AE5B.DE vs. D5BL.DE
AE5B.DE (Amundi MSCI Europe Climate Action UCITS ETF Dist) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - AE5B.DE tracks the MSCI Europe Climate Action while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past year, AE5B.DE returned 12.32% vs 33.04% for D5BL.DE. Their correlation of 0.84 suggests significant overlap in exposure. AE5B.DE charges 0.09%/yr vs 0.15%/yr for D5BL.DE.
Performance
AE5B.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AE5B.DE achieves a 5.29% return, which is significantly lower than D5BL.DE's 13.85% return.
AE5B.DE
- 1D
- 0.62%
- 1M
- 2.96%
- YTD
- 5.29%
- 6M
- 7.80%
- 1Y
- 12.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
AE5B.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
AE5B.DE Amundi MSCI Europe Climate Action UCITS ETF Dist | 5.29% | 16.59% | 7.50% | 3.40% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 3.58% |
Correlation
The correlation between AE5B.DE and D5BL.DE is 0.83, 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 (All Time) Calculated using the full available price history since Jun 16, 2023 | 0.84 |
The correlation between AE5B.DE and D5BL.DE has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.
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Return for Risk
AE5B.DE vs. D5BL.DE — Risk / Return Rank
AE5B.DE
D5BL.DE
AE5B.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Climate Action UCITS ETF Dist (AE5B.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.
| AE5B.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.42 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 3.28 | -2.12 |
| Martin ratioReturn relative to average drawdown | 3.95 | 12.52 | -8.56 |
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
| AE5B.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 2.28 | -1.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.93 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.60 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.48 | +0.34 |
Drawdowns
AE5B.DE vs. D5BL.DE - Drawdown Comparison
The maximum AE5B.DE drawdown since its inception was -16.86%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for AE5B.DE and D5BL.DE.
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Drawdown Indicators
| AE5B.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.86% | -40.40% | +23.54% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -10.02% | -0.50% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.40% | — |
Current DrawdownCurrent decline from peak | -1.65% | -1.22% | -0.43% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -7.23% | +4.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 2.63% | +0.48% |
Volatility
AE5B.DE vs. D5BL.DE - Volatility Comparison
The current volatility for Amundi MSCI Europe Climate Action UCITS ETF Dist (AE5B.DE) is 3.86%, while Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) has a volatility of 4.83%. This indicates that AE5B.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
| AE5B.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.86% | 4.83% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 10.85% | 11.54% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.37% | 14.44% | -1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.34% | 15.59% | -2.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.34% | 17.76% | -4.42% |
AE5B.DE vs. D5BL.DE - Expense Ratio Comparison
AE5B.DE has a 0.09% expense ratio, which is lower than D5BL.DE's 0.15% 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
AE5B.DE vs. D5BL.DE - Dividend Comparison
AE5B.DE's dividend yield for the trailing twelve months is around 2.16%, while D5BL.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
AE5B.DE Amundi MSCI Europe Climate Action UCITS ETF Dist | 2.16% | 2.28% | 2.68% | 0.63% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AE5B.DE and D5BL.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AE5B.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AE5B.DE is cheaper with a 0.09% expense ratio, compared with 0.15% for D5BL.DE.
AE5B.DE tracks MSCI Europe Climate Action, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.09% for AE5B.DE and 0.15% for D5BL.DE.
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