XEMD.DE vs. XSX6.DE
XEMD.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1D) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XEMD.DE is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 3 years, XEMD.DE returned 20.80%/yr vs 13.95%/yr for XSX6.DE. A 0.61 correlation means they provide meaningful diversification when combined. XEMD.DE charges 0.18%/yr vs 0.20%/yr for XSX6.DE.
Performance
XEMD.DE vs. XSX6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XEMD.DE achieves a 28.06% return, which is significantly higher than XSX6.DE's 7.40% return.
XEMD.DE
- 1D
- -1.59%
- 1M
- 6.02%
- YTD
- 28.06%
- 6M
- 29.15%
- 1Y
- 49.56%
- 3Y*
- 20.80%
- 5Y*
- —
- 10Y*
- —
XSX6.DE
- 1D
- 0.59%
- 1M
- 3.14%
- YTD
- 7.40%
- 6M
- 9.99%
- 1Y
- 16.44%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XEMD.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XEMD.DE Xtrackers MSCI Emerging Markets UCITS ETF 1D | 28.06% | 18.67% | 13.85% | 5.68% | -14.85% | -1.50% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 1.58% |
Correlation
The correlation between XEMD.DE and XSX6.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2021 | 0.61 |
The correlation between XEMD.DE and XSX6.DE has been stable across timeframes, ranging from 0.60 to 0.61 - a consistent structural relationship.
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Return for Risk
XEMD.DE vs. XSX6.DE — Risk / Return Rank
XEMD.DE
XSX6.DE
XEMD.DE vs. XSX6.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 Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.24 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 4.60 | 1.73 | +2.87 |
| Martin ratioReturn relative to average drawdown | 16.76 | 6.55 | +10.21 |
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 | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.77 | 1.26 | +1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.66 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.59 | -0.01 |
Drawdowns
XEMD.DE vs. XSX6.DE - Drawdown Comparison
The maximum XEMD.DE drawdown since its inception was -23.50%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XEMD.DE and XSX6.DE.
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Drawdown Indicators
| XEMD.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.50% | -36.05% | +12.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.72% | -9.46% | -1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -19.19% | -16.37% | -2.82% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.05% | — |
Current DrawdownCurrent decline from peak | -2.54% | -1.56% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -9.22% | -5.27% | -3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.50% | +0.45% |
Volatility
XEMD.DE vs. XSX6.DE - Volatility Comparison
Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.DE) has a higher volatility of 7.39% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.26%. This indicates that XEMD.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.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.DE | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.39% | 4.26% | +3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 10.73% | +4.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.84% | 12.95% | +4.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.76% | 14.44% | +2.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.76% | 15.61% | +1.15% |
XEMD.DE vs. XSX6.DE - Expense Ratio Comparison
XEMD.DE has a 0.18% expense ratio, which is lower than XSX6.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XEMD.DE vs. XSX6.DE - Dividend Comparison
XEMD.DE's dividend yield for the trailing twelve months is around 1.55%, while XSX6.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
XEMD.DE Xtrackers MSCI Emerging Markets UCITS ETF 1D | 1.55% | 1.92% | 3.01% | 2.38% | 2.66% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XEMD.DE and XSX6.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XEMD.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XEMD.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for XSX6.DE.
XEMD.DE is categorized as Emerging Markets Equities, while XSX6.DE is Europe Equities. XEMD.DE tracks MSCI EM NR USD, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.18% for XEMD.DE and 0.20% for XSX6.DE.
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