XMME.DE vs. XNDX.DE

Last updated Jun 5, 2026

XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) and XNDX.DE (Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD) are both exchange-traded funds - XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets, while XNDX.DE is a Nasdaq-100 fund tracking the Nasdaq 100 Index. Both are passively managed. A 0.64 correlation means they provide meaningful diversification when combined. Both charge a 0.18% expense ratio.

Performance

XMME.DE vs. XNDX.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 Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XMME.DE achieves a 30.06% return, which is significantly higher than XNDX.DE's 20.67% 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*: —

XNDX.DE

• 1D: -0.82%
• 1M: 9.31%
• YTD: 20.67%
• 6M: 19.55%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025
XMME.DE Xtrackers MSCI Emerging Markets UCITS ETF 1C	30.06%	13.95%
XNDX.DE Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD	20.67%	-4.86%

Correlation

The correlation between XMME.DE and XNDX.DE is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025	0.64

Return for Risk

XMME.DE vs. XNDX.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: 88
XMME.DE Sharpe Ratio Rank: 89
XMME.DE Sortino Ratio Rank: 88
XMME.DE Omega Ratio Rank: 88
XMME.DE Calmar Ratio Rank: 87
XMME.DE Martin Ratio Rank: 86

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. XNDX.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 Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.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.DE	XNDX.DE	Difference
Sharpe ratio: Return per unit of total volatility	3.00	—	—
Sortino ratio: Return per unit of downside risk	3.96	—	—
Omega ratio: Gain probability vs. loss probability	1.55	—	—
Calmar ratio: Return relative to maximum drawdown	4.98	—	—
Martin ratio: Return relative to average drawdown	18.04	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XMME.DE	XNDX.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.00	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.53	-0.08

Drawdowns

XMME.DE vs. XNDX.DE - Drawdown Comparison

The maximum XMME.DE drawdown since its inception was -31.96%, which is greater than XNDX.DE's maximum drawdown of -20.11%. Use the drawdown chart below to compare losses from any high point for XMME.DE and XNDX.DE.

Drawdown Indicators

	XMME.DE	XNDX.DE	Difference
Max Drawdown Largest peak-to-trough decline	-31.96%	-20.11%	-11.85%
Max Drawdown (1Y) Largest decline over 1 year	-10.67%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-19.16%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.38%	—	—
Current Drawdown Current decline from peak	-1.04%	-0.82%	-0.22%
Average Drawdown Average peak-to-trough decline	-9.53%	-10.66%	+1.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.95%	—	—

Volatility

Volatility by Period

	XMME.DE	XNDX.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.48%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.90%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.70%	31.84%	-14.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.74%	31.84%	-15.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.61%	31.84%	-13.23%

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

Both XMME.DE and XNDX.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. XNDX.DE - Dividend Comparison

XMME.DE has not paid dividends to shareholders, while XNDX.DE's dividend yield for the trailing twelve months is around 0.09%.

Position	TTM
XMME.DE Xtrackers MSCI Emerging Markets UCITS ETF 1C	0.00%
XNDX.DE Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD	0.09%

Frequently Asked Questions

Can I hold both XMME.DE and XNDX.DE in my portfolio?

XMME.DE and XNDX.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XMME.DE or XNDX.DE?

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XMME.DE or XNDX.DE?

XMME.DE and XNDX.DE have the same expense ratio: 0.18% per year.

What is the main difference between XMME.DE and XNDX.DE?

XMME.DE is categorized as Emerging Markets Equities, while XNDX.DE is Nasdaq-100. XMME.DE tracks MSCI Emerging Markets, while XNDX.DE tracks Nasdaq 100 Index.