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

Performance

XMME.L vs. XXTW.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 Information Technology UCITS ETF (XXTW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XMME.L is traded in USD, while XXTW.L is traded in GBP. To make them comparable, the XXTW.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 26.48% return, which is significantly higher than XXTW.L's 24.17% return.


XMME.L

1D
-1.55%
1M
5.18%
YTD
26.48%
6M
28.66%
1Y
52.12%
3Y*
24.14%
5Y*
7.30%
10Y*

XXTW.L

1D
-1.82%
1M
14.17%
YTD
24.17%
6M
23.85%
1Y
51.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
XMME.L
Xtrackers MSCI Emerging Markets UCITS ETF 1C
26.48%33.78%7.37%4.54%
XXTW.L
Xtrackers MSCI World Information Technology UCITS ETF
24.17%22.41%33.94%14.96%

Correlation

The correlation between XMME.L and XXTW.L is 0.66, 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

0.66

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2023

0.58

The correlation between XMME.L and XXTW.L has been stable across timeframes, ranging from 0.58 to 0.66 - a consistent structural relationship.

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Return for Risk

XMME.L vs. XXTW.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: 8080
Overall Rank
XMME.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XMME.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
XMME.L Omega Ratio Rank: 8181
Omega Ratio Rank
XMME.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
XMME.L Martin Ratio Rank: 7777
Martin Ratio Rank

XXTW.L
XXTW.L Risk / Return Rank: 7171
Overall Rank
XXTW.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XXTW.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
XXTW.L Omega Ratio Rank: 7676
Omega Ratio Rank
XXTW.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
XXTW.L Martin Ratio Rank: 4949
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. XXTW.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 Information Technology UCITS ETF (XXTW.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.LXXTW.LDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.48

1.42

+0.06

Calmar ratioReturn relative to maximum drawdown

4.00

3.05

+0.96

Martin ratioReturn relative to average drawdown

14.53

9.33

+5.20

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

The current XMME.L Sharpe Ratio is 2.64, which is comparable to the XXTW.L Sharpe Ratio of 2.58. The chart below compares the historical Sharpe Ratios of XMME.L and XXTW.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.


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Sharpe Ratios by Period


XMME.LXXTW.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

2.58

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

1.61

-1.17

Drawdowns

XMME.L vs. XXTW.L - Drawdown Comparison

The maximum XMME.L drawdown since its inception was -40.28%, which is greater than XXTW.L's maximum drawdown of -26.61%. Use the drawdown chart below to compare losses from any high point for XMME.L and XXTW.L.


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Drawdown Indicators


XMME.LXXTW.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.28%

-26.61%

-13.67%

Max Drawdown (1Y)

Largest decline over 1 year

-12.95%

-16.84%

+3.89%

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

-2.78%

-2.61%

-0.17%

Average Drawdown

Average peak-to-trough decline

-15.45%

-4.09%

-11.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

5.51%

-1.93%

Volatility

XMME.L vs. XXTW.L - Volatility Comparison

Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.L) has a higher volatility of 8.48% compared to Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L) at 6.79%. This indicates that XMME.L's price experiences larger fluctuations and is considered to be riskier than XXTW.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.LXXTW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.48%

6.79%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

17.03%

15.19%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

19.71%

19.87%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.80%

22.00%

-3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.92%

22.00%

-2.08%

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

XMME.L has a 0.18% expense ratio, which is lower than XXTW.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. XXTW.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XMME.L and XXTW.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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.

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

XMME.L is categorized as Emerging Markets Equities, while XXTW.L is Technology Equities. XMME.L tracks MSCI Total Return Net Emerging Markets Index, while XXTW.L tracks MSCI World Information Technology 20/35 Custom index. Their fees differ too: 0.18% for XMME.L and 0.25% for XXTW.L.

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