Xtrackers MSCI Emerging Markets UCITS ETF 1C

10-Year Study

XMMS.LSE · · GB · ETF

Executive Summary: Xtrackers MSCI Emerging Markets UCITS ETF 1C has compounded at 6.5% annually over the last 10 years, with a maximum drawdown of 23.5% and an annualized volatility of 15.0%.

1Y CAGR
+45.1%
3Y CAGR
+18.8%
5Y CAGR
+6.7%
10Y CAGR
+6.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +24.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.97.4-10.210.7————————14.2%
20253.8-1.7-1.5-2.63.45.05.00.17.46.4-2.50.224.7%
2024-3.84.53.21.2-0.84.4-0.6-1.54.0-0.2-1.2-0.19.1%
20235.7-5.31.0-2.5-1.92.64.8-4.80.7-3.84.03.32.8%
2022-1.1-3.5-0.8-0.7-1.1-2.5-0.64.4-7.2-5.98.00.8-10.7%
20212.6-1.1-0.21.3-0.63.5-6.72.5-1.8-0.6-0.90.8-1.6%
2020-6.8-2.3-11.46.52.68.02.03.20.40.86.35.313.5%
20195.6-1.83.11.9-4.15.32.5-4.71.6-1.61.64.814.5%
2018—————-6.95.2-2.9-0.1-8.36.0-2.0-9.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 15.0%. The dominant macroeconomic risk driver is VWO.US, accounting for 65.8% of variance. Idiosyncratic stock-specific factors contribute 6.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-05-0110000
2018-06-019308.054427032952
2018-07-019789.772360869285
2018-08-019504.739794931322
2018-09-019496.35648416844
2018-10-018706.39066228155
2018-11-019225.511059521506
2018-12-019039.788482620752
2019-01-019548.590958921777
2019-02-019372.541432901271
2019-03-019663.377829367382
2019-04-019851.035016444186
2019-05-019447.991229767202
2019-06-019949.05526536403
2019-07-0110197.330237957052
2019-08-019716.902044238086
2019-09-019867.80163796995
2019-10-019713.032823885986
2019-11-019870.381118204681
2019-12-0110348.874701747596
2020-01-019640.162507254789
2020-02-019418.327207067776
2020-03-018347.842909653704
2020-04-018888.244018830206
2020-05-019120.397239956148
2020-06-019852.324756561553
2020-07-0110050.944734635972
2020-08-0110376.604114270975
2020-09-0110417.230927968016
2020-10-0110501.064035596828
2020-11-0111161.410975688399
2020-12-0111750.82220932482
2021-01-0112057.780357258012
2021-02-0111923.002514993228
2021-03-0111901.076932998001
2021-04-0112055.845747081963
2021-05-0111980.395950216032
2021-06-0112404.075578770877
2021-07-0111571.5483330109
2021-08-0111864.31933965306
2021-09-0111647.642999935513
2021-10-0111574.127813245632
2021-11-0111472.883214032372
2021-12-0111561.230412071967
2022-01-0111431.611530276648
2022-02-0111032.436963951764
2022-03-0110939.575675501388
2022-04-0110867.350228928872
2022-05-0110744.824917779068
2022-06-0110471.4000128974
2022-07-0110404.978396853036
2022-08-0110866.705358870187
2022-09-0110083.833107628812
2022-10-019489.262913522925
2022-11-0110247.63010253434
2022-12-0110327.593989811052
2023-01-0110917.005223447475
2023-02-0110339.201650867351
2023-03-0110437.866769845876
2023-04-0110172.180305668408
2023-05-019983.878248532921
2023-06-0110239.246791771458
2023-07-0110731.28264654672
2023-08-0110216.031469658863
2023-09-0110282.453085703231
2023-10-019887.147739730444
2023-11-0110282.453085703231
2023-12-0110617.78551621848
2024-01-0110212.162249306764
2024-02-0110668.730250854453
2024-03-0111007.28703166312
2024-04-0111141.42000386922
2024-05-0111051.138195653575
2024-06-0111542.529180370157
2024-07-0111474.817824208423
2024-08-0111301.992648481331
2024-09-0111755.981169794288
2024-10-0111731.476107564326
2024-11-0111594.11878506481
2024-12-0111587.025214419295
2025-01-0112022.312504030437
2025-02-0111821.757915779972
2025-03-0111643.773779583413
2025-04-0111340.684852002321
2025-05-0111725.027406977495
2025-06-0112311.859160379185
2025-07-0112933.513896949764
2025-08-0112946.411298123428
2025-09-0113899.52924485716
2025-10-0114793.319146192043
2025-11-0114428.322692977365
2025-12-0114450.248274972593
2026-01-0115448.507125814149
2026-02-0116593.796350035467
2026-03-0114906.81627652028
2026-04-0116498.355581350355
Annual Return Matrix
YearAnnual Return
20190.14481381081466682
20200.13546859421734792
2021-0.016134343101745108
2022-0.10670459616242745
20230.028098657508585756
20240.09128454296993627
20250.24710596616206582
20260.14173509460906808
Total Factor Risk
0.15041597485803507
VTI.US Exposure
-0.006518859165710166
VEA.US Exposure
0.15406257870275003
VWO.US Exposure
0.6584388318106937
QQQ.US Exposure
-0.06697555317528968
VTV.US Exposure
-0.056152248349020974
IJR.US Exposure
0.006987147213694219
QUAL.US Exposure
0.13008745084546533
SHV.US Exposure
0.01143739876733364
TLT.US Exposure
0.05237805905048219
LQD.US Exposure
-0.011334424419272085
HYG.US Exposure
-0.024562433471628304
GLD.US Exposure
0.03084094745120967
USO.US Exposure
-0.0007682403332198841
VNQ.US Exposure
0.013638687674802204
BTC-USD.CC Exposure
-0.0012089899128966573
CPER.US Exposure
-0.017923135374383385
VIX.INDX Exposure
-0.009608141868513975
UUP.US Exposure
0.06493931824726905
TIP.US Exposure
0.01219118805531756
Idiosyncratic Exposure
0.06005041825091761
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+14.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Xtrackers MSCI Emerging Markets UCITS ETF 1C a high-risk investment?

Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMMS.LSE) has an annualized volatility of 15.0% and experienced a maximum drawdown of 23.5% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of XMMS.LSE?

Over the past 10 years, XMMS.LSE has generated a Compound Annual Growth Rate (CAGR) of 6.5%. It has had a positive return in 75% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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