XMMS.L vs. VWRP.L
Compare and contrast key facts about Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMMS.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L).
XMMS.L and VWRP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XMMS.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EM NR USD. It was launched on Jun 21, 2017. VWRP.L is a passively managed fund by Vanguard that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 23, 2019. Both XMMS.L and VWRP.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
XMMS.L vs. VWRP.L - Performance Comparison
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XMMS.L vs. VWRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XMMS.L Xtrackers MSCI Emerging Markets UCITS ETF 1C | 3.16% | 24.71% | 9.13% | 2.81% | -10.67% | -1.61% | 13.55% | 2.32% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | -2.70% | 13.94% | 19.60% | 15.64% | -8.41% | 20.00% | 12.27% | 1.72% |
Different Trading Currencies
XMMS.L is traded in GBp, while VWRP.L is traded in GBP. To make them comparable, the VWRP.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XMMS.L achieves a 3.16% return, which is significantly higher than VWRP.L's -2.70% return.
XMMS.L
- 1D
- 0.12%
- 1M
- -10.17%
- YTD
- 3.16%
- 6M
- 7.25%
- 1Y
- 28.02%
- 3Y*
- 12.61%
- 5Y*
- 4.39%
- 10Y*
- —
VWRP.L
- 1D
- 0.80%
- 1M
- -6.35%
- YTD
- -2.70%
- 6M
- 1.30%
- 1Y
- 16.90%
- 3Y*
- 13.76%
- 5Y*
- 10.11%
- 10Y*
- —
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XMMS.L vs. VWRP.L - Expense Ratio Comparison
XMMS.L has a 0.18% expense ratio, which is lower than VWRP.L's 0.22% 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%.
Return for Risk
XMMS.L vs. VWRP.L — Risk / Return Rank
XMMS.L
VWRP.L
XMMS.L vs. VWRP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMMS.L) and Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.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.
| XMMS.L | VWRP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 1.17 | +0.53 |
Sortino ratioReturn per unit of downside risk | 2.19 | 1.61 | +0.57 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.24 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.42 | 1.65 | +0.77 |
Martin ratioReturn relative to average drawdown | 7.89 | 7.15 | +0.74 |
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
| XMMS.L | VWRP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 1.17 | +0.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.79 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.68 | -0.38 |
Correlation
The correlation between XMMS.L and VWRP.L is 0.70, 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
XMMS.L vs. VWRP.L - Dividend Comparison
Neither XMMS.L nor VWRP.L has paid dividends to shareholders.
Drawdowns
XMMS.L vs. VWRP.L - Drawdown Comparison
The maximum XMMS.L drawdown since its inception was -27.76%, which is greater than VWRP.L's maximum drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for XMMS.L and VWRP.L.
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Drawdown Indicators
| XMMS.L | VWRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.76% | -25.10% | -2.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -10.24% | -0.82% |
Max Drawdown (5Y)Largest decline over 5 years | -24.32% | -17.64% | -6.68% |
Current DrawdownCurrent decline from peak | -10.56% | -6.35% | -4.21% |
Average DrawdownAverage peak-to-trough decline | -10.19% | -3.45% | -6.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 2.36% | +1.03% |
Volatility
XMMS.L vs. VWRP.L - Volatility Comparison
Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMMS.L) has a higher volatility of 7.77% compared to Vanguard FTSE All-World UCITS ETF (USD) Accumulating (VWRP.L) at 4.29%. This indicates that XMMS.L's price experiences larger fluctuations and is considered to be riskier than VWRP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XMMS.L | VWRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 4.29% | +3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 12.23% | 8.05% | +4.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.46% | 13.75% | +2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.12% | 12.88% | +3.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.67% | 15.03% | +3.64% |