AE50.DE vs. D5BL.DE
AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - AE50.DE tracks the STOXX® Europe 50 while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past 10 years, AE50.DE returned 9.32%/yr vs 10.77%/yr for D5BL.DE. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.15% expense ratio.
Performance
AE50.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AE50.DE achieves a 7.47% return, which is significantly lower than D5BL.DE's 13.85% return. Over the past 10 years, AE50.DE has underperformed D5BL.DE with an annualized return of 9.32%, while D5BL.DE has yielded a comparatively higher 10.77% annualized return.
AE50.DE
- 1D
- 0.82%
- 1M
- 3.36%
- YTD
- 7.47%
- 6M
- 9.70%
- 1Y
- 16.71%
- 3Y*
- 12.27%
- 5Y*
- 11.33%
- 10Y*
- 9.32%
D5BL.DE
- 1D
- -0.38%
- 1M
- 4.90%
- YTD
- 13.85%
- 6M
- 17.13%
- 1Y
- 33.04%
- 3Y*
- 21.76%
- 5Y*
- 14.60%
- 10Y*
- 10.77%
AE50.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AE50.DE Amundi ETF STOXX Europe 50 UCITS ETF EUR | 7.47% | 18.08% | 7.63% | 14.90% | -1.62% | 26.03% | -6.38% | 28.61% | -10.46% | 9.34% |
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 AE50.DE and D5BL.DE is 0.82, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2014 | 0.87 |
The correlation between AE50.DE and D5BL.DE has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.
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Return for Risk
AE50.DE vs. D5BL.DE — Risk / Return Rank
AE50.DE
D5BL.DE
AE50.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.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.
| AE50.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.02 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.42 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 3.28 | -1.54 |
| Martin ratioReturn relative to average drawdown | 6.15 | 12.52 | -6.37 |
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
| AE50.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 2.28 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.93 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.60 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.48 | 0.00 |
Drawdowns
AE50.DE vs. D5BL.DE - Drawdown Comparison
The maximum AE50.DE drawdown since its inception was -32.20%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for AE50.DE and D5BL.DE.
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Drawdown Indicators
| AE50.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.20% | -40.40% | +8.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -10.02% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -17.29% | -17.36% | +0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -17.29% | -19.58% | +2.29% |
Max Drawdown (10Y)Largest decline over 10 years | -32.20% | -40.40% | +8.20% |
Current DrawdownCurrent decline from peak | -1.65% | -1.22% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -7.23% | +1.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.63% | +0.08% |
Volatility
AE50.DE vs. D5BL.DE - Volatility Comparison
The current volatility for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) is 4.34%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that AE50.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
| AE50.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 4.83% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 11.54% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.25% | 14.44% | -1.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 15.59% | -1.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.11% | 17.76% | -2.65% |
AE50.DE vs. D5BL.DE - Expense Ratio Comparison
Both AE50.DE and D5BL.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
AE50.DE vs. D5BL.DE - Dividend Comparison
Neither AE50.DE nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
AE50.DE and D5BL.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
AE50.DE and D5BL.DE have the same expense ratio: 0.15% per year.
AE50.DE tracks STOXX® Europe 50, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Amundi and Xtrackers.
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