XSCS.L vs. XMME.L

Last updated Jun 5, 2026

XSCS.L (Xtrackers MSCI USA Consumer Staples UCITS ETF 1D) and XMME.L (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - XSCS.L is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XMME.L is a Emerging Markets Equities fund tracking the MSCI Total Return Net Emerging Markets Index. Both are passively managed. Over the past 5 years, XSCS.L returned 8.04%/yr vs 8.46%/yr for XMME.L. At a 0.17 correlation, their price movements are largely independent. XSCS.L charges 0.12%/yr vs 0.18%/yr for XMME.L.

Performance

XSCS.L vs. XMME.L - Performance Comparison

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

Different Trading Currencies

XSCS.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

In the year-to-date period, XSCS.L achieves a 7.09% return, which is significantly lower than XMME.L's 27.00% return.

XSCS.L

• 1D: 0.17%
• 1M: -1.75%
• YTD: 7.09%
• 6M: 6.80%
• 1Y: 3.86%
• 3Y*: 5.68%
• 5Y*: 8.04%
• 10Y*: —

XMME.L

• 1D: -1.55%
• 1M: 6.15%
• YTD: 27.00%
• 6M: 27.77%
• 1Y: 53.60%
• 3Y*: 21.03%
• 5Y*: 8.46%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
XSCS.L Xtrackers MSCI USA Consumer Staples UCITS ETF 1D	7.09%	-3.23%	16.15%	-5.00%	11.79%	19.16%	5.49%	22.78%	11.73%
XMME.L Xtrackers MSCI Emerging Markets UCITS ETF 1C	27.00%	24.25%	9.25%	4.13%	-11.35%	-1.89%	14.98%	12.73%	-6.58%

Correlation

The correlation between XSCS.L and XMME.L is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.15
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.02
Correlation (All Time) Calculated using the full available price history since Apr 24, 2018	0.17

The correlation between XSCS.L and XMME.L shifts across timeframes, from -0.15 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

XSCS.L vs. XMME.L - Sectors Allocation Comparison

Sectors	XSCS.L	XMME.L
Consumer Defensive	99.0%	3.0%
Consumer Cyclical	1.0%	9.6%
Basic Materials	-	6.5%
Communication Services	-	7.0%
Energy	-	4.1%
Financial Services	-	19.5%
Healthcare	-	2.9%
Industrials	-	7.4%
Real Estate	-	1.1%
Technology	-	36.9%
Utilities	-	2.1%

Return for Risk

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

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

XSCS.L

XSCS.L Risk / Return Rank: 13
XSCS.L Sharpe Ratio Rank: 13
XSCS.L Sortino Ratio Rank: 13
XSCS.L Omega Ratio Rank: 12
XSCS.L Calmar Ratio Rank: 14
XSCS.L Martin Ratio Rank: 14

XMME.L

XMME.L Risk / Return Rank: 80
XMME.L Sharpe Ratio Rank: 82
XMME.L Sortino Ratio Rank: 79
XMME.L Omega Ratio Rank: 81
XMME.L Calmar Ratio Rank: 79
XMME.L Martin Ratio Rank: 77

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.

XSCS.L vs. XMME.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XSCS.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.

	XSCS.L	XMME.L	Difference
Sharpe ratio: Return per unit of total volatility	0.27	2.91	-2.64
Sortino ratio: Return per unit of downside risk	0.50	3.74	-3.24
Omega ratio: Gain probability vs. loss probability	1.05	1.53	-0.48
Calmar ratio: Return relative to maximum drawdown	0.42	4.94	-4.51
Martin ratio: Return relative to average drawdown	1.02	16.72	-15.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XSCS.L Sharpe Ratio is 0.27, which is lower than the XMME.L Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of XSCS.L and XMME.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XSCS.L	XMME.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.27	2.91	-2.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.60	0.50	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.44	+0.27

Drawdowns

XSCS.L vs. XMME.L - Drawdown Comparison

The maximum XSCS.L drawdown since its inception was -14.91%, smaller than the maximum XMME.L drawdown of -27.98%. Use the drawdown chart below to compare losses from any high point for XSCS.L and XMME.L.

Drawdown Indicators

	XSCS.L	XMME.L	Difference
Max Drawdown Largest peak-to-trough decline	-14.91%	-27.98%	+13.07%
Max Drawdown (1Y) Largest decline over 1 year	-9.11%	-10.80%	+1.69%
Max Drawdown (3Y) Largest decline over 3 years	-11.68%	-15.74%	+4.06%
Max Drawdown (5Y) Largest decline over 5 years	-12.94%	-24.54%	+11.60%
Current Drawdown Current decline from peak	-7.09%	-2.44%	-4.65%
Average Drawdown Average peak-to-trough decline	-4.12%	-10.03%	+5.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.78%	3.20%	+0.58%

Volatility

XSCS.L vs. XMME.L - Volatility Comparison

The current volatility for Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XSCS.L) is 6.46%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.L) has a volatility of 7.88%. This indicates that XSCS.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.

Volatility by Period

	XSCS.L	XMME.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.46%	7.88%	-1.42%
Volatility (6M) Calculated over the trailing 6-month period	11.77%	15.86%	-4.09%
Volatility (1Y) Calculated over the trailing 1-year period	14.24%	18.38%	-4.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.38%	17.04%	-3.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.40%	18.93%	-4.53%

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

XSCS.L has a 0.12% expense ratio, which is lower than XMME.L'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

XSCS.L vs. XMME.L - Dividend Comparison

XSCS.L's dividend yield for the trailing twelve months is around 1.95%, while XMME.L has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
XMME.L Xtrackers MSCI Emerging Markets UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XSCS.L Xtrackers MSCI USA Consumer Staples UCITS ETF 1D	1.95%	2.11%	2.15%	2.20%	2.96%	1.95%	2.99%	2.41%

Frequently Asked Questions

Can I hold both XSCS.L and XMME.L in my portfolio?

XSCS.L and XMME.L have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XSCS.L or XMME.L?

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

Which ETF is cheaper, XSCS.L or XMME.L?

XSCS.L is cheaper with a 0.12% expense ratio, compared with 0.18% for XMME.L.

What is the main difference between XSCS.L and XMME.L?

XSCS.L is categorized as Consumer Staples Equities, while XMME.L is Emerging Markets Equities. XSCS.L tracks Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while XMME.L tracks MSCI Total Return Net Emerging Markets Index. Their fees differ too: 0.12% for XSCS.L and 0.18% for XMME.L.