XXTW.L vs. XMME.L

Last updated Jun 5, 2026

XXTW.L (Xtrackers MSCI World Information Technology UCITS ETF) and XMME.L (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - XXTW.L is a Technology Equities fund tracking the MSCI World Information Technology 20/35 Custom index, 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 year, XXTW.L returned 51.91% vs 52.53% for XMME.L. A 0.54 correlation means they provide meaningful diversification when combined. XXTW.L charges 0.25%/yr vs 0.18%/yr for XMME.L.

Performance

XXTW.L vs. XMME.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI World Information Technology UCITS ETF (XXTW.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

XXTW.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, XXTW.L achieves a 24.48% return, which is significantly lower than XMME.L's 26.96% return.

XXTW.L

• 1D: -1.87%
• 1M: 12.87%
• YTD: 24.48%
• 6M: 22.47%
• 1Y: 51.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XMME.L

• 1D: -1.58%
• 1M: 3.58%
• YTD: 26.96%
• 6M: 26.70%
• 1Y: 52.53%
• 3Y*: 21.01%
• 5Y*: 8.45%
• 10Y*: —

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

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

	2026 (YTD)	2025	2024	2023
XXTW.L Xtrackers MSCI World Information Technology UCITS ETF	24.48%	13.82%	36.21%	14.56%
XMME.L Xtrackers MSCI Emerging Markets UCITS ETF 1C	26.96%	24.25%	9.25%	4.17%

Correlation

The correlation between XXTW.L and XMME.L is 0.62, 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	0.62
Correlation (All Time) Calculated using the full available price history since Aug 15, 2023	0.54

The correlation between XXTW.L and XMME.L has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.

Return for Risk

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

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

XXTW.L

XXTW.L Risk / Return Rank: 71
XXTW.L Sharpe Ratio Rank: 84
XXTW.L Sortino Ratio Rank: 79
XXTW.L Omega Ratio Rank: 76
XXTW.L Calmar Ratio Rank: 64
XXTW.L Martin Ratio Rank: 49

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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Information Technology UCITS ETF (XXTW.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.

	XXTW.L	XMME.L	Difference
Sharpe ratio: Return per unit of total volatility	2.73	2.90	-0.17
Sortino ratio: Return per unit of downside risk	3.51	3.74	-0.23
Omega ratio: Gain probability vs. loss probability	1.45	1.53	-0.09
Calmar ratio: Return relative to maximum drawdown	3.14	4.93	-1.79
Martin ratio: Return relative to average drawdown	8.22	16.70	-8.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current XXTW.L Sharpe Ratio is 2.73, which is comparable to the XMME.L Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of XXTW.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

	XXTW.L	XMME.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.73	2.90	-0.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.50	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.52	0.44	+1.08

Drawdowns

XXTW.L vs. XMME.L - Drawdown Comparison

The maximum XXTW.L drawdown since its inception was -28.44%, roughly equal to the maximum XMME.L drawdown of -27.98%. Use the drawdown chart below to compare losses from any high point for XXTW.L and XMME.L.

Drawdown Indicators

	XXTW.L	XMME.L	Difference
Max Drawdown Largest peak-to-trough decline	-28.44%	-27.98%	-0.46%
Max Drawdown (1Y) Largest decline over 1 year	-16.79%	-10.80%	-5.99%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.74%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-24.54%	—
Current Drawdown Current decline from peak	-2.31%	-2.47%	+0.16%
Average Drawdown Average peak-to-trough decline	-5.02%	-10.03%	+5.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.43%	3.20%	+3.23%

Volatility

XXTW.L vs. XMME.L - Volatility Comparison

The current volatility for Xtrackers MSCI World Information Technology UCITS ETF (XXTW.L) is 6.76%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.L) has a volatility of 7.89%. This indicates that XXTW.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

	XXTW.L	XMME.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.76%	7.89%	-1.13%
Volatility (6M) Calculated over the trailing 6-month period	14.37%	15.86%	-1.49%
Volatility (1Y) Calculated over the trailing 1-year period	19.30%	18.39%	+0.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.48%	17.04%	+4.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.48%	18.93%	+2.55%

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

XXTW.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%.

Dividends

XXTW.L vs. XMME.L - Dividend Comparison

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

Tickers have no history of dividend payments

Frequently Asked Questions

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

XXTW.L and XMME.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

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

XMME.L is cheaper with a 0.18% expense ratio, compared with 0.25% for XXTW.L.

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

XXTW.L is categorized as Technology Equities, while XMME.L is Emerging Markets Equities. XXTW.L tracks MSCI World Information Technology 20/35 Custom index, while XMME.L tracks MSCI Total Return Net Emerging Markets Index. Their fees differ too: 0.25% for XXTW.L and 0.18% for XMME.L.