PortfoliosLab logoPortfoliosLab logo
XMKA.DE vs. WTEI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMKA.DE vs. WTEI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Africa Top 50 Swap UCITS ETF (Acc) (XMKA.DE) and WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XMKA.DE achieves a 0.44% return, which is significantly lower than WTEI.DE's 21.67% return. Over the past 10 years, XMKA.DE has underperformed WTEI.DE with an annualized return of 3.73%, while WTEI.DE has yielded a comparatively higher 9.62% annualized return.


XMKA.DE

1D
0.77%
1M
2.33%
6M
-1.39%
YTD
0.44%
1Y
18.36%
3Y*
15.85%
5Y*
6.25%
10Y*
3.73%

WTEI.DE

1D
1.31%
1M
0.72%
6M
20.40%
YTD
21.67%
1Y
28.16%
3Y*
16.16%
5Y*
11.20%
10Y*
9.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMKA.DE vs. WTEI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMKA.DE
Xtrackers MSCI Africa Top 50 Swap UCITS ETF (Acc)
0.44%36.20%10.13%-6.42%-6.03%12.80%-15.94%13.45%-15.31%10.09%
WTEI.DE
WisdomTree Emerging Markets Equity Income UCITS ETF
21.67%7.76%11.70%16.82%-7.16%22.68%-15.24%23.06%-3.85%10.46%

Correlation

The correlation between XMKA.DE and WTEI.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

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

0.49

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

0.60

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2014

0.64

Over the past year, the correlation between XMKA.DE and WTEI.DE has dropped to 0.43 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XMKA.DE vs. WTEI.DE — Risk / Return Rank

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

XMKA.DE
XMKA.DE Risk / Return Rank: 2727
Overall Rank
XMKA.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
XMKA.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
XMKA.DE Omega Ratio Rank: 2929
Omega Ratio Rank
XMKA.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
XMKA.DE Martin Ratio Rank: 2424
Martin Ratio Rank

WTEI.DE
WTEI.DE Risk / Return Rank: 8484
Overall Rank
WTEI.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WTEI.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
WTEI.DE Omega Ratio Rank: 7878
Omega Ratio Rank
WTEI.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
WTEI.DE Martin Ratio Rank: 8989
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.

XMKA.DE vs. WTEI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Africa Top 50 Swap UCITS ETF (Acc) (XMKA.DE) and WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XMKA.DEWTEI.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.20

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.18

1.37

-0.20

Calmar ratioReturn relative to maximum drawdown

1.13

4.67

-3.55

Martin ratioReturn relative to average drawdown

2.77

15.87

-13.11

XMKA.DE vs. WTEI.DE - Sharpe Ratio Comparison

The current XMKA.DE Sharpe Ratio is 0.92, which is lower than the WTEI.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of XMKA.DE and WTEI.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.


Loading charts...

Drawdowns

XMKA.DE vs. WTEI.DE - Drawdown Comparison

The maximum XMKA.DE drawdown since its inception was -51.47%, which is greater than WTEI.DE's maximum drawdown of -43.36%. Use the drawdown chart below to compare losses from any high point for XMKA.DE and WTEI.DE.


Loading charts...

Drawdown Indicators


XMKA.DEWTEI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.47%

-43.36%

-8.11%

Max Drawdown (1Y)

Largest decline over 1 year

-16.24%

-6.00%

-10.24%

Max Drawdown (3Y)

Largest decline over 3 years

-16.24%

-15.95%

-0.29%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

-16.76%

-9.82%

Max Drawdown (10Y)

Largest decline over 10 years

-47.21%

-35.60%

-11.61%

Current Drawdown

Current decline from peak

-9.25%

-2.26%

-6.99%

Average Drawdown

Average peak-to-trough decline

-22.03%

-10.35%

-11.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.62%

1.77%

+4.85%

Volatility

XMKA.DE vs. WTEI.DE - Volatility Comparison

Xtrackers MSCI Africa Top 50 Swap UCITS ETF (Acc) (XMKA.DE) has a higher volatility of 6.54% compared to WisdomTree Emerging Markets Equity Income UCITS ETF (WTEI.DE) at 4.62%. This indicates that XMKA.DE's price experiences larger fluctuations and is considered to be riskier than WTEI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XMKA.DEWTEI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.54%

4.62%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

17.08%

10.46%

+6.62%

Volatility (1Y)

Calculated over the trailing 1-year period

19.98%

13.25%

+6.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.07%

13.58%

+6.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.71%

18.16%

+3.55%

XMKA.DE vs. WTEI.DE - Expense Ratio Comparison

XMKA.DE has a 0.65% expense ratio, which is higher than WTEI.DE's 0.46% expense ratio.


Dividends

XMKA.DE vs. WTEI.DE - Dividend Comparison

XMKA.DE has not paid dividends to shareholders, while WTEI.DE's dividend yield for the trailing twelve months is around 4.76%.


PositionTTM20252024202320222021202020192018201720162015
WTEI.DE
WisdomTree Emerging Markets Equity Income UCITS ETF
4.76%4.53%7.52%6.96%7.43%3.95%4.96%4.05%4.27%3.25%0.87%4.60%
XMKA.DE
Xtrackers MSCI Africa Top 50 Swap UCITS ETF (Acc)
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


XMKA.DE and WTEI.DE have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WTEI.DE is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WTEI.DE is cheaper with a 0.46% expense ratio, compared with 0.65% for XMKA.DE.

XMKA.DE tracks MSCI EFM Africa Top 50 Capped Index, while WTEI.DE tracks WisdomTree Emerging Markets Equity Income. They also come from different issuers: Xtrackers and WisdomTree. Their fees differ too: 0.65% for XMKA.DE and 0.46% for WTEI.DE.

Portfolio Optimizer

Find the right allocation for XMKA.DE and WTEI.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer