XMME.L vs. XWIS.L

Last updated Jun 4, 2026

XMME.L (Xtrackers MSCI Emerging Markets UCITS ETF 1C) and XWIS.L (Xtrackers MSCI World Industrials UCITS ETF 1C GBP) are both exchange-traded funds - XMME.L is a Emerging Markets Equities fund tracking the MSCI Total Return Net Emerging Markets Index, while XWIS.L is a Industrials Equities fund tracking the MSCI World Index. Both are passively managed. Over the past year, XMME.L returned 56.69% vs 22.59% for XWIS.L. A 0.60 correlation means they provide meaningful diversification when combined. XMME.L charges 0.18%/yr vs 0.25%/yr for XWIS.L.

Performance

XMME.L vs. XWIS.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 Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XMME.L is traded in USD, while XWIS.L is traded in GBP. To make them comparable, the XWIS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XMME.L achieves a 28.47% return, which is significantly higher than XWIS.L's 11.06% return.

XMME.L

• 1D: -1.25%
• 1M: 8.69%
• YTD: 28.47%
• 6M: 31.09%
• 1Y: 56.69%
• 3Y*: 24.59%
• 5Y*: 7.64%
• 10Y*: —

XWIS.L

• 1D: 0.41%
• 1M: 0.45%
• YTD: 11.06%
• 6M: 14.26%
• 1Y: 22.59%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023
XMME.L Xtrackers MSCI Emerging Markets UCITS ETF 1C	28.47%	33.78%	7.37%	4.54%
XWIS.L Xtrackers MSCI World Industrials UCITS ETF 1C GBP	11.06%	25.82%	12.97%	7.71%

Correlation

The correlation between XMME.L and XWIS.L 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 (All Time) Calculated using the full available price history since Aug 15, 2023	0.60

The correlation between XMME.L and XWIS.L has been stable across timeframes, ranging from 0.60 to 0.61 - a consistent structural relationship.

Return for Risk

XMME.L vs. XWIS.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: 83
XMME.L Sharpe Ratio Rank: 86
XMME.L Sortino Ratio Rank: 83
XMME.L Omega Ratio Rank: 84
XMME.L Calmar Ratio Rank: 82
XMME.L Martin Ratio Rank: 80

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. XWIS.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 Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.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	XWIS.L	Difference
Sharpe ratio: Return per unit of total volatility	2.87	1.50	+1.38
Sortino ratio: Return per unit of downside risk	3.77	2.32	+1.45
Omega ratio: Gain probability vs. loss probability	1.52	1.27	+0.25
Calmar ratio: Return relative to maximum drawdown	4.35	1.92	+2.44
Martin ratio: Return relative to average drawdown	15.82	7.51	+8.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XMME.L Sharpe Ratio is 2.87, which is higher than the XWIS.L Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of XMME.L and XWIS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XMME.L	XWIS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.87	1.50	+1.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	1.36	-0.91

Drawdowns

XMME.L vs. XWIS.L - Drawdown Comparison

The maximum XMME.L drawdown since its inception was -40.28%, which is greater than XWIS.L's maximum drawdown of -15.18%. Use the drawdown chart below to compare losses from any high point for XMME.L and XWIS.L.

Drawdown Indicators

	XMME.L	XWIS.L	Difference
Max Drawdown Largest peak-to-trough decline	-40.28%	-15.18%	-25.10%
Max Drawdown (1Y) Largest decline over 1 year	-12.95%	-11.74%	-1.21%
Max Drawdown (3Y) Largest decline over 3 years	-17.04%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-37.56%	—	—
Current Drawdown Current decline from peak	-1.25%	-2.27%	+1.02%
Average Drawdown Average peak-to-trough decline	-15.46%	-2.18%	-13.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.57%	3.00%	+0.57%

Volatility

XMME.L vs. XWIS.L - Volatility Comparison

Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.L) has a higher volatility of 8.38% compared to Xtrackers MSCI World Industrials UCITS ETF 1C GBP (XWIS.L) at 4.89%. This indicates that XMME.L's price experiences larger fluctuations and is considered to be riskier than XWIS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XMME.L	XWIS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.38%	4.89%	+3.49%
Volatility (6M) Calculated over the trailing 6-month period	16.94%	12.43%	+4.51%
Volatility (1Y) Calculated over the trailing 1-year period	19.63%	15.04%	+4.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.79%	15.29%	+3.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.92%	15.29%	+4.63%

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

XMME.L has a 0.18% expense ratio, which is lower than XWIS.L's 0.25% 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.L vs. XWIS.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XMME.L and XWIS.L in my portfolio?

XMME.L and XWIS.L 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.

Which ETF is better, XMME.L or XWIS.L?

On fees, XMME.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XMME.L or XWIS.L?

XMME.L is cheaper with a 0.18% expense ratio, compared with 0.25% for XWIS.L.

What is the main difference between XMME.L and XWIS.L?

XMME.L is categorized as Emerging Markets Equities, while XWIS.L is Industrials Equities. XMME.L tracks MSCI Total Return Net Emerging Markets Index, while XWIS.L tracks MSCI World Index. Their fees differ too: 0.18% for XMME.L and 0.25% for XWIS.L.