XMMS.L vs. XMME.L
Compare and contrast key facts about Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMMS.L) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.L).
XMMS.L and XMME.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. XMME.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI Total Return Net Emerging Markets Index. It was launched on Jun 21, 2017. Both XMMS.L and XMME.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. XMME.L - Performance Comparison
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XMMS.L vs. XMME.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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*
- —
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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
XMMS.L
XMME.L
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.L | XMME.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 1.58 | +0.12 |
Sortino ratioReturn per unit of downside risk | 2.19 | 2.08 | +0.11 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.30 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.42 | 2.45 | -0.03 |
Martin ratioReturn relative to average drawdown | 7.89 | 7.82 | +0.07 |
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 | XMME.L | Difference | |
|---|---|---|---|
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.
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.L | XMME.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -10.56% | -12.73% | +2.17% |
Average DrawdownAverage peak-to-trough decline | -10.19% | -15.71% | +5.52% |
Ulcer IndexDepth 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.L | XMME.L | Difference | |
|---|---|---|---|
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% |