XZEW.DE vs. XMME.DE
XZEW.DE (Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C) and XMME.DE (Xtrackers MSCI Emerging Markets UCITS ETF 1C) are both exchange-traded funds - XZEW.DE is a S&P 500 fund tracking the S&P 500 Equal Weight ESG, while XMME.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets. Both are passively managed. Over the past 3 years, XZEW.DE returned 12.65%/yr vs 21.36%/yr for XMME.DE. At a 0.49 correlation, their price movements are largely independent. XZEW.DE charges 0.17%/yr vs 0.18%/yr for XMME.DE.
Performance
XZEW.DE vs. XMME.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XZEW.DE achieves a 10.78% return, which is significantly lower than XMME.DE's 30.06% return.
XZEW.DE
- 1D
- 0.38%
- 1M
- 3.74%
- YTD
- 10.78%
- 6M
- 11.14%
- 1Y
- 21.89%
- 3Y*
- 12.65%
- 5Y*
- —
- 10Y*
- —
XMME.DE
- 1D
- -1.04%
- 1M
- 5.19%
- YTD
- 30.06%
- 6M
- 29.85%
- 1Y
- 50.91%
- 3Y*
- 21.36%
- 5Y*
- 8.66%
- 10Y*
- —
XZEW.DE vs. XMME.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XZEW.DE Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C | 10.78% | 1.09% | 18.02% | 10.63% | -3.60% |
XMME.DE Xtrackers MSCI Emerging Markets UCITS ETF 1C | 30.06% | 18.69% | 13.82% | 5.89% | -1.31% |
Correlation
The correlation between XZEW.DE and XMME.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2022 | 0.49 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XZEW.DE vs. XMME.DE — Risk / Return Rank
XZEW.DE
XMME.DE
XZEW.DE vs. XMME.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.DE) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE). 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.
| XZEW.DE | XMME.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.55 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.33 | 4.98 | -0.65 |
| Martin ratioReturn relative to average drawdown | 12.75 | 18.04 | -5.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XZEW.DE | XMME.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.98 | 3.00 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.45 | +0.29 |
Drawdowns
XZEW.DE vs. XMME.DE - Drawdown Comparison
The maximum XZEW.DE drawdown since its inception was -23.98%, smaller than the maximum XMME.DE drawdown of -31.96%. Use the drawdown chart below to compare losses from any high point for XZEW.DE and XMME.DE.
Loading charts...
Drawdown Indicators
| XZEW.DE | XMME.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.98% | -31.96% | +7.98% |
Max Drawdown (1Y)Largest decline over 1 year | -5.00% | -10.67% | +5.67% |
Max Drawdown (3Y)Largest decline over 3 years | -23.98% | -19.16% | -4.82% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.38% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.04% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -4.76% | -9.53% | +4.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.70% | 2.95% | -1.25% |
Volatility
XZEW.DE vs. XMME.DE - Volatility Comparison
The current volatility for Xtrackers S&P 500 Equal Weight ESG UCITS ETF 1C (XZEW.DE) is 2.12%, while Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMME.DE) has a volatility of 7.48%. This indicates that XZEW.DE experiences smaller price fluctuations and is considered to be less risky than XMME.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XZEW.DE | XMME.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.12% | 7.48% | -5.36% |
Volatility (6M)Calculated over the trailing 6-month period | 6.92% | 14.90% | -7.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.93% | 17.70% | -6.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 16.74% | -2.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.97% | 18.61% | -4.64% |
XZEW.DE vs. XMME.DE - Expense Ratio Comparison
XZEW.DE has a 0.17% expense ratio, which is lower than XMME.DE'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
XZEW.DE vs. XMME.DE - Dividend Comparison
Neither XZEW.DE nor XMME.DE has paid dividends to shareholders.
Frequently Asked Questions
XZEW.DE and XMME.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XZEW.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XZEW.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for XMME.DE.
XZEW.DE is categorized as S&P 500, while XMME.DE is Emerging Markets Equities. XZEW.DE tracks S&P 500 Equal Weight ESG, while XMME.DE tracks MSCI Emerging Markets. Their fees differ too: 0.17% for XZEW.DE and 0.18% for XMME.DE.
Find the right allocation for XZEW.DE and XMME.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer