XEUM.L vs. SMEA.L
Compare and contrast key facts about Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L).
XEUM.L and SMEA.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XEUM.L is a passively managed fund by DWS that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 5, 2013. SMEA.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Sep 25, 2009. Both XEUM.L and SMEA.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XEUM.L vs. SMEA.L - Performance Comparison
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XEUM.L vs. SMEA.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XEUM.L Xtrackers MSCI Europe ESG Screened UCITS ETF 1C | 1.01% | 22.70% | 2.86% | 14.00% | -5.29% | 14.84% | 9.94% | 23.14% | -12.46% | 19.05% |
SMEA.L iShares Core MSCI Europe UCITS ETF EUR (Acc) | 1.44% | 25.88% | 3.68% | 13.36% | -3.48% | 16.94% | 2.44% | 19.63% | -9.48% | 14.91% |
Returns By Period
In the year-to-date period, XEUM.L achieves a 1.01% return, which is significantly lower than SMEA.L's 1.44% return. Both investments have delivered pretty close results over the past 10 years, with XEUM.L having a 9.82% annualized return and SMEA.L not far ahead at 9.92%.
XEUM.L
- 1D
- 2.55%
- 1M
- -4.23%
- YTD
- 1.01%
- 6M
- 6.30%
- 1Y
- 16.51%
- 3Y*
- 10.73%
- 5Y*
- 8.95%
- 10Y*
- 9.82%
SMEA.L
- 1D
- 2.37%
- 1M
- -4.04%
- YTD
- 1.44%
- 6M
- 6.66%
- 1Y
- 18.39%
- 3Y*
- 11.90%
- 5Y*
- 10.40%
- 10Y*
- 9.92%
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XEUM.L vs. SMEA.L - Expense Ratio Comparison
Both XEUM.L and SMEA.L have an expense ratio of 0.12%, 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
XEUM.L vs. SMEA.L — Risk / Return Rank
XEUM.L
SMEA.L
XEUM.L vs. SMEA.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L). 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.
| XEUM.L | SMEA.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.19 | 1.37 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.61 | 1.82 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.27 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.80 | -0.22 |
Martin ratioReturn relative to average drawdown | 6.03 | 6.95 | -0.92 |
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
| XEUM.L | SMEA.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.19 | 1.37 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.77 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.68 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.58 | +0.07 |
Correlation
The correlation between XEUM.L and SMEA.L is 0.87, 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
XEUM.L vs. SMEA.L - Dividend Comparison
Neither XEUM.L nor SMEA.L has paid dividends to shareholders.
Drawdowns
XEUM.L vs. SMEA.L - Drawdown Comparison
The maximum XEUM.L drawdown since its inception was -30.91%, which is greater than SMEA.L's maximum drawdown of -28.48%. Use the drawdown chart below to compare losses from any high point for XEUM.L and SMEA.L.
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Drawdown Indicators
| XEUM.L | SMEA.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.91% | -28.48% | -2.43% |
Max Drawdown (1Y)Largest decline over 1 year | -10.70% | -10.56% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -17.79% | -15.76% | -2.03% |
Max Drawdown (10Y)Largest decline over 10 years | -30.91% | -28.48% | -2.43% |
Current DrawdownCurrent decline from peak | -6.27% | -6.14% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -4.56% | +0.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.73% | +0.07% |
Volatility
XEUM.L vs. SMEA.L - Volatility Comparison
Xtrackers MSCI Europe ESG Screened UCITS ETF 1C (XEUM.L) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L) have volatilities of 5.85% and 5.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XEUM.L | SMEA.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 5.82% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 9.12% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.89% | 13.39% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.86% | 13.57% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.92% | 15.01% | -0.09% |