ASWA.DE vs. D5BL.DE
ASWA.DE (HANetf European Green Deal UCITS ETF Acc) and D5BL.DE (Xtrackers MSCI Europe Value UCITS ETF) are both Europe Equities funds - ASWA.DE tracks the SGI European Green Deal ESG Screened while D5BL.DE tracks the MSCI Europe Enhanced Value. Both are passively managed. Over the past year, ASWA.DE returned 0.26% vs 33.04% for D5BL.DE. A 0.69 correlation means they provide meaningful diversification when combined. ASWA.DE charges 0.60%/yr vs 0.15%/yr for D5BL.DE.
Performance
ASWA.DE vs. D5BL.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ASWA.DE achieves a -10.58% return, which is significantly lower than D5BL.DE's 13.85% return.
ASWA.DE
- 1D
- -0.09%
- 1M
- 0.41%
- YTD
- -10.58%
- 6M
- -9.71%
- 1Y
- 0.26%
- 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%
ASWA.DE vs. D5BL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ASWA.DE HANetf European Green Deal UCITS ETF Acc | -10.58% | 26.07% | -11.37% | -2.40% |
D5BL.DE Xtrackers MSCI Europe Value UCITS ETF | 13.85% | 35.78% | 10.37% | 1.86% |
Correlation
The correlation between ASWA.DE and D5BL.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2023 | 0.69 |
Over the past year, the correlation between ASWA.DE and D5BL.DE has dropped to 0.48 - well below their long-term average of 0.69, suggesting their price drivers have been diverging.
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Return for Risk
ASWA.DE vs. D5BL.DE — Risk / Return Rank
ASWA.DE
D5BL.DE
ASWA.DE vs. D5BL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HANetf European Green Deal UCITS ETF Acc (ASWA.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.
| ASWA.DE | D5BL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.27 | ||
| Sortino ratioReturn per unit of downside risk | -3.02 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.42 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 0.01 | 3.28 | -3.27 |
| Martin ratioReturn relative to average drawdown | 0.03 | 12.52 | -12.49 |
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
| ASWA.DE | D5BL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 2.28 | -2.27 |
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 | -0.04 | 0.48 | -0.52 |
Drawdowns
ASWA.DE vs. D5BL.DE - Drawdown Comparison
The maximum ASWA.DE drawdown since its inception was -30.36%, smaller than the maximum D5BL.DE drawdown of -40.40%. Use the drawdown chart below to compare losses from any high point for ASWA.DE and D5BL.DE.
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Drawdown Indicators
| ASWA.DE | D5BL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.36% | -40.40% | +10.04% |
Max Drawdown (1Y)Largest decline over 1 year | -30.36% | -10.02% | -20.34% |
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 | -23.85% | -1.22% | -22.63% |
Average DrawdownAverage peak-to-trough decline | -8.15% | -7.23% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.54% | 2.63% | +7.91% |
Volatility
ASWA.DE vs. D5BL.DE - Volatility Comparison
HANetf European Green Deal UCITS ETF Acc (ASWA.DE) has a higher volatility of 7.52% compared to Xtrackers MSCI Europe Value UCITS ETF (D5BL.DE) at 4.83%. This indicates that ASWA.DE's price experiences larger fluctuations and is considered to be riskier 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
| ASWA.DE | D5BL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.52% | 4.83% | +2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 37.06% | 11.54% | +25.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.68% | 14.44% | +19.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.72% | 15.59% | +9.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.72% | 17.76% | +6.96% |
ASWA.DE vs. D5BL.DE - Expense Ratio Comparison
ASWA.DE has a 0.60% expense ratio, which is higher than D5BL.DE's 0.15% expense ratio.
Dividends
ASWA.DE vs. D5BL.DE - Dividend Comparison
Neither ASWA.DE nor D5BL.DE has paid dividends to shareholders.
Frequently Asked Questions
ASWA.DE and D5BL.DE have a correlation of 0.48, 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 0.60% for ASWA.DE.
ASWA.DE tracks SGI European Green Deal ESG Screened, while D5BL.DE tracks MSCI Europe Enhanced Value. They also come from different issuers: HANetf and Xtrackers. Their fees differ too: 0.60% for ASWA.DE and 0.15% for D5BL.DE.
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