traded in EUR, while VMMSX is traded in USD. To make them comparable, the VMMSX values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XEMD.DE achieves a 5.59% return, which is significantly lower than VMMSX's 6.41% return.
XEMD.DE
- 1D
- -1.36%
- 1M
- -2.00%
- YTD
- 5.59%
- 6M
- 7.83%
- 1Y
- 24.78%
- 3Y*
- 13.82%
- 5Y*
- —
- 10Y*
- —
VMMSX
- 1D
- 1.01%
- 1M
- -2.64%
- YTD
- 6.41%
- 6M
- 9.83%
- 1Y
- 25.68%
- 3Y*
- 14.06%
- 5Y*
- 5.14%
- 10Y*
- 9.02%
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XEMD.DE vs. VMMSX - Expense Ratio Comparison
XEMD.DE has a 0.18% expense ratio, which is lower than VMMSX's 0.84% expense ratio.
Return for Risk
XEMD.DE vs. VMMSX — Risk / Return Rank
XEMD.DE
VMMSX
XEMD.DE vs. VMMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.DE) and Vanguard Emerging Markets Select Stock Fund (VMMSX). 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.
| XEMD.DE | VMMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.37 | -0.04 |
Sortino ratioReturn per unit of downside risk | 1.83 | 1.86 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.28 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.73 | 1.92 | +0.81 |
Martin ratioReturn relative to average drawdown | 10.15 | 7.17 | +2.99 |
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
| XEMD.DE | VMMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.37 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.32 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.37 | -0.03 |
Correlation
The correlation between XEMD.DE and VMMSX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XEMD.DE vs. VMMSX - Dividend Comparison
XEMD.DE's dividend yield for the trailing twelve months is around 1.92%, less than VMMSX's 2.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XEMD.DE Xtrackers MSCI Emerging Markets UCITS ETF 1D | 1.92% | 1.92% | 3.01% | 2.38% | 2.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VMMSX Vanguard Emerging Markets Select Stock Fund | 2.21% | 2.32% | 3.33% | 3.05% | 3.71% | 6.80% | 1.04% | 2.04% | 2.53% | 1.54% | 1.44% | 1.87% |
Drawdowns
XEMD.DE vs. VMMSX - Drawdown Comparison
The maximum XEMD.DE drawdown since its inception was -23.50%, smaller than the maximum VMMSX drawdown of -35.91%. Use the drawdown chart below to compare losses from any high point for XEMD.DE and VMMSX.
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Drawdown Indicators
| XEMD.DE | VMMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.50% | -39.28% | +15.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.72% | -13.46% | +2.74% |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.39% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.82% | — |
Current DrawdownCurrent decline from peak | -8.73% | -9.66% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -13.53% | +4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 3.45% | -0.57% |
Volatility
XEMD.DE vs. VMMSX - Volatility Comparison
Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.DE) has a higher volatility of 7.53% compared to Vanguard Emerging Markets Select Stock Fund (VMMSX) at 6.86%. This indicates that XEMD.DE's price experiences larger fluctuations and is considered to be riskier than VMMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XEMD.DE | VMMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.53% | 6.86% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 13.21% | 12.53% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.46% | 18.69% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.35% | 16.26% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.35% | 17.79% | -1.44% |