Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE)
D5BL.DE is a passive ETF by Xtrackers tracking the investment results of the MSCI Europe Enhanced Value. D5BL.DE launched on Mar 26, 2010 and has a 0.15% expense ratio.
ETF Info
| ISIN | LU0486851024 |
|---|---|
| WKN | DBX0FK |
| Issuer | Xtrackers |
| Inception Date | Mar 26, 2010 |
| Category | Europe Equities |
| Leveraged | 1x |
| Index Tracked | MSCI Europe Enhanced Value |
| Domicile | Luxembourg |
| Distribution Policy | Accumulating |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
D5BL.DE has an expense ratio of 0.15%, which is considered low compared to other funds.
Share Price Chart
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Compare to other instruments
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Popular comparisons: D5BL.DE vs. ZPRW.DE, D5BL.DE vs. VUAA.DE, D5BL.DE vs. IS3N.DE, D5BL.DE vs. QDV5.DE
Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in Xtrackers MSCI Europe Value UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Xtrackers MSCI Europe Value UCITS ETF had a return of 10.32% year-to-date (YTD) and 19.80% in the last 12 months. Over the past 10 years, Xtrackers MSCI Europe Value UCITS ETF had an annualized return of 6.84%, while the S&P 500 had an annualized return of 11.43%, indicating that Xtrackers MSCI Europe Value UCITS ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 10.32% | 25.82% |
| 1 month | -0.17% | 3.20% |
| 6 months | -0.78% | 14.94% |
| 1 year | 19.80% | 35.92% |
| 5 years (annualized) | 7.87% | 14.22% |
| 10 years (annualized) | 6.84% | 11.43% |
Monthly Returns
The table below presents the monthly returns of D5BL.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.36% | 1.38% | 4.85% | 0.80% | 4.00% | -3.80% | 2.89% | 0.94% | 0.24% | -2.12% | 10.32% | ||
| 2023 | 7.04% | 2.78% | -2.36% | 1.60% | -3.58% | 4.45% | 3.18% | -3.00% | 0.09% | -5.71% | 6.46% | 3.25% | 14.14% |
| 2022 | 3.03% | -3.68% | 0.04% | -0.39% | 2.24% | -10.05% | 4.67% | -3.59% | -6.36% | 8.19% | 6.00% | -3.06% | -4.45% |
| 2021 | -0.84% | 5.02% | 8.78% | -0.29% | 3.42% | 0.28% | 0.62% | 2.26% | -2.02% | 3.64% | -3.46% | 7.13% | 26.60% |
| 2020 | -3.40% | -9.43% | -21.46% | 9.69% | 2.53% | 4.25% | -3.38% | 2.35% | -2.31% | -5.68% | 20.60% | 3.26% | -8.58% |
| 2019 | 7.63% | 3.17% | 0.64% | 3.17% | -7.98% | 3.86% | 0.48% | -2.82% | 4.89% | 1.75% | 4.74% | 2.19% | 22.90% |
| 2018 | 2.49% | -4.06% | -3.08% | 5.96% | -1.46% | -1.33% | 4.00% | -5.25% | 1.45% | -4.73% | -1.60% | -6.45% | -13.92% |
| 2017 | 0.67% | 1.63% | 2.13% | 2.07% | 0.85% | -2.52% | 1.29% | -3.04% | 4.27% | 2.52% | -1.62% | 1.31% | 9.70% |
| 2016 | -7.73% | -1.81% | 1.21% | 3.36% | 1.65% | -6.13% | 3.52% | 1.47% | -0.16% | 1.96% | 1.62% | 7.11% | 5.25% |
| 2015 | 6.65% | 6.23% | 1.12% | 0.32% | 0.18% | -4.81% | 3.32% | -8.76% | -6.23% | 8.44% | 1.76% | -5.57% | 0.95% |
| 2014 | -0.84% | 4.88% | -1.12% | 2.65% | 1.95% | -0.16% | -0.98% | 1.73% | -0.05% | -2.62% | 2.11% | -1.86% | 5.57% |
| 2013 | 3.02% | -1.63% | 1.33% | 2.03% | 4.17% | -6.83% | 5.35% | 0.00% | 6.21% | 4.31% | 1.08% | 0.56% | 20.62% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of D5BL.DE is 44, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Xtrackers MSCI Europe Value UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Xtrackers MSCI Europe Value UCITS ETF was 40.35%, occurring on Mar 18, 2020. Recovery took 204 trading sessions.
The current Xtrackers MSCI Europe Value UCITS ETF drawdown is 2.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.35% | Feb 18, 2020 | 21 | Mar 18, 2020 | 204 | Mar 16, 2021 | 225 |
| -31.39% | Apr 16, 2015 | 158 | Feb 11, 2016 | 309 | Jan 8, 2018 | 467 |
| -28% | Feb 22, 2011 | 53 | Sep 12, 2011 | 118 | Jan 28, 2013 | 171 |
| -19.58% | Jan 18, 2022 | 181 | Sep 29, 2022 | 110 | Mar 3, 2023 | 291 |
| -19.14% | May 25, 2018 | 125 | Dec 27, 2018 | 170 | Dec 16, 2019 | 295 |
Volatility
Volatility Chart
The current Xtrackers MSCI Europe Value UCITS ETF volatility is 3.08%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.