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

Performance

XMME.DE vs. GLD - 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 SPDR Gold Shares (GLD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XMME.DE achieves a 26.82% return, which is significantly higher than GLD's -0.96% return.


XMME.DE

1D
3.25%
1M
1.61%
YTD
26.82%
6M
28.91%
1Y
47.79%
3Y*
19.52%
5Y*
8.16%
10Y*

GLD

1D
0.14%
1M
-8.72%
YTD
-0.96%
6M
-0.80%
1Y
22.03%
3Y*
25.93%
5Y*
18.15%
10Y*
11.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMME.DE vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMME.DE
Xtrackers MSCI Emerging Markets UCITS ETF 1C
26.82%18.69%13.82%5.89%-15.00%4.75%6.58%21.91%-11.16%-2.35%
GLD
SPDR Gold Shares
-0.96%44.25%35.02%9.31%5.38%3.02%14.53%20.52%2.66%-2.95%

Correlation

The correlation between XMME.DE and GLD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.22

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2017

0.10

The correlation between XMME.DE and GLD shifts across timeframes, from 0.10 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

XMME.DE vs. GLD — 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: 8585
Overall Rank
XMME.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
XMME.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
XMME.DE Omega Ratio Rank: 8585
Omega Ratio Rank
XMME.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
XMME.DE Martin Ratio Rank: 8484
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2626
Overall Rank
GLD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLD Omega Ratio Rank: 3030
Omega Ratio Rank
GLD Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLD Martin Ratio Rank: 2424
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. GLD - 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 SPDR Gold Shares (GLD). 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.


XMME.DEGLDDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+2.02

Omega ratioGain probability vs. loss probability

1.45

1.20

+0.25

Calmar ratioReturn relative to maximum drawdown

4.29

1.07

+3.22

Martin ratioReturn relative to average drawdown

14.86

3.09

+11.76

XMME.DE vs. GLD - Sharpe Ratio Comparison

The current XMME.DE Sharpe Ratio is 2.48, which is higher than the GLD Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of XMME.DE and GLD, 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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Drawdowns

XMME.DE vs. GLD - Drawdown Comparison

The maximum XMME.DE drawdown since its inception was -31.95%, smaller than the maximum GLD drawdown of -37.47%. Use the drawdown chart below to compare losses from any high point for XMME.DE and GLD.


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Drawdown Indicators


XMME.DEGLDDifference

Max Drawdown

Largest peak-to-trough decline

-31.95%

-37.47%

+5.52%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-22.53%

+11.85%

Max Drawdown (3Y)

Largest decline over 3 years

-19.16%

-22.53%

+3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

-22.53%

-1.86%

Max Drawdown (10Y)

Largest decline over 10 years

-22.53%

Current Drawdown

Current decline from peak

-3.50%

-20.28%

+16.78%

Average Drawdown

Average peak-to-trough decline

-9.81%

-12.19%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.09%

7.79%

-4.70%

Volatility

XMME.DE vs. GLD - Volatility Comparison

Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a higher volatility of 7.49% compared to SPDR Gold Shares (GLD) at 6.93%. This indicates that XMME.DE's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMME.DEGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.49%

6.93%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

15.90%

22.61%

-6.71%

Volatility (1Y)

Calculated over the trailing 1-year period

18.50%

25.86%

-7.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

16.91%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.92%

15.02%

+3.90%

XMME.DE vs. GLD - Expense Ratio Comparison

XMME.DE has a 0.18% expense ratio, which is lower than GLD's 0.40% expense ratio.


Dividends

XMME.DE vs. GLD - Dividend Comparison

Neither XMME.DE nor GLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XMME.DE and GLD have a correlation of 0.27, 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 0.40% for GLD.

XMME.DE is categorized as Emerging Markets Equities, while GLD is Gold. XMME.DE tracks MSCI Emerging Markets, while GLD tracks LBMA Gold Price PM. They also come from different issuers: Xtrackers and State Street. Their fees differ too: 0.18% for XMME.DE and 0.40% for GLD.

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