XEML vs. FDD
XEML (Xtrackers Europe Market Leaders ETF) and FDD (First Trust STOXX European Select Dividend Index Fund) are both Europe Equities funds - XEML tracks the STOXX Europe Total Market Leaders Index while FDD tracks the STOXX Europe Select Dividend 30. Both are passively managed. A 0.80 correlation means they provide meaningful diversification when combined. XEML charges 0.35%/yr vs 0.58%/yr for FDD.
Performance
XEML vs. FDD - Performance Comparison
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Returns By Period
In the year-to-date period, XEML achieves a 4.05% return, which is significantly lower than FDD's 10.35% return.
XEML
- 1D
- 0.95%
- 1M
- 1.17%
- YTD
- 4.05%
- 6M
- 3.58%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FDD
- 1D
- 0.75%
- 1M
- -3.30%
- YTD
- 10.35%
- 6M
- 10.50%
- 1Y
- 29.99%
- 3Y*
- 25.97%
- 5Y*
- 11.40%
- 10Y*
- 11.03%
XEML vs. FDD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XEML Xtrackers Europe Market Leaders ETF | 4.05% | -0.42% |
FDD First Trust STOXX European Select Dividend Index Fund | 10.35% | 0.63% |
Correlation
The correlation between XEML and FDD is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 23, 2025 | 0.80 |
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Return for Risk
XEML vs. FDD — Risk / Return Rank
XEML
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
FDD
XEML vs. FDD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Europe Market Leaders ETF (XEML) and First Trust STOXX European Select Dividend Index Fund (FDD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XEML | FDD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.32 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.21 | — |
| Martin ratioReturn relative to average drawdown | — | 10.52 | — |
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Drawdowns
XEML vs. FDD - Drawdown Comparison
The maximum XEML drawdown since its inception was -13.49%, smaller than the maximum FDD drawdown of -74.77%. Use the drawdown chart below to compare losses from any high point for XEML and FDD.
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Drawdown Indicators
| XEML | FDD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.49% | -74.77% | +61.28% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.39% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.06% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.43% | — |
Current DrawdownCurrent decline from peak | -4.46% | -3.30% | -1.16% |
Average DrawdownAverage peak-to-trough decline | -4.91% | -35.35% | +30.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.86% | — |
Volatility
XEML vs. FDD - Volatility Comparison
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Volatility by Period
| XEML | FDD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.40% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.15% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 19.55% | 16.08% | +3.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.55% | 18.48% | +1.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.55% | 19.85% | -0.30% |
XEML vs. FDD - Expense Ratio Comparison
XEML has a 0.35% expense ratio, which is lower than FDD's 0.58% expense ratio.
Dividends
XEML vs. FDD - Dividend Comparison
XEML's dividend yield for the trailing twelve months is around 1.79%, less than FDD's 6.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FDD First Trust STOXX European Select Dividend Index Fund | 6.80% | 3.99% | 7.65% | 6.85% | 6.07% | 3.44% | 4.01% | 4.69% | 5.05% | 2.78% | 4.88% | 4.35% |
XEML Xtrackers Europe Market Leaders ETF | 1.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XEML and FDD have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XEML is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XEML is cheaper with a 0.35% expense ratio, compared with 0.58% for FDD.
FDD has the higher dividend yield at 6.80%, compared with 1.79% for XEML.
XEML tracks STOXX Europe Total Market Leaders Index, while FDD tracks STOXX Europe Select Dividend 30. They also come from different issuers: Xtrackers and First Trust. Their fees differ too: 0.35% for XEML and 0.58% for FDD.
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