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XMME.DE vs. EUNY.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMME.DE vs. EUNY.DE - Performance Comparison

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

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Returns By Period

In the year-to-date period, XMME.DE achieves a 30.06% return, which is significantly higher than EUNY.DE's 11.46% return.


XMME.DE

1D
-1.04%
1M
7.79%
YTD
30.06%
6M
31.13%
1Y
51.93%
3Y*
21.36%
5Y*
8.66%
10Y*

EUNY.DE

1D
-0.55%
1M
-1.57%
YTD
11.46%
6M
10.81%
1Y
25.49%
3Y*
17.26%
5Y*
5.28%
10Y*
7.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMME.DE vs. EUNY.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
11.46%13.97%12.39%15.37%-26.13%19.99%-11.70%18.31%-1.55%0.63%

Correlation

The correlation between XMME.DE and EUNY.DE is 0.70, 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

0.70

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

0.74

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

0.73

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2017

0.79

The correlation between XMME.DE and EUNY.DE has been stable across timeframes, ranging from 0.70 to 0.79 - a consistent structural relationship.

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Return for Risk

XMME.DE vs. EUNY.DE — Risk / Return Rank

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

XMME.DE
XMME.DE Risk / Return Rank: 8888
Overall Rank
XMME.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XMME.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
XMME.DE Omega Ratio Rank: 8888
Omega Ratio Rank
XMME.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
XMME.DE Martin Ratio Rank: 8686
Martin Ratio Rank

EUNY.DE
EUNY.DE Risk / Return Rank: 7474
Overall Rank
EUNY.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
EUNY.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
EUNY.DE Omega Ratio Rank: 6464
Omega Ratio Rank
EUNY.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
EUNY.DE Martin Ratio Rank: 8484
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.

XMME.DE vs. EUNY.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) and iShares Emerging Markets Dividend UCITS ETF (EUNY.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.


XMME.DEEUNY.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+0.98

Omega ratioGain probability vs. loss probability

1.55

1.38

+0.16

Calmar ratioReturn relative to maximum drawdown

4.98

6.17

-1.20

Martin ratioReturn relative to average drawdown

18.04

16.86

+1.19

XMME.DE vs. EUNY.DE - Sharpe Ratio Comparison

The current XMME.DE Sharpe Ratio is 3.00, which is higher than the EUNY.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of XMME.DE and EUNY.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


XMME.DEEUNY.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.00

2.13

+0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.34

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.22

+0.22

Drawdowns

XMME.DE vs. EUNY.DE - Drawdown Comparison

The maximum XMME.DE drawdown since its inception was -31.96%, smaller than the maximum EUNY.DE drawdown of -40.65%. Use the drawdown chart below to compare losses from any high point for XMME.DE and EUNY.DE.


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Drawdown Indicators


XMME.DEEUNY.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.96%

-40.65%

+8.69%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-4.11%

-6.56%

Max Drawdown (3Y)

Largest decline over 3 years

-19.16%

-15.70%

-3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

-31.43%

+7.05%

Max Drawdown (10Y)

Largest decline over 10 years

-36.29%

Current Drawdown

Current decline from peak

-1.04%

-2.82%

+1.78%

Average Drawdown

Average peak-to-trough decline

-9.53%

-12.34%

+2.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

1.51%

+1.44%

Volatility

XMME.DE vs. EUNY.DE - Volatility Comparison

Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a higher volatility of 7.48% compared to iShares Emerging Markets Dividend UCITS ETF (EUNY.DE) at 4.52%. This indicates that XMME.DE's price experiences larger fluctuations and is considered to be riskier than EUNY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMME.DEEUNY.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

4.52%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

14.90%

9.70%

+5.20%

Volatility (1Y)

Calculated over the trailing 1-year period

17.70%

11.90%

+5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.74%

15.58%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.61%

16.73%

+1.88%

XMME.DE vs. EUNY.DE - Expense Ratio Comparison

XMME.DE has a 0.18% expense ratio, which is lower than EUNY.DE's 0.65% expense ratio.


Dividends

XMME.DE vs. EUNY.DE - Dividend Comparison

XMME.DE has not paid dividends to shareholders, while EUNY.DE's dividend yield for the trailing twelve months is around 5.32%.


PositionTTM20252024202320222021202020192018201720162015
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
5.32%5.82%7.72%8.04%9.56%6.35%5.09%5.57%5.65%4.09%4.35%6.37%
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%0.00%

Frequently Asked Questions


XMME.DE and EUNY.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XMME.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMME.DE is cheaper with a 0.18% expense ratio, compared with 0.65% for EUNY.DE.

XMME.DE tracks MSCI Emerging Markets, while EUNY.DE tracks Dow Jones Emerging Markets Select Dividend. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.18% for XMME.DE and 0.65% for EUNY.DE.

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