XMME.L vs. EIMI.L
Compare and contrast key facts about Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L).
XMME.L and EIMI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMME.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI Total Return Net Emerging Markets Index. It was launched on Jun 21, 2017. EIMI.L is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on May 30, 2014. Both XMME.L and EIMI.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
XMME.L vs. EIMI.L - Performance Comparison
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XMME.L vs. EIMI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMME.L Xtrackers MSCI Emerging Markets UCITS ETF 1C | 5.58% | 33.78% | 7.37% | 9.61% | -20.77% | -2.81% | 18.46% | 17.19% | -14.47% | 16.38% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 4.48% | 32.16% | 7.36% | 11.03% | -19.67% | -0.65% | 18.80% | 16.37% | -14.17% | 16.46% |
Returns By Period
In the year-to-date period, XMME.L achieves a 5.58% return, which is significantly higher than EIMI.L's 4.48% return.
XMME.L
- 1D
- 4.18%
- 1M
- -5.84%
- YTD
- 5.58%
- 6M
- 8.91%
- 1Y
- 35.04%
- 3Y*
- 16.72%
- 5Y*
- 4.30%
- 10Y*
- —
EIMI.L
- 1D
- 4.13%
- 1M
- -5.98%
- YTD
- 4.48%
- 6M
- 8.17%
- 1Y
- 33.96%
- 3Y*
- 16.49%
- 5Y*
- 4.75%
- 10Y*
- 8.46%
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XMME.L vs. EIMI.L - Expense Ratio Comparison
Both XMME.L and EIMI.L 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%.
Return for Risk
XMME.L vs. EIMI.L — Risk / Return Rank
XMME.L
EIMI.L
XMME.L vs. EIMI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L). 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.L | EIMI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 1.79 | 0.00 |
Sortino ratioReturn per unit of downside risk | 2.36 | 2.35 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 2.68 | +0.03 |
Martin ratioReturn relative to average drawdown | 9.93 | 9.80 | +0.13 |
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.L | EIMI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 1.79 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.27 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.28 | +0.06 |
Correlation
The correlation between XMME.L and EIMI.L is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
XMME.L vs. EIMI.L - Dividend Comparison
Neither XMME.L nor EIMI.L has paid dividends to shareholders.
Drawdowns
XMME.L vs. EIMI.L - Drawdown Comparison
The maximum XMME.L drawdown since its inception was -40.28%, roughly equal to the maximum EIMI.L drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for XMME.L and EIMI.L.
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Drawdown Indicators
| XMME.L | EIMI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.28% | -38.73% | -1.55% |
Max Drawdown (1Y)Largest decline over 1 year | -12.95% | -12.66% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -37.76% | -35.66% | -2.10% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.73% | — |
Current DrawdownCurrent decline from peak | -9.08% | -9.03% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -15.71% | -14.21% | -1.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.54% | 3.47% | +0.07% |
Volatility
XMME.L vs. EIMI.L - Volatility Comparison
Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.L) has a higher volatility of 8.91% compared to iShares Core MSCI EM IMI UCITS ETF (EIMI.L) at 8.48%. This indicates that XMME.L's price experiences larger fluctuations and is considered to be riskier than EIMI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMME.L | EIMI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.91% | 8.48% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 14.34% | 13.79% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.45% | 18.87% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 17.75% | +0.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.72% | 18.90% | +0.82% |