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XMVE.DE vs. XMME.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XMVE.DE vs. XMME.DE - Performance Comparison

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

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Returns By Period

In the year-to-date period, XMVE.DE achieves a 10.01% return, which is significantly lower than XMME.DE's 20.01% return.


XMVE.DE

1D
-0.87%
1M
-2.04%
6M
6.70%
YTD
10.01%
1Y
18.74%
3Y*
14.73%
5Y*
9.87%
10Y*

XMME.DE

1D
-1.97%
1M
-8.18%
6M
11.33%
YTD
20.01%
1Y
33.43%
3Y*
18.48%
5Y*
7.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XMVE.DE vs. XMME.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMVE.DE
Xtrackers MSCI EMU ESG Screened UCITS ETF
10.01%21.50%8.85%19.87%-12.89%16.87%-3.71%17.86%-6.36%-0.19%
XMME.DE
Xtrackers MSCI Emerging Markets UCITS ETF 1C
20.01%18.69%13.82%5.89%-15.00%4.75%6.58%21.91%-11.16%-2.35%

Correlation

The correlation between XMVE.DE and XMME.DE is 0.63, 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

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2017

0.58

The correlation between XMVE.DE and XMME.DE has been stable across timeframes, ranging from 0.58 to 0.63 - a consistent structural relationship.

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Return for Risk

XMVE.DE vs. XMME.DE — Risk / Return Rank

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

XMVE.DE
XMVE.DE Risk / Return Rank: 4949
Overall Rank
XMVE.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XMVE.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
XMVE.DE Omega Ratio Rank: 4848
Omega Ratio Rank
XMVE.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
XMVE.DE Martin Ratio Rank: 5353
Martin Ratio Rank

XMME.DE
XMME.DE Risk / Return Rank: 6666
Overall Rank
XMME.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XMME.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
XMME.DE Omega Ratio Rank: 6363
Omega Ratio Rank
XMME.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
XMME.DE Martin Ratio Rank: 6767
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.

XMVE.DE vs. XMME.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XMVE.DEXMME.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.37

Sortino ratioReturn per unit of downside risk

-0.32

Omega ratioGain probability vs. loss probability

1.24

1.30

-0.06

Calmar ratioReturn relative to maximum drawdown

1.85

3.03

-1.18

Martin ratioReturn relative to average drawdown

6.79

9.31

-2.52

XMVE.DE vs. XMME.DE - Sharpe Ratio Comparison

The current XMVE.DE Sharpe Ratio is 1.27, which is comparable to the XMME.DE Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of XMVE.DE and XMME.DE, 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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Drawdowns

XMVE.DE vs. XMME.DE - Drawdown Comparison

The maximum XMVE.DE drawdown since its inception was -33.33%, roughly equal to the maximum XMME.DE drawdown of -31.95%. Use the drawdown chart below to compare losses from any high point for XMVE.DE and XMME.DE.


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Drawdown Indicators


XMVE.DEXMME.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.33%

-31.95%

-1.38%

Max Drawdown (1Y)

Largest decline over 1 year

-10.11%

-11.00%

+0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-15.52%

-19.16%

+3.64%

Max Drawdown (5Y)

Largest decline over 5 years

-25.28%

-23.46%

-1.82%

Current Drawdown

Current decline from peak

-2.68%

-11.00%

+8.32%

Average Drawdown

Average peak-to-trough decline

-5.10%

-9.76%

+4.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

3.58%

-0.83%

Volatility

XMVE.DE vs. XMME.DE - Volatility Comparison

The current volatility for Xtrackers MSCI EMU ESG Screened UCITS ETF (XMVE.DE) is 3.86%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 8.51%. This indicates that XMVE.DE experiences smaller price fluctuations and is considered to be less risky than XMME.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMVE.DEXMME.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.86%

8.51%

-4.65%

Volatility (6M)

Calculated over the trailing 6-month period

12.41%

17.91%

-5.50%

Volatility (1Y)

Calculated over the trailing 1-year period

14.80%

20.34%

-5.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.24%

17.33%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.46%

19.07%

-3.61%

XMVE.DE vs. XMME.DE - Expense Ratio Comparison

XMVE.DE has a 0.12% expense ratio, which is lower than XMME.DE's 0.18% 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

XMVE.DE vs. XMME.DE - Dividend Comparison

XMVE.DE's dividend yield for the trailing twelve months is around 2.45%, while XMME.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
XMME.DE
Xtrackers MSCI Emerging Markets UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XMVE.DE
Xtrackers MSCI EMU ESG Screened UCITS ETF
2.45%2.62%2.92%2.64%4.73%1.87%6.84%0.00%0.68%

Frequently Asked Questions


XMVE.DE and XMME.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XMVE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMVE.DE is cheaper with a 0.12% expense ratio, compared with 0.18% for XMME.DE.

XMVE.DE is categorized as Europe Equities, while XMME.DE is Emerging Markets Equities. XMVE.DE tracks MSCI EMU Select ESG Screened, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.12% for XMVE.DE and 0.18% for XMME.DE.

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