XHYA.DE vs. XMME.DE
XHYA.DE (Xtrackers EUR High Yield Corporate Bond UCITS ETF) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - XHYA.DE is a European High Yield Bonds fund tracking the iBoxx® EUR Liquid High Yield, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, XHYA.DE returned 2.78%/yr vs 8.66%/yr for XMME.DE. At a 0.42 correlation, their price movements are largely independent. XHYA.DE charges 0.20%/yr vs 0.18%/yr for XMME.DE.
Performance
XHYA.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XHYA.DE achieves a 1.11% return, which is significantly lower than XMME.DE's 30.06% return.
XHYA.DE
- 1D
- -0.22%
- 1M
- 0.41%
- YTD
- 1.11%
- 6M
- 1.27%
- 1Y
- 3.39%
- 3Y*
- 6.38%
- 5Y*
- 2.78%
- 10Y*
- —
XMME.DE
- 1D
- -1.04%
- 1M
- 5.19%
- YTD
- 30.06%
- 6M
- 29.85%
- 1Y
- 50.91%
- 3Y*
- 21.36%
- 5Y*
- 8.66%
- 10Y*
- —
XHYA.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XHYA.DE Xtrackers EUR High Yield Corporate Bond UCITS ETF | 1.11% | 4.47% | 6.15% | 10.88% | -8.84% | 2.96% | 2.02% | 9.71% | -3.59% | 1.42% |
XMME.DE Xtrackers MSCI Emerging Markets UCITS ETF 1C | 30.06% | 18.69% | 13.82% | 5.89% | -15.00% | 4.75% | 6.57% | 21.91% | -11.16% | 7.23% |
Correlation
The correlation between XHYA.DE and XMME.DE is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.42 |
The correlation between XHYA.DE and XMME.DE has been stable across timeframes, ranging from 0.42 to 0.52 - a consistent structural relationship.
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Return for Risk
XHYA.DE vs. XMME.DE — Risk / Return Rank
XHYA.DE
XMME.DE
XHYA.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.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.
| XHYA.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.16 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.55 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 4.98 | -3.87 |
| Martin ratioReturn relative to average drawdown | 4.54 | 18.04 | -13.51 |
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
| XHYA.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 3.00 | -2.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.51 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.45 | -0.01 |
Drawdowns
XHYA.DE vs. XMME.DE - Drawdown Comparison
The maximum XHYA.DE drawdown since its inception was -23.86%, smaller than the maximum XMME.DE drawdown of -31.96%. Use the drawdown chart below to compare losses from any high point for XHYA.DE and XMME.DE.
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Drawdown Indicators
| XHYA.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.86% | -31.96% | +8.10% |
Max Drawdown (1Y)Largest decline over 1 year | -2.89% | -10.67% | +7.78% |
Max Drawdown (3Y)Largest decline over 3 years | -4.23% | -19.16% | +14.93% |
Max Drawdown (5Y)Largest decline over 5 years | -14.48% | -24.38% | +9.90% |
Current DrawdownCurrent decline from peak | -0.22% | -1.04% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -9.53% | +7.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 2.95% | -2.24% |
Volatility
XHYA.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) is 1.08%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that XHYA.DE experiences smaller price fluctuations and is considered to be less risky than XMME.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XHYA.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 7.48% | -6.40% |
Volatility (6M)Calculated over the trailing 6-month period | 3.23% | 14.90% | -11.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 17.70% | -13.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.46% | 16.74% | -11.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.67% | 18.61% | -11.94% |
XHYA.DE vs. XMME.DE - Expense Ratio Comparison
XHYA.DE has a 0.20% expense ratio, which is higher than XMME.DE'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
XHYA.DE vs. XMME.DE - Dividend Comparison
Neither XHYA.DE nor XMME.DE has paid dividends to shareholders.
Frequently Asked Questions
XHYA.DE and XMME.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XMME.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XMME.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for XHYA.DE.
XHYA.DE is categorized as European High Yield Bonds, while XMME.DE is Emerging Markets Equities. XHYA.DE tracks iBoxx® EUR Liquid High Yield, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.20% for XHYA.DE and 0.18% for XMME.DE.
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