XMME.DE vs. XDRE.DE
XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) and XDRE.DE (Xtrackers Developed Green Real Estate ESG UCITS ETF 1C) are both exchange-traded funds - XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets, while XDRE.DE is a REIT fund tracking the Dow Jones Developed Green Real Estate Index. Both are passively managed. Over the past year, XMME.DE returned 48.38% vs 17.57% for XDRE.DE. At a 0.27 correlation, their price movements are largely independent. Both charge a 0.18% expense ratio.
Performance
XMME.DE vs. XDRE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XMME.DE achieves a 29.71% return, which is significantly higher than XDRE.DE's 13.27% return.
XMME.DE
- 1D
- 0.73%
- 1M
- 2.51%
- YTD
- 29.71%
- 6M
- 30.46%
- 1Y
- 48.38%
- 3Y*
- 21.87%
- 5Y*
- 8.27%
- 10Y*
- —
XDRE.DE
- 1D
- 0.00%
- 1M
- 3.92%
- YTD
- 13.27%
- 6M
- 14.77%
- 1Y
- 17.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XMME.DE vs. XDRE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XMME.DE Xtrackers MSCI Emerging Markets UCITS ETF 1C | 29.71% | 18.69% | -0.35% |
XDRE.DE Xtrackers Developed Green Real Estate ESG UCITS ETF 1C | 13.27% | -2.46% | -3.78% |
Correlation
The correlation between XMME.DE and XDRE.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2024 | 0.27 |
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Return for Risk
XMME.DE vs. XDRE.DE — Risk / Return Rank
XMME.DE
XDRE.DE
XMME.DE vs. XDRE.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 Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.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 | XDRE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.98 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.27 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.51 | 2.60 | +1.91 |
| Martin ratioReturn relative to average drawdown | 15.47 | 8.91 | +6.56 |
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Drawdowns
XMME.DE vs. XDRE.DE - Drawdown Comparison
The maximum XMME.DE drawdown since its inception was -31.95%, which is greater than XDRE.DE's maximum drawdown of -20.91%. Use the drawdown chart below to compare losses from any high point for XMME.DE and XDRE.DE.
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Drawdown Indicators
| XMME.DE | XDRE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.95% | -20.91% | -11.04% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -6.79% | -3.89% |
Max Drawdown (3Y)Largest decline over 3 years | -19.16% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.39% | — | — |
Current DrawdownCurrent decline from peak | -3.80% | 0.00% | -3.80% |
Average DrawdownAverage peak-to-trough decline | -9.78% | -7.93% | -1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.99% | +1.13% |
Volatility
XMME.DE vs. XDRE.DE - Volatility Comparison
Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a higher volatility of 8.81% compared to Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) at 3.67%. This indicates that XMME.DE's price experiences larger fluctuations and is considered to be riskier than XDRE.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 | XDRE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.81% | 3.67% | +5.14% |
Volatility (6M)Calculated over the trailing 6-month period | 16.93% | 8.99% | +7.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.22% | 11.63% | +7.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 14.06% | +3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.99% | 14.06% | +4.93% |
XMME.DE vs. XDRE.DE - Expense Ratio Comparison
Both XMME.DE and XDRE.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XMME.DE vs. XDRE.DE - Dividend Comparison
Neither XMME.DE nor XDRE.DE has paid dividends to shareholders.
Frequently Asked Questions
XMME.DE and XDRE.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XMME.DE and XDRE.DE have the same expense ratio: 0.18% per year.
XMME.DE is categorized as Emerging Markets Equities, while XDRE.DE is REIT. XMME.DE tracks MSCI Emerging Markets, while XDRE.DE tracks Dow Jones Developed Green Real Estate Index.
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