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XEMD.DE vs. WDTE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XEMD.DE vs. WDTE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.DE) and Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE). The values are adjusted to include any dividend payments, if applicable.

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XEMD.DE vs. WDTE.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XEMD.DE
Xtrackers MSCI Emerging Markets UCITS ETF 1D
5.59%18.67%13.85%2.83%
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
-8.13%6.19%42.11%32.17%

Returns By Period

In the year-to-date period, XEMD.DE achieves a 5.59% return, which is significantly higher than WDTE.DE's -8.13% return.


XEMD.DE

1D
-1.36%
1M
-2.00%
YTD
5.59%
6M
7.83%
1Y
24.78%
3Y*
13.82%
5Y*
10Y*

WDTE.DE

1D
0.06%
1M
-2.70%
YTD
-8.13%
6M
-7.29%
1Y
13.22%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XEMD.DE vs. WDTE.DE - Expense Ratio Comparison

Both XEMD.DE and WDTE.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%.


Return for Risk

XEMD.DE vs. WDTE.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XEMD.DE
XEMD.DE Risk / Return Rank: 7373
Overall Rank
XEMD.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
XEMD.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
XEMD.DE Omega Ratio Rank: 6666
Omega Ratio Rank
XEMD.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
XEMD.DE Martin Ratio Rank: 7979
Martin Ratio Rank

WDTE.DE
WDTE.DE Risk / Return Rank: 3232
Overall Rank
WDTE.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
WDTE.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
WDTE.DE Omega Ratio Rank: 2727
Omega Ratio Rank
WDTE.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
WDTE.DE Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XEMD.DE vs. WDTE.DE - 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 Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.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.


XEMD.DEWDTE.DEDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.57

+0.76

Sortino ratio

Return per unit of downside risk

1.83

0.92

+0.91

Omega ratio

Gain probability vs. loss probability

1.26

1.12

+0.13

Calmar ratio

Return relative to maximum drawdown

2.73

1.37

+1.36

Martin ratio

Return relative to average drawdown

10.15

3.79

+6.37

XEMD.DE vs. WDTE.DE - Sharpe Ratio Comparison

The current XEMD.DE Sharpe Ratio is 1.34, which is higher than the WDTE.DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of XEMD.DE and WDTE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XEMD.DEWDTE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.57

+0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

1.04

-0.71

Correlation

The correlation between XEMD.DE and WDTE.DE is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XEMD.DE vs. WDTE.DE - Dividend Comparison

XEMD.DE's dividend yield for the trailing twelve months is around 1.92%, while WDTE.DE has not paid dividends to shareholders.


TTM2025202420232022
XEMD.DE
Xtrackers MSCI Emerging Markets UCITS ETF 1D
1.92%1.92%3.01%2.38%2.66%
WDTE.DE
Invesco S&P World Information Technology ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%

Drawdowns

XEMD.DE vs. WDTE.DE - Drawdown Comparison

The maximum XEMD.DE drawdown since its inception was -23.50%, smaller than the maximum WDTE.DE drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for XEMD.DE and WDTE.DE.


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Drawdown Indicators


XEMD.DEWDTE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.50%

-28.19%

+4.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.72%

-15.79%

+5.07%

Current Drawdown

Current decline from peak

-8.73%

-13.24%

+4.51%

Average Drawdown

Average peak-to-trough decline

-9.51%

-5.06%

-4.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

5.71%

-2.83%

Volatility

XEMD.DE vs. WDTE.DE - Volatility Comparison

Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.DE) has a higher volatility of 7.53% compared to Invesco S&P World Information Technology ESG UCITS ETF Acc (WDTE.DE) at 4.99%. This indicates that XEMD.DE's price experiences larger fluctuations and is considered to be riskier than WDTE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XEMD.DEWDTE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.53%

4.99%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

13.21%

14.26%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

18.46%

23.01%

-4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.35%

21.53%

-5.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.35%

21.53%

-5.18%