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

Performance

XNDX.DE vs. XMME.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.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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XNDX.DE vs. XMME.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XNDX.DE achieves a -4.23% return, which is significantly lower than XMME.DE's 7.00% return.


XNDX.DE

1D
2.54%
1M
-2.46%
YTD
-4.23%
6M
-1.18%
1Y
3Y*
5Y*
10Y*

XMME.DE

1D
3.45%
1M
-5.34%
YTD
7.00%
6M
10.02%
1Y
25.79%
3Y*
14.19%
5Y*
4.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both XNDX.DE and XMME.DE 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

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

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

XNDX.DE

XMME.DE
XMME.DE Risk / Return Rank: 7575
Overall Rank
XMME.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XMME.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
XMME.DE Omega Ratio Rank: 7070
Omega Ratio Rank
XMME.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
XMME.DE Martin Ratio Rank: 7575
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Nasdaq 100 Swap UCITS ETF 1D USD (XNDX.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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


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Sharpe Ratios by Period


XNDX.DEXMME.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.35

0.33

-0.68

Correlation

The correlation between XNDX.DE and XMME.DE is 0.60, 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

XNDX.DE vs. XMME.DE - Dividend Comparison

XNDX.DE's dividend yield for the trailing twelve months is around 0.12%, while XMME.DE has not paid dividends to shareholders.


Drawdowns

XNDX.DE vs. XMME.DE - Drawdown Comparison

The maximum XNDX.DE drawdown since its inception was -20.11%, smaller than the maximum XMME.DE drawdown of -31.96%. Use the drawdown chart below to compare losses from any high point for XNDX.DE and XMME.DE.


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Drawdown Indicators


XNDX.DEXMME.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.11%

-31.96%

+11.85%

Max Drawdown (1Y)

Largest decline over 1 year

-13.65%

Max Drawdown (5Y)

Largest decline over 5 years

-24.38%

Current Drawdown

Current decline from peak

-17.95%

-7.50%

-10.45%

Average Drawdown

Average peak-to-trough decline

-11.71%

-9.68%

-2.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

Volatility

XNDX.DE vs. XMME.DE - Volatility Comparison


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Volatility by Period


XNDX.DEXMME.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.55%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

Volatility (1Y)

Calculated over the trailing 1-year period

34.49%

18.43%

+16.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.49%

16.27%

+18.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.49%

18.46%

+16.03%