XM1D.DE vs. XMME.DE
XM1D.DE (Xtrackers MSCI Japan UCITS ETF) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - XM1D.DE is a Japan Equities fund tracking the MSCI Japan, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 3 years, XM1D.DE returned 15.70%/yr vs 21.36%/yr for XMME.DE. At a 0.49 correlation, their price movements are largely independent. XM1D.DE charges 0.12%/yr vs 0.18%/yr for XMME.DE.
Performance
XM1D.DE vs. XMME.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XM1D.DE achieves a 17.34% return, which is significantly lower than XMME.DE's 30.06% return.
XM1D.DE
- 1D
- -0.34%
- 1M
- 3.75%
- YTD
- 17.34%
- 6M
- 17.24%
- 1Y
- 32.28%
- 3Y*
- 15.70%
- 5Y*
- —
- 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*
- —
XM1D.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 17.34% | 12.60% | 13.72% | 13.20% |
XMME.DE Xtrackers MSCI Emerging Markets UCITS ETF 1C | 30.06% | 18.69% | 13.82% | 5.77% |
Correlation
The correlation between XM1D.DE and XMME.DE is 0.55, 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 | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2023 | 0.49 |
The correlation between XM1D.DE and XMME.DE has been stable across timeframes, ranging from 0.49 to 0.55 - a consistent structural relationship.
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Return for Risk
XM1D.DE vs. XMME.DE — Risk / Return Rank
XM1D.DE
XMME.DE
XM1D.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Japan UCITS ETF (XM1D.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.
| XM1D.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.55 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 4.98 | -1.93 |
| Martin ratioReturn relative to average drawdown | 9.87 | 18.04 | -8.18 |
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
| XM1D.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.64 | 3.00 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.45 | +0.56 |
Drawdowns
XM1D.DE vs. XMME.DE - Drawdown Comparison
The maximum XM1D.DE drawdown since its inception was -16.92%, smaller than the maximum XMME.DE drawdown of -31.96%. Use the drawdown chart below to compare losses from any high point for XM1D.DE and XMME.DE.
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Drawdown Indicators
| XM1D.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.92% | -31.96% | +15.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -10.67% | +0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -16.92% | -19.16% | +2.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.38% | — |
Current DrawdownCurrent decline from peak | -0.34% | -1.04% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -3.04% | -9.53% | +6.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 2.95% | +0.19% |
Volatility
XM1D.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers MSCI Japan UCITS ETF (XM1D.DE) is 3.78%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that XM1D.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
| XM1D.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.78% | 7.48% | -3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 14.90% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.86% | 17.70% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.68% | 16.74% | +0.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.68% | 18.61% | -0.93% |
XM1D.DE vs. XMME.DE - Expense Ratio Comparison
XM1D.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
XM1D.DE vs. XMME.DE - Dividend Comparison
XM1D.DE's dividend yield for the trailing twelve months is around 1.47%, while XMME.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
XM1D.DE Xtrackers MSCI Japan UCITS ETF | 1.47% | 1.71% | 2.68% | 1.64% |
XMME.DE Xtrackers MSCI Emerging Markets UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XM1D.DE and XMME.DE have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XM1D.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XM1D.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for XMME.DE.
XM1D.DE is categorized as Japan Equities, while XMME.DE is Emerging Markets Equities. XM1D.DE tracks MSCI Japan, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.12% for XM1D.DE and 0.18% for XMME.DE.
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