XIEE.DE vs. XMME.DE
XIEE.DE (Xtrackers MSCI Europe UCITS ETF) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - XIEE.DE is a Europe Equities fund tracking the MSCI Europe, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 5 years, XIEE.DE returned 9.99%/yr vs 8.66%/yr for XMME.DE. A 0.66 correlation means they provide meaningful diversification when combined. XIEE.DE charges 0.12%/yr vs 0.18%/yr for XMME.DE.
Performance
XIEE.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XIEE.DE achieves a 7.68% return, which is significantly lower than XMME.DE's 30.06% return.
XIEE.DE
- 1D
- 0.61%
- 1M
- 1.14%
- YTD
- 7.68%
- 6M
- 9.97%
- 1Y
- 15.94%
- 3Y*
- 13.74%
- 5Y*
- 9.99%
- 10Y*
- 9.16%
XMME.DE
- 1D
- -1.04%
- 1M
- 5.19%
- YTD
- 30.06%
- 6M
- 29.85%
- 1Y
- 50.91%
- 3Y*
- 21.36%
- 5Y*
- 8.66%
- 10Y*
- —
XIEE.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 7.68% | 20.34% | 8.08% | 15.72% | -9.15% | 24.96% | -3.13% | 27.82% | -11.03% | 0.91% |
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 XIEE.DE and XMME.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.66 |
The correlation between XIEE.DE and XMME.DE has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.
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Return for Risk
XIEE.DE vs. XMME.DE — Risk / Return Rank
XIEE.DE
XMME.DE
XIEE.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF (XIEE.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.
| XIEE.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.74 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.55 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 1.67 | 4.98 | -3.31 |
| Martin ratioReturn relative to average drawdown | 6.35 | 18.04 | -11.69 |
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
| XIEE.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 3.00 | -1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.51 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.45 | +0.08 |
Drawdowns
XIEE.DE vs. XMME.DE - Drawdown Comparison
The maximum XIEE.DE drawdown since its inception was -35.51%, which is greater than XMME.DE's maximum drawdown of -31.96%. Use the drawdown chart below to compare losses from any high point for XIEE.DE and XMME.DE.
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Drawdown Indicators
| XIEE.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.51% | -31.96% | -3.55% |
Max Drawdown (1Y)Largest decline over 1 year | -9.61% | -10.67% | +1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -16.52% | -19.16% | +2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -19.30% | -24.38% | +5.08% |
Max Drawdown (10Y)Largest decline over 10 years | -35.51% | — | — |
Current DrawdownCurrent decline from peak | -1.61% | -1.04% | -0.57% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -9.53% | +4.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 2.95% | -0.42% |
Volatility
XIEE.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Europe UCITS ETF (XIEE.DE) is 4.32%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that XIEE.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
| XIEE.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.32% | 7.48% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.51% | 14.90% | -4.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.72% | 17.70% | -4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 16.74% | -2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 18.61% | -3.07% |
XIEE.DE vs. XMME.DE - Expense Ratio Comparison
XIEE.DE has a 0.12% expense ratio, which is lower than XMME.DE's 0.18% 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
XIEE.DE vs. XMME.DE - Dividend Comparison
XIEE.DE's dividend yield for the trailing twelve months is around 2.43%, while XMME.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
XIEE.DE Xtrackers MSCI Europe UCITS ETF | 2.43% | 2.49% | 3.26% | 2.85% | 5.70% | 1.50% | 3.74% | 0.30% | 3.19% | 0.92% | 0.09% |
XMME.DE Xtrackers MSCI Emerging Markets UCITS ETF 1C | 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
XIEE.DE and XMME.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for XMME.DE.
XIEE.DE is categorized as Europe Equities, while XMME.DE is Emerging Markets Equities. XIEE.DE tracks MSCI Europe, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.12% for XIEE.DE and 0.18% for XMME.DE.
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