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

Performance

XMMS.L vs. XMME.L - Performance Comparison

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

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


2026 (YTD)20252024202320222021202020192018
XMMS.L
Xtrackers MSCI Emerging Markets UCITS ETF 1C
3.16%24.71%9.13%2.81%-10.67%-1.61%13.55%14.48%-8.71%
XMME.L
Xtrackers MSCI Emerging Markets UCITS ETF 1C
3.27%24.25%9.25%4.13%-11.35%-1.89%14.98%12.73%-7.87%
Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with XMMS.L having a 3.16% return and XMME.L slightly higher at 3.27%.


XMMS.L

1D
0.12%
1M
-10.17%
YTD
3.16%
6M
7.25%
1Y
28.02%
3Y*
12.61%
5Y*
4.39%
10Y*

XMME.L

1D
-0.03%
1M
-10.01%
YTD
3.27%
6M
7.17%
1Y
27.90%
3Y*
12.50%
5Y*
4.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both XMMS.L and XMME.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

XMMS.L vs. XMME.L — Risk / Return Rank

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

XMMS.L
XMMS.L Risk / Return Rank: 8282
Overall Rank
XMMS.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XMMS.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
XMMS.L Omega Ratio Rank: 8383
Omega Ratio Rank
XMMS.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
XMMS.L Martin Ratio Rank: 7575
Martin Ratio Rank

XMME.L
XMME.L Risk / Return Rank: 8181
Overall Rank
XMME.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XMME.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
XMME.L Omega Ratio Rank: 8080
Omega Ratio Rank
XMME.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
XMME.L Martin Ratio Rank: 7878
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.

XMMS.L vs. XMME.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 Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.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.LXMME.LDifference

Sharpe ratio

Return per unit of total volatility

1.70

1.58

+0.12

Sortino ratio

Return per unit of downside risk

2.19

2.08

+0.11

Omega ratio

Gain probability vs. loss probability

1.32

1.30

+0.02

Calmar ratio

Return relative to maximum drawdown

2.42

2.45

-0.03

Martin ratio

Return relative to average drawdown

7.89

7.82

+0.07

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

The current XMMS.L Sharpe Ratio is 1.70, which is comparable to the XMME.L Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of XMMS.L and XMME.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


XMMS.LXMME.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

1.58

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.27

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.32

-0.02

Correlation

The correlation between XMMS.L and XMME.L is 0.90, 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

XMMS.L vs. XMME.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XMMS.L vs. XMME.L - Drawdown Comparison

The maximum XMMS.L drawdown since its inception was -27.76%, roughly equal to the maximum XMME.L drawdown of -27.98%. Use the drawdown chart below to compare losses from any high point for XMMS.L and XMME.L.


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Drawdown Indicators


XMMS.LXMME.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.76%

-40.28%

+12.52%

Max Drawdown (1Y)

Largest decline over 1 year

-11.06%

-12.95%

+1.89%

Max Drawdown (5Y)

Largest decline over 5 years

-24.32%

-37.76%

+13.44%

Current Drawdown

Current decline from peak

-10.56%

-12.73%

+2.17%

Average Drawdown

Average peak-to-trough decline

-10.19%

-15.71%

+5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.61%

-0.22%

Volatility

XMMS.L vs. XMME.L - Volatility Comparison

The current volatility for Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMMS.L) is 7.77%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.L) has a volatility of 8.98%. This indicates that XMMS.L experiences smaller price fluctuations and is considered to be less risky than XMME.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.LXMME.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

8.98%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

12.23%

13.28%

-1.05%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

17.58%

-1.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.12%

16.49%

-0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.67%

18.72%

-0.05%