XGIU.L vs. XMME.L

Last updated Jun 5, 2026

XGIU.L (Xtrackers Global Inflation-Linked Bond UCITS ETF 5C) and XMME.L (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - XGIU.L is a Inflation-Protected Bonds fund tracking the Bloomberg Gbl Infl Linked TR USD, while XMME.L is a Emerging Markets Equities fund tracking the MSCI Total Return Net Emerging Markets Index. Both are passively managed. Over the past 5 years, XGIU.L returned -1.04%/yr vs 8.46%/yr for XMME.L. At a 0.01 correlation, their price movements are largely independent. XGIU.L charges 0.20%/yr vs 0.18%/yr for XMME.L.

Performance

XGIU.L vs. XMME.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.L) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XGIU.L is traded in GBp, while XMME.L is traded in USD. To make them comparable, the XMME.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XGIU.L achieves a 1.28% return, which is significantly lower than XMME.L's 27.00% return.

XGIU.L

• 1D: 0.09%
• 1M: 0.66%
• YTD: 1.28%
• 6M: 0.66%
• 1Y: 4.77%
• 3Y*: 0.78%
• 5Y*: -1.04%
• 10Y*: 1.97%

XMME.L

• 1D: -1.55%
• 1M: 6.15%
• YTD: 27.00%
• 6M: 27.77%
• 1Y: 53.60%
• 3Y*: 21.03%
• 5Y*: 8.46%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XGIU.L vs. XMME.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XGIU.L Xtrackers Global Inflation-Linked Bond UCITS ETF 5C	1.28%	1.16%	-1.40%	-0.59%	-12.25%	3.51%	7.89%	4.14%	3.71%	-0.87%
XMME.L Xtrackers MSCI Emerging Markets UCITS ETF 1C	27.00%	24.25%	9.25%	4.13%	-11.35%	-1.89%	14.98%	12.73%	-9.39%	11.95%

Correlation

The correlation between XGIU.L and XMME.L is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (5Y) Calculated over the trailing 5-year period	-0.00
Correlation (All Time) Calculated using the full available price history since Jun 30, 2017	0.01

Return for Risk

XGIU.L vs. XMME.L — Risk / Return Rank

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

XGIU.L

XGIU.L Risk / Return Rank: 27
XGIU.L Sharpe Ratio Rank: 27
XGIU.L Sortino Ratio Rank: 25
XGIU.L Omega Ratio Rank: 26
XGIU.L Calmar Ratio Rank: 33
XGIU.L Martin Ratio Rank: 24

XMME.L

XMME.L Risk / Return Rank: 80
XMME.L Sharpe Ratio Rank: 82
XMME.L Sortino Ratio Rank: 79
XMME.L Omega Ratio Rank: 81
XMME.L Calmar Ratio Rank: 79
XMME.L Martin Ratio Rank: 77

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.

XGIU.L vs. XMME.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.L) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.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.

	XGIU.L	XMME.L	Difference
Sharpe ratio: Return per unit of total volatility	0.93	2.91	-1.97
Sortino ratio: Return per unit of downside risk	1.32	3.74	-2.42
Omega ratio: Gain probability vs. loss probability	1.17	1.53	-0.36
Calmar ratio: Return relative to maximum drawdown	1.60	4.94	-3.33
Martin ratio: Return relative to average drawdown	3.05	16.72	-13.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XGIU.L vs. XMME.L - Sharpe Ratio Comparison

The current XGIU.L Sharpe Ratio is 0.93, which is lower than the XMME.L Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of XGIU.L and XMME.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XGIU.L	XMME.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.93	2.91	-1.97
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.14	0.50	-0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.30	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	0.44	-0.11

Drawdowns

XGIU.L vs. XMME.L - Drawdown Comparison

The maximum XGIU.L drawdown since its inception was -20.08%, smaller than the maximum XMME.L drawdown of -27.98%. Use the drawdown chart below to compare losses from any high point for XGIU.L and XMME.L.

Drawdown Indicators

	XGIU.L	XMME.L	Difference
Max Drawdown Largest peak-to-trough decline	-20.08%	-27.98%	+7.90%
Max Drawdown (1Y) Largest decline over 1 year	-2.97%	-10.80%	+7.83%
Max Drawdown (3Y) Largest decline over 3 years	-5.40%	-15.74%	+10.34%
Max Drawdown (5Y) Largest decline over 5 years	-20.08%	-24.54%	+4.46%
Max Drawdown (10Y) Largest decline over 10 years	-20.08%	—	—
Current Drawdown Current decline from peak	-14.69%	-2.44%	-12.25%
Average Drawdown Average peak-to-trough decline	-11.04%	-10.03%	-1.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.56%	3.20%	-1.64%

Volatility

XGIU.L vs. XMME.L - Volatility Comparison

The current volatility for Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.L) is 2.42%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.L) has a volatility of 7.88%. This indicates that XGIU.L experiences smaller price fluctuations and is considered to be less risky than XMME.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XGIU.L	XMME.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.42%	7.88%	-5.46%
Volatility (6M) Calculated over the trailing 6-month period	3.99%	15.86%	-11.87%
Volatility (1Y) Calculated over the trailing 1-year period	5.10%	18.38%	-13.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.96%	17.04%	-8.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.64%	18.93%	-7.29%

XGIU.L vs. XMME.L - Expense Ratio Comparison

XGIU.L has a 0.20% expense ratio, which is higher than XMME.L's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

XGIU.L vs. XMME.L - Dividend Comparison

Neither XGIU.L nor XMME.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XGIU.L and XMME.L in my portfolio?

XGIU.L and XMME.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XGIU.L or XMME.L?

On fees, XMME.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XGIU.L or XMME.L?

XMME.L is cheaper with a 0.18% expense ratio, compared with 0.20% for XGIU.L.

What is the main difference between XGIU.L and XMME.L?

XGIU.L is categorized as Inflation-Protected Bonds, while XMME.L is Emerging Markets Equities. XGIU.L tracks Bloomberg Gbl Infl Linked TR USD, while XMME.L tracks MSCI Total Return Net Emerging Markets Index. Their fees differ too: 0.20% for XGIU.L and 0.18% for XMME.L.