XMEU.L vs. XMME.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE).

XMEU.L and XMME.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMEU.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI Europe NR EUR. It was launched on Jan 10, 2007. XMME.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Emerging Markets. It was launched on Jun 21, 2017. Both XMEU.L and XMME.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

XMEU.L vs. XMME.DE - Performance Comparison

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

XMEU.L vs. XMME.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XMEU.L Xtrackers MSCI Europe UCITS ETF 1C	1.46%	25.81%	3.60%	13.26%	-3.48%	16.84%	2.45%	19.45%	-9.45%	1.68%
XMME.DE Xtrackers MSCI Emerging Markets UCITS ETF 1C	7.31%	24.87%	8.86%	3.78%	-10.35%	-2.64%	12.59%	15.56%	-9.91%	8.38%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, XMEU.L achieves a 1.46% return, which is significantly lower than XMME.DE's 7.31% return.

XMEU.L

• 1D: 2.24%
• 1M: -4.17%
• YTD: 1.46%
• 6M: 6.43%
• 1Y: 17.99%
• 3Y*: 11.85%
• 5Y*: 10.40%
• 10Y*: 9.90%

XMME.DE

• 1D: 3.59%
• 1M: -5.04%
• YTD: 7.31%
• 6M: 10.58%
• 1Y: 31.76%
• 3Y*: 14.01%
• 5Y*: 5.17%
• 10Y*: —

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

XMEU.L vs. XMME.DE - Expense Ratio Comparison

XMEU.L 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%.

XMME.DE

Xtrackers MSCI Emerging Markets UCITS ETF 1C

XMEU.L

Xtrackers MSCI Europe UCITS ETF 1C

Return for Risk

XMEU.L vs. XMME.DE — Risk / Return Rank

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

XMEU.L

XMEU.L Risk / Return Rank: 67
XMEU.L Sharpe Ratio Rank: 71
XMEU.L Sortino Ratio Rank: 65
XMEU.L Omega Ratio Rank: 69
XMEU.L Calmar Ratio Rank: 66
XMEU.L Martin Ratio Rank: 64

XMME.DE

XMME.DE Risk / Return Rank: 75
XMME.DE Sharpe Ratio Rank: 74
XMME.DE Sortino Ratio Rank: 72
XMME.DE Omega Ratio Rank: 70
XMME.DE Calmar Ratio Rank: 82
XMME.DE Martin Ratio Rank: 75

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.

XMEU.L vs. XMME.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L) 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.

	XMEU.L	XMME.DE	Difference
Sharpe ratio Return per unit of total volatility	1.31	1.79	-0.49
Sortino ratio Return per unit of downside risk	1.72	2.35	-0.63
Omega ratio Gain probability vs. loss probability	1.27	1.35	-0.08
Calmar ratio Return relative to maximum drawdown	1.80	2.97	-1.17
Martin ratio Return relative to average drawdown	6.89	10.48	-3.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XMEU.L vs. XMME.DE - Sharpe Ratio Comparison

The current XMEU.L Sharpe Ratio is 1.31, which is comparable to the XMME.DE Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of XMEU.L and XMME.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XMEU.L	XMME.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.31	1.79	-0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.32	+0.44
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.33	+0.08

Correlation

The correlation between XMEU.L and XMME.DE is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

XMEU.L vs. XMME.DE - Dividend Comparison

Neither XMEU.L nor XMME.DE has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
XMEU.L Xtrackers MSCI Europe UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.12%
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%

Drawdowns

XMEU.L vs. XMME.DE - Drawdown Comparison

The maximum XMEU.L drawdown since its inception was -44.27%, which is greater than XMME.DE's maximum drawdown of -27.82%. Use the drawdown chart below to compare losses from any high point for XMEU.L and XMME.DE.

Drawdown Indicators

	XMEU.L	XMME.DE	Difference
Max Drawdown Largest peak-to-trough decline	-44.27%	-31.96%	-12.31%
Max Drawdown (1Y) Largest decline over 1 year	-10.32%	-13.65%	+3.33%
Max Drawdown (5Y) Largest decline over 5 years	-15.60%	-24.38%	+8.78%
Max Drawdown (10Y) Largest decline over 10 years	-28.55%	—	—
Current Drawdown Current decline from peak	-6.06%	-7.50%	+1.44%
Average Drawdown Average peak-to-trough decline	-5.92%	-9.68%	+3.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.70%	3.13%	-0.43%

Volatility

XMEU.L vs. XMME.DE - Volatility Comparison

The current volatility for Xtrackers MSCI Europe UCITS ETF 1C (XMEU.L) is 5.73%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.51%. This indicates that XMEU.L 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.

Volatility by Period

	XMEU.L	XMME.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.73%	7.51%	-1.78%
Volatility (6M) Calculated over the trailing 6-month period	9.09%	12.95%	-3.86%
Volatility (1Y) Calculated over the trailing 1-year period	13.75%	17.64%	-3.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.75%	16.10%	-2.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.82%	18.23%	-3.41%