XMME.DE vs. SXRT.DE
XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) and SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) are both exchange-traded funds - XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets, while SXRT.DE is a Europe Equities fund tracking the EURO STOXX® 50. Both are passively managed. Over the past 5 years, XMME.DE returned 8.16%/yr vs 11.63%/yr for SXRT.DE. A 0.64 correlation means they provide meaningful diversification when combined. XMME.DE charges 0.18%/yr vs 0.10%/yr for SXRT.DE.
Performance
XMME.DE vs. SXRT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XMME.DE achieves a 26.82% return, which is significantly higher than SXRT.DE's 8.68% 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*
- —
SXRT.DE
- 1D
- 2.06%
- 1M
- 4.61%
- YTD
- 8.68%
- 6M
- 10.17%
- 1Y
- 19.84%
- 3Y*
- 15.63%
- 5Y*
- 11.63%
- 10Y*
- 11.41%
XMME.DE vs. SXRT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 8.68% | 22.21% | 11.08% | 22.49% | -8.80% | 23.52% | -2.93% | 30.14% | -12.14% | -0.78% |
Correlation
The correlation between XMME.DE and SXRT.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2017 | 0.64 |
The correlation between XMME.DE and SXRT.DE has been stable across timeframes, ranging from 0.59 to 0.64 - a consistent structural relationship.
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Return for Risk
XMME.DE vs. SXRT.DE — Risk / Return Rank
XMME.DE
SXRT.DE
XMME.DE vs. SXRT.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 Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.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.
| XMME.DE | SXRT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.21 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.29 | 1.66 | +2.62 |
| Martin ratioReturn relative to average drawdown | 14.86 | 5.74 | +9.12 |
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Drawdowns
XMME.DE vs. SXRT.DE - Drawdown Comparison
The maximum XMME.DE drawdown since its inception was -31.95%, smaller than the maximum SXRT.DE drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for XMME.DE and SXRT.DE.
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Drawdown Indicators
| XMME.DE | SXRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.95% | -38.41% | +6.46% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -10.93% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -19.16% | -16.39% | -2.77% |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | -23.36% | -1.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.41% | — |
Current DrawdownCurrent decline from peak | -3.50% | 0.00% | -3.50% |
Average DrawdownAverage peak-to-trough decline | -9.81% | -7.25% | -2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 3.17% | -0.08% |
Volatility
XMME.DE vs. SXRT.DE - Volatility Comparison
Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a higher volatility of 7.49% compared to iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) at 4.80%. This indicates that XMME.DE's price experiences larger fluctuations and is considered to be riskier than SXRT.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.DE | SXRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.49% | 4.80% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 15.90% | 13.23% | +2.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.50% | 16.19% | +2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 17.57% | -0.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.92% | 18.18% | +0.74% |
XMME.DE vs. SXRT.DE - Expense Ratio Comparison
XMME.DE has a 0.18% expense ratio, which is higher than SXRT.DE's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XMME.DE vs. SXRT.DE - Dividend Comparison
Neither XMME.DE nor SXRT.DE has paid dividends to shareholders.
Frequently Asked Questions
XMME.DE and SXRT.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRT.DE is cheaper with a 0.10% expense ratio, compared with 0.18% for XMME.DE.
XMME.DE is categorized as Emerging Markets Equities, while SXRT.DE is Europe Equities. XMME.DE tracks MSCI Emerging Markets, while SXRT.DE tracks EURO STOXX® 50. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.18% for XMME.DE and 0.10% for SXRT.DE.
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