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XMME.L vs. EIMI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMME.L vs. EIMI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L). The values are adjusted to include any dividend payments, if applicable.

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XMME.L vs. EIMI.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XMME.L
XMME.L Risk / Return Rank: 8484
Overall Rank
XMME.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XMME.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
XMME.L Omega Ratio Rank: 8383
Omega Ratio Rank
XMME.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
XMME.L Martin Ratio Rank: 8383
Martin Ratio Rank

EIMI.L
EIMI.L Risk / Return Rank: 8585
Overall Rank
EIMI.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EIMI.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
EIMI.L Omega Ratio Rank: 8484
Omega Ratio Rank
EIMI.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
EIMI.L Martin Ratio Rank: 8383
Martin Ratio Rank
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.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.LEIMI.LDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.79

0.00

Sortino ratio

Return per unit of downside risk

2.36

2.35

+0.01

Omega ratio

Gain probability vs. loss probability

1.34

1.34

0.00

Calmar ratio

Return relative to maximum drawdown

2.71

2.68

+0.03

Martin ratio

Return relative to average drawdown

9.93

9.80

+0.13

XMME.L vs. EIMI.L - Sharpe Ratio Comparison

The current XMME.L Sharpe Ratio is 1.79, which is comparable to the EIMI.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of XMME.L and EIMI.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XMME.LEIMI.LDifference

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.


Tickers have no history of dividend payments

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.LEIMI.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-9.08%

-9.03%

-0.05%

Average Drawdown

Average peak-to-trough decline

-15.71%

-14.21%

-1.50%

Ulcer Index

Depth 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.LEIMI.LDifference

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%