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

Performance

XSSW.L vs. XMME.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.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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XSSW.L vs. XMME.L - Yearly Performance Comparison


2026 (YTD)202520242023
XSSW.L
Xtrackers MSCI World Communication Services UCITS ETF 1C GBP
-4.75%20.12%36.87%8.80%
XMME.L
Xtrackers MSCI Emerging Markets UCITS ETF 1C
3.27%24.25%9.25%4.17%
Different Trading Currencies

XSSW.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, XSSW.L achieves a -4.75% return, which is significantly lower than XMME.L's 3.27% return.


XSSW.L

1D
1.42%
1M
-5.34%
YTD
-4.75%
6M
-1.77%
1Y
24.03%
3Y*
5Y*
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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XSSW.L vs. XMME.L - Expense Ratio Comparison

XSSW.L has a 0.25% expense ratio, which is higher than XMME.L's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

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

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

XSSW.L
XSSW.L Risk / Return Rank: 7878
Overall Rank
XSSW.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XSSW.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
XSSW.L Omega Ratio Rank: 7272
Omega Ratio Rank
XSSW.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
XSSW.L Martin Ratio Rank: 7777
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.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.


XSSW.LXMME.LDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.58

-0.07

Sortino ratio

Return per unit of downside risk

2.21

2.08

+0.13

Omega ratio

Gain probability vs. loss probability

1.27

1.30

-0.03

Calmar ratio

Return relative to maximum drawdown

2.43

2.45

-0.02

Martin ratio

Return relative to average drawdown

8.51

7.82

+0.69

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

The current XSSW.L Sharpe Ratio is 1.51, which is comparable to the XMME.L Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of XSSW.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


XSSW.LXMME.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.58

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

1.41

0.32

+1.09

Correlation

The correlation between XSSW.L and XMME.L is 0.40, 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

XSSW.L vs. XMME.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XSSW.L vs. XMME.L - Drawdown Comparison

The maximum XSSW.L drawdown since its inception was -20.71%, smaller than the maximum XMME.L drawdown of -27.98%. Use the drawdown chart below to compare losses from any high point for XSSW.L and XMME.L.


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Drawdown Indicators


XSSW.LXMME.LDifference

Max Drawdown

Largest peak-to-trough decline

-20.71%

-40.28%

+19.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-12.95%

+3.97%

Max Drawdown (5Y)

Largest decline over 5 years

-37.76%

Current Drawdown

Current decline from peak

-6.83%

-12.73%

+5.90%

Average Drawdown

Average peak-to-trough decline

-3.18%

-15.71%

+12.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

3.61%

-1.05%

Volatility

XSSW.L vs. XMME.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.L) is 4.47%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.L) has a volatility of 8.98%. This indicates that XSSW.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


XSSW.LXMME.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

8.98%

-4.51%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

13.28%

-3.72%

Volatility (1Y)

Calculated over the trailing 1-year period

15.91%

17.58%

-1.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

16.49%

-0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.82%

18.72%

-2.90%