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XUSE.AS vs. XMMS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XUSE.AS vs. XMMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI World ex-USA UCITS ETF (XUSE.AS) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMMS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XUSE.AS is traded in USD, while XMMS.L is traded in GBp. To make them comparable, the XMMS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XUSE.AS achieves a 8.38% return, which is significantly lower than XMMS.L's 26.41% return.


XUSE.AS

1D
0.27%
1M
0.21%
YTD
8.38%
6M
11.50%
1Y
22.24%
3Y*
5Y*
10Y*

XMMS.L

1D
-1.54%
1M
5.43%
YTD
26.41%
6M
28.87%
1Y
52.26%
3Y*
24.06%
5Y*
7.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XUSE.AS vs. XMMS.L - Yearly Performance Comparison


Correlation

The correlation between XUSE.AS and XMMS.L is 0.65, 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

0.65

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2025

0.67

The correlation between XUSE.AS and XMMS.L has been stable across timeframes, ranging from 0.65 to 0.67 - a consistent structural relationship.

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Return for Risk

XUSE.AS vs. XMMS.L — Risk / Return Rank

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

XUSE.AS
XUSE.AS Risk / Return Rank: 4545
Overall Rank
XUSE.AS Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XUSE.AS Sortino Ratio Rank: 4747
Sortino Ratio Rank
XUSE.AS Omega Ratio Rank: 4545
Omega Ratio Rank
XUSE.AS Calmar Ratio Rank: 4343
Calmar Ratio Rank
XUSE.AS Martin Ratio Rank: 4747
Martin Ratio Rank

XMMS.L
XMMS.L Risk / Return Rank: 8888
Overall Rank
XMMS.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XMMS.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
XMMS.L Omega Ratio Rank: 9191
Omega Ratio Rank
XMMS.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
XMMS.L Martin Ratio Rank: 8484
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.

XUSE.AS vs. XMMS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ex-USA UCITS ETF (XUSE.AS) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMMS.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.


XUSE.ASXMMS.LDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.28

1.50

-0.22

Calmar ratioReturn relative to maximum drawdown

2.11

3.97

-1.86

Martin ratioReturn relative to average drawdown

7.72

14.67

-6.95

XUSE.AS vs. XMMS.L - Sharpe Ratio Comparison

The current XUSE.AS Sharpe Ratio is 1.52, which is lower than the XMMS.L Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of XUSE.AS and XMMS.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


XUSE.ASXMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

2.77

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

1.56

0.40

+1.16

Drawdowns

XUSE.AS vs. XMMS.L - Drawdown Comparison

The maximum XUSE.AS drawdown since its inception was -12.97%, smaller than the maximum XMMS.L drawdown of -40.33%. Use the drawdown chart below to compare losses from any high point for XUSE.AS and XMMS.L.


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Drawdown Indicators


XUSE.ASXMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.97%

-40.33%

+27.36%

Max Drawdown (1Y)

Largest decline over 1 year

-10.54%

-13.11%

+2.57%

Max Drawdown (3Y)

Largest decline over 3 years

-16.69%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

Current Drawdown

Current decline from peak

-1.23%

-2.73%

+1.50%

Average Drawdown

Average peak-to-trough decline

-1.72%

-14.30%

+12.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

3.55%

-0.65%

Volatility

XUSE.AS vs. XMMS.L - Volatility Comparison

The current volatility for iShares MSCI World ex-USA UCITS ETF (XUSE.AS) is 4.32%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMMS.L) has a volatility of 8.15%. This indicates that XUSE.AS experiences smaller price fluctuations and is considered to be less risky than XMMS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XUSE.ASXMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

8.15%

-3.83%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

16.08%

-3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

14.62%

18.81%

-4.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.45%

19.14%

-2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.45%

20.86%

-4.41%

XUSE.AS vs. XMMS.L - Expense Ratio Comparison

XUSE.AS has a 0.25% expense ratio, which is higher than XMMS.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%.


Dividends

XUSE.AS vs. XMMS.L - Dividend Comparison

Neither XUSE.AS nor XMMS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XUSE.AS and XMMS.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XMMS.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XMMS.L is cheaper with a 0.18% expense ratio, compared with 0.25% for XUSE.AS.

XUSE.AS is categorized as Global Equities, while XMMS.L is Emerging Markets Equities. XUSE.AS tracks MSCI World ex USA Index, while XMMS.L tracks MSCI EM NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.25% for XUSE.AS and 0.18% for XMMS.L.

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