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XMEM.L vs. IQQY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMEM.L vs. IQQY.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C (XMEM.L) and iShares Core MSCI Europe UCITS ETF EUR (Dist) (IQQY.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XMEM.L is traded in GBp, while IQQY.DE is traded in EUR. To make them comparable, the IQQY.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XMEM.L achieves a 25.99% return, which is significantly higher than IQQY.DE's 6.51% return. Both investments have delivered pretty close results over the past 10 years, with XMEM.L having a 10.73% annualized return and IQQY.DE not far behind at 10.23%.


XMEM.L

1D
-1.54%
1M
6.19%
YTD
25.99%
6M
27.99%
1Y
53.69%
3Y*
20.58%
5Y*
8.31%
10Y*
10.73%

IQQY.DE

1D
0.68%
1M
3.58%
YTD
6.51%
6M
8.75%
1Y
19.33%
3Y*
13.87%
5Y*
10.14%
10Y*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMEM.L vs. IQQY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMEM.L
Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C
25.99%24.74%8.98%2.98%-10.70%-2.06%13.72%13.41%-9.64%25.10%
IQQY.DE
iShares Core MSCI Europe UCITS ETF EUR (Dist)
6.51%26.78%3.60%13.13%-4.16%16.48%2.18%21.11%-9.63%15.28%

Correlation

The correlation between XMEM.L and IQQY.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

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.52

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2007

0.61

The correlation between XMEM.L and IQQY.DE has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.

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Return for Risk

XMEM.L vs. IQQY.DE — Risk / Return Rank

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

XMEM.L
XMEM.L Risk / Return Rank: 8989
Overall Rank
XMEM.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XMEM.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
XMEM.L Omega Ratio Rank: 9191
Omega Ratio Rank
XMEM.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
XMEM.L Martin Ratio Rank: 8585
Martin Ratio Rank

IQQY.DE
IQQY.DE Risk / Return Rank: 3737
Overall Rank
IQQY.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IQQY.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
IQQY.DE Omega Ratio Rank: 3636
Omega Ratio Rank
IQQY.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
IQQY.DE Martin Ratio Rank: 4141
Martin Ratio Rank
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.

XMEM.L vs. IQQY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C (XMEM.L) and iShares Core MSCI Europe UCITS ETF EUR (Dist) (IQQY.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.


XMEM.LIQQY.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.59

Sortino ratioReturn per unit of downside risk

+1.82

Omega ratioGain probability vs. loss probability

1.58

1.29

+0.29

Calmar ratioReturn relative to maximum drawdown

4.87

1.84

+3.04

Martin ratioReturn relative to average drawdown

17.24

6.68

+10.56

XMEM.L vs. IQQY.DE - Sharpe Ratio Comparison

The current XMEM.L Sharpe Ratio is 3.14, which is higher than the IQQY.DE Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of XMEM.L and IQQY.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XMEM.LIQQY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

1.55

+1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.71

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.67

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.38

-0.08

Drawdowns

XMEM.L vs. IQQY.DE - Drawdown Comparison

The maximum XMEM.L drawdown since its inception was -54.53%, which is greater than IQQY.DE's maximum drawdown of -44.87%. Use the drawdown chart below to compare losses from any high point for XMEM.L and IQQY.DE.


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Drawdown Indicators


XMEM.LIQQY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.53%

-44.87%

-9.66%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-10.48%

-0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-15.33%

-13.81%

-1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-23.94%

-15.87%

-8.07%

Max Drawdown (10Y)

Largest decline over 10 years

-27.58%

-28.37%

+0.79%

Current Drawdown

Current decline from peak

-2.44%

-1.25%

-1.19%

Average Drawdown

Average peak-to-trough decline

-11.73%

-6.94%

-4.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.89%

+0.21%

Volatility

XMEM.L vs. IQQY.DE - Volatility Comparison

Xtrackers MSCI Emerging Markets Swap UCITS ETF 1C (XMEM.L) has a higher volatility of 7.37% compared to iShares Core MSCI Europe UCITS ETF EUR (Dist) (IQQY.DE) at 4.10%. This indicates that XMEM.L's price experiences larger fluctuations and is considered to be riskier than IQQY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMEM.LIQQY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

4.10%

+3.27%

Volatility (6M)

Calculated over the trailing 6-month period

14.54%

10.48%

+4.06%

Volatility (1Y)

Calculated over the trailing 1-year period

17.04%

12.42%

+4.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.89%

14.08%

+2.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.31%

15.23%

+3.08%

XMEM.L vs. IQQY.DE - Expense Ratio Comparison

XMEM.L has a 0.49% expense ratio, which is higher than IQQY.DE's 0.12% expense ratio.


Dividends

XMEM.L vs. IQQY.DE - Dividend Comparison

XMEM.L has not paid dividends to shareholders, while IQQY.DE's dividend yield for the trailing twelve months is around 2.54%.


PositionTTM20252024202320222021202020192018201720162015
IQQY.DE
iShares Core MSCI Europe UCITS ETF EUR (Dist)
2.54%2.54%2.88%2.87%2.92%2.24%2.06%3.04%3.26%2.63%2.85%2.65%
XMEM.L
Xtrackers MSCI Emerging Markets Swap 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%0.00%

Frequently Asked Questions


XMEM.L and IQQY.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, IQQY.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IQQY.DE is cheaper with a 0.12% expense ratio, compared with 0.49% for XMEM.L.

XMEM.L is categorized as Emerging Markets Equities, while IQQY.DE is Europe Equities. XMEM.L tracks MSCI EM NR USD, while IQQY.DE tracks MSCI Europe. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.49% for XMEM.L and 0.12% for IQQY.DE.

Portfolio Optimizer

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