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

XUKX.L vs. XMME.L

Last updated Jun 5, 2026

XUKX.L (Xtrackers FTSE 100 UCITS ETF Income 1D) and XMME.L (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - XUKX.L is a Europe Equities fund tracking the FTSE AllSh TR GBP, 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, XUKX.L returned 7.35%/yr vs 8.46%/yr for XMME.L. A 0.55 correlation means they provide meaningful diversification when combined. XUKX.L charges 0.09%/yr vs 0.18%/yr for XMME.L.

Performance

XUKX.L vs. XMME.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.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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Different Trading Currencies

XUKX.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, XUKX.L achieves a 4.28% return, which is significantly lower than XMME.L's 27.00% return.

XUKX.L

1D
0.26%
1M
0.81%
YTD
4.28%
6M
6.50%
1Y
17.32%
3Y*
10.30%
5Y*
7.35%
10Y*
4.48%

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)

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

2026 (YTD)202520242023202220212020201920182017
XUKX.L
Xtrackers FTSE 100 UCITS ETF Income 1D		4.28%22.37%4.09%3.60%-2.09%14.55%-17.78%12.73%-12.82%5.97%
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%-9.39%11.95%

Correlation

The correlation between XUKX.L and XMME.L is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

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

0.48

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2017

0.55

The correlation between XUKX.L and XMME.L shifts across timeframes, from 0.39 (1 year) to 0.55 (all time), reflecting how their relationship changes across market environments.

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

Sectors
XUKX.L
XMME.L

Financial Services

26.4%
19.5%

Consumer Defensive

13.6%
3.0%

Industrials

13.0%
7.4%

Healthcare

12.9%
2.9%

Energy

10.5%
4.1%

Basic Materials

8.6%
6.5%

Utilities

4.9%
2.1%

Consumer Cyclical

4.5%
9.6%

Communication Services

2.3%
7.0%

Real Estate

1.0%
1.1%

Technology

0.3%
36.9%

Financial Services

XUKX.L
26.4%
XMME.L
19.5%

Consumer Defensive

XUKX.L
13.6%
XMME.L
3.0%

Industrials

XUKX.L
13.0%
XMME.L
7.4%

Healthcare

XUKX.L
12.9%
XMME.L
2.9%

Energy

XUKX.L
10.5%
XMME.L
4.1%

Basic Materials

XUKX.L
8.6%
XMME.L
6.5%

Utilities

XUKX.L
4.9%
XMME.L
2.1%

Consumer Cyclical

XUKX.L
4.5%
XMME.L
9.6%

Communication Services

XUKX.L
2.3%
XMME.L
7.0%

Real Estate

XUKX.L
1.0%
XMME.L
1.1%

Technology

XUKX.L
0.3%
XMME.L
36.9%

Compare stocks, funds, or ETFs

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Xtrackers FTSE 100 UCITS ETF Income 1D

Xtrackers MSCI Emerging Markets UCITS ETF 1C

Often compared with XUKX.L:
XUKX.L vs. VUKE.LXUKX.L vs. DHSXUKX.L vs. CUKX.LXUKX.L vs. VUKG.LXUKX.L vs. DGRWXUKX.L vs. VHYL.ASXUKX.L vs. S100.L
Often compared with XMME.L:
XMME.L vs. EIMI.LXMME.L vs. SMHXMME.L vs. XMMS.LXMME.L vs. VUAA.LXMME.L vs. IS3N.DEXMME.L vs. SPY5.DEXMME.L vs. VHYL.AS

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XUKX.L
XUKX.L Risk / Return Rank: 4444
Overall Rank
XUKX.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XUKX.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
XUKX.L Omega Ratio Rank: 4747
Omega Ratio Rank
XUKX.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
XUKX.L Martin Ratio Rank: 4040
Martin Ratio Rank
XMME.L
XMME.L Risk / Return Rank: 8080
Overall Rank
XMME.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
XMME.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
XMME.L Omega Ratio Rank: 8181
Omega Ratio Rank
XMME.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
XMME.L Martin Ratio Rank: 7777
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.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.

XUKX.LXMME.LDifference
Sharpe ratioReturn per unit of total volatility
1.59
2.91

-1.32

Sortino ratioReturn per unit of downside risk
2.23
3.74

-1.51

Omega ratioGain probability vs. loss probability

1.29

1.53

-0.24

Calmar ratioReturn relative to maximum drawdown

1.97

4.94

-2.97

Martin ratioReturn relative to average drawdown

6.29

16.72

-10.43

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XUKX.L Sharpe Ratio is 1.59, which is lower than the XMME.L Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of XUKX.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.

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Sharpe Ratios by Period

XUKX.LXMME.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.59

2.91

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.50

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.44

-0.32

Drawdowns

XUKX.L vs. XMME.L - Drawdown Comparison

The maximum XUKX.L drawdown since its inception was -46.73%, which is greater than XMME.L's maximum drawdown of -27.98%. Use the drawdown chart below to compare losses from any high point for XUKX.L and XMME.L.

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Drawdown Indicators

XUKX.LXMME.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.73%

-27.98%

-18.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

-10.80%

+2.01%

Max Drawdown (3Y)

Largest decline over 3 years

-13.13%

-15.74%

+2.61%

Max Drawdown (5Y)

Largest decline over 5 years

-14.42%

-24.54%

+10.12%

Max Drawdown (10Y)

Largest decline over 10 years

-35.37%

—

—

Current Drawdown

Current decline from peak

-4.97%

-2.44%

-2.53%

Average Drawdown

Average peak-to-trough decline

-10.43%

-10.03%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

3.20%

-0.45%

Volatility

XUKX.L vs. XMME.L - Volatility Comparison

The current volatility for Xtrackers FTSE 100 UCITS ETF Income 1D (XUKX.L) is 3.95%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.L) has a volatility of 7.88%. This indicates that XUKX.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

XUKX.LXMME.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

7.88%

-3.93%

Volatility (6M)

Calculated over the trailing 6-month period

9.45%

15.86%

-6.41%

Volatility (1Y)

Calculated over the trailing 1-year period

10.93%

18.38%

-7.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.11%

17.04%

-3.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

18.93%

-3.33%

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

XUKX.L has a 0.09% 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

XUKX.L vs. XMME.L - Dividend Comparison

XUKX.L's dividend yield for the trailing twelve months is around 0.03%, while XMME.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%0.00%
XUKX.L
Xtrackers FTSE 100 UCITS ETF Income 1D		0.03%0.03%0.05%0.04%0.07%0.03%0.06%0.04%0.05%0.04%0.03%0.00%

Frequently Asked Questions

XUKX.L and XMME.L have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XUKX.L is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XUKX.L is cheaper with a 0.09% expense ratio, compared with 0.18% for XMME.L.

XUKX.L is categorized as Europe Equities, while XMME.L is Emerging Markets Equities. XUKX.L tracks FTSE AllSh TR GBP, while XMME.L tracks MSCI Total Return Net Emerging Markets Index. Their fees differ too: 0.09% for XUKX.L and 0.18% for XMME.L.

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