XMME.DE vs. XSX6.DE
XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) and XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) are both exchange-traded funds - XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets, while XSX6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 5 years, XMME.DE returned 8.66%/yr vs 9.70%/yr for XSX6.DE. A 0.66 correlation means they provide meaningful diversification when combined. XMME.DE charges 0.18%/yr vs 0.20%/yr for XSX6.DE.
Performance
XMME.DE vs. XSX6.DE - Performance Comparison
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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 XSX6.DE's 7.40% 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*
- —
XSX6.DE
- 1D
- 0.59%
- 1M
- 3.14%
- YTD
- 7.40%
- 6M
- 9.99%
- 1Y
- 16.44%
- 3Y*
- 13.95%
- 5Y*
- 9.70%
- 10Y*
- 9.14%
XMME.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 7.40% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 0.93% |
Correlation
The correlation between XMME.DE and XSX6.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2017 | 0.66 |
The correlation between XMME.DE and XSX6.DE has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.
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Return for Risk
XMME.DE vs. XSX6.DE — Risk / Return Rank
XMME.DE
XSX6.DE
XMME.DE vs. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.74 | ||
| Sortino ratioReturn per unit of downside risk | +2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.24 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 4.98 | 1.73 | +3.25 |
| Martin ratioReturn relative to average drawdown | 18.04 | 6.55 | +11.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XMME.DE | XSX6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.00 | 1.26 | +1.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.66 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.59 | -0.15 |
Drawdowns
XMME.DE vs. XSX6.DE - Drawdown Comparison
The maximum XMME.DE drawdown since its inception was -31.96%, smaller than the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for XMME.DE and XSX6.DE.
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Drawdown Indicators
| XMME.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.96% | -36.05% | +4.09% |
Max Drawdown (1Y)Largest decline over 1 year | -10.67% | -9.46% | -1.21% |
Max Drawdown (3Y)Largest decline over 3 years | -19.16% | -16.37% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -24.38% | -20.84% | -3.54% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.05% | — |
Current DrawdownCurrent decline from peak | -1.04% | -1.56% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -9.53% | -5.27% | -4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.50% | +0.45% |
Volatility
XMME.DE vs. XSX6.DE - Volatility Comparison
Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a higher volatility of 7.48% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 4.26%. This indicates that XMME.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 4.26% | +3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 14.90% | 10.73% | +4.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.70% | 12.95% | +4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.74% | 14.44% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 15.61% | +3.00% |
XMME.DE vs. XSX6.DE - Expense Ratio Comparison
XMME.DE has a 0.18% expense ratio, which is lower than XSX6.DE's 0.20% expense ratio. Despite the difference, 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. XSX6.DE - Dividend Comparison
Neither XMME.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
XMME.DE and XSX6.DE have a correlation of 0.61, 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 0.20% for XSX6.DE.
XMME.DE is categorized as Emerging Markets Equities, while XSX6.DE is Europe Equities. XMME.DE tracks MSCI Emerging Markets, while XSX6.DE tracks STOXX® Europe 600. Their fees differ too: 0.18% for XMME.DE and 0.20% for XSX6.DE.
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