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

Performance

XMME.L vs. VUAA.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 Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
XMME.L
Xtrackers MSCI Emerging Markets UCITS ETF 1C
5.58%33.78%7.37%9.61%-20.77%-2.81%18.46%11.78%
VUAA.L
Vanguard S&P 500 UCITS ETF USD Accumulation
-4.06%17.37%25.27%26.68%-18.63%29.34%17.66%12.72%

Returns By Period

In the year-to-date period, XMME.L achieves a 5.58% return, which is significantly higher than VUAA.L's -4.06% 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*

VUAA.L

1D
2.50%
1M
-3.64%
YTD
-4.06%
6M
-0.94%
1Y
18.29%
3Y*
18.65%
5Y*
11.80%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMME.L vs. VUAA.L - Expense Ratio Comparison

XMME.L has a 0.18% expense ratio, which is higher than VUAA.L's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XMME.L vs. VUAA.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

VUAA.L
VUAA.L Risk / Return Rank: 6868
Overall Rank
VUAA.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VUAA.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
VUAA.L Omega Ratio Rank: 6363
Omega Ratio Rank
VUAA.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
VUAA.L Martin Ratio Rank: 7777
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. VUAA.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 Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.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.LVUAA.LDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.14

+0.66

Sortino ratio

Return per unit of downside risk

2.36

1.65

+0.70

Omega ratio

Gain probability vs. loss probability

1.34

1.24

+0.10

Calmar ratio

Return relative to maximum drawdown

2.71

2.13

+0.59

Martin ratio

Return relative to average drawdown

9.93

8.63

+1.30

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

The current XMME.L Sharpe Ratio is 1.79, which is higher than the VUAA.L Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of XMME.L and VUAA.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.LVUAA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.14

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.74

-0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.79

-0.45

Correlation

The correlation between XMME.L and VUAA.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XMME.L vs. VUAA.L - Dividend Comparison

Neither XMME.L nor VUAA.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XMME.L vs. VUAA.L - Drawdown Comparison

The maximum XMME.L drawdown since its inception was -40.28%, which is greater than VUAA.L's maximum drawdown of -34.05%. Use the drawdown chart below to compare losses from any high point for XMME.L and VUAA.L.


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Drawdown Indicators


XMME.LVUAA.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.28%

-34.05%

-6.23%

Max Drawdown (1Y)

Largest decline over 1 year

-12.95%

-11.75%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-37.76%

-24.36%

-13.40%

Current Drawdown

Current decline from peak

-9.08%

-5.41%

-3.67%

Average Drawdown

Average peak-to-trough decline

-15.71%

-5.20%

-10.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

2.05%

+1.49%

Volatility

XMME.L vs. VUAA.L - Volatility Comparison

Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.L) has a higher volatility of 8.91% compared to Vanguard S&P 500 UCITS ETF USD Accumulation (VUAA.L) at 4.87%. This indicates that XMME.L's price experiences larger fluctuations and is considered to be riskier than VUAA.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.LVUAA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.91%

4.87%

+4.04%

Volatility (6M)

Calculated over the trailing 6-month period

14.34%

8.72%

+5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

19.45%

16.07%

+3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.25%

15.97%

+2.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.72%

17.88%

+1.84%