6PSC.DE vs. D5BL.DE
6PSC.DE (Invesco FTSE RAFI Europe UCITS ETF) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - 6PSC.DE tracks the FTSE RAFI Europe while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, 6PSC.DE returned 10.23%/yr vs 10.77%/yr for D5BL.DE. Their correlation of 0.90 suggests significant overlap in exposure. 6PSC.DE charges 0.39%/yr vs 0.15%/yr for D5BL.DE.
Performance
6PSC.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 6PSC.DE achieves a 8.79% return, which is significantly lower than D5BL.DE's 13.85% return. Over the past 10 years, 6PSC.DE has underperformed D5BL.DE with an annualized return of 10.23%, while D5BL.DE has yielded a comparatively higher 10.77% annualized return.
6PSC.DE
- 1D
- 0.50%
- 1M
- 1.19%
- YTD
- 8.79%
- 6M
- 11.76%
- 1Y
- 21.88%
- 3Y*
- 18.36%
- 5Y*
- 12.72%
- 10Y*
- 10.23%
D5BL.DE
- 1D
- -0.38%
- 1M
- 2.55%
- YTD
- 13.85%
- 6M
- 17.04%
- 1Y
- 32.33%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
6PSC.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
6PSC.DE Invesco FTSE RAFI Europe UCITS ETF | 8.79% | 28.47% | 10.65% | 16.01% | -4.18% | 26.14% | -8.74% | 22.28% | -11.68% | 10.84% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 14.14% | -4.63% | 26.83% | -8.58% | 22.90% | -13.98% | 9.78% |
Correlation
The correlation between 6PSC.DE and D5BL.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 20, 2010 | 0.90 |
The correlation between 6PSC.DE and D5BL.DE has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.
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Return for Risk
6PSC.DE vs. D5BL.DE — Risk / Return Rank
6PSC.DE
D5BL.DE
6PSC.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Europe UCITS ETF (6PSC.DE) and Xtrackers MSCI Europe Value UCITS ETF (D5BL.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.
| 6PSC.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.42 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 3.28 | -0.62 |
| Martin ratioReturn relative to average drawdown | 9.93 | 12.52 | -2.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 6PSC.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.28 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.93 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.60 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.48 | +0.04 |
Drawdowns
6PSC.DE vs. D5BL.DE - Drawdown Comparison
The maximum 6PSC.DE drawdown since its inception was -39.52%, roughly equal to the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for 6PSC.DE and D5BL.DE.
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Drawdown Indicators
| 6PSC.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.52% | -40.40% | +0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -10.02% | +1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -17.36% | +1.92% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -19.58% | +1.64% |
Max Drawdown (10Y)Largest decline over 10 years | -39.52% | -40.40% | +0.88% |
Current DrawdownCurrent decline from peak | -1.23% | -1.22% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -7.23% | +0.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 2.63% | -0.42% |
Volatility
6PSC.DE vs. D5BL.DE - Volatility Comparison
The current volatility for Invesco FTSE RAFI Europe UCITS ETF (6PSC.DE) is 3.45%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that 6PSC.DE experiences smaller price fluctuations and is considered to be less risky than D5BL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 6PSC.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 4.83% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | 11.54% | -2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.39% | 14.44% | -3.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 15.59% | -1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 17.76% | -0.42% |
6PSC.DE vs. D5BL.DE - Expense Ratio Comparison
6PSC.DE has a 0.39% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
6PSC.DE vs. D5BL.DE - Dividend Comparison
6PSC.DE's dividend yield for the trailing twelve months is around 2.75%, while D5BL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
6PSC.DE Invesco FTSE RAFI Europe UCITS ETF | 2.75% | 3.05% | 3.57% | 3.59% | 3.41% | 2.75% | 2.06% | 3.55% | 3.67% | 2.80% | 2.83% | 2.73% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
6PSC.DE and D5BL.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BL.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BL.DE is cheaper with a 0.15% expense ratio, compared with 0.39% for 6PSC.DE.
6PSC.DE tracks FTSE RAFI Europe, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.39% for 6PSC.DE and 0.15% for D5BL.DE.
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