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AXQE.DE vs. D5BI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AXQE.DE vs. D5BI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.DE) and Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AXQE.DE achieves a 31.36% return, which is significantly higher than D5BI.DE's 12.54% return.


AXQE.DE

1D
0.00%
1M
-6.15%
6M
25.51%
YTD
31.36%
1Y
51.93%
3Y*
5Y*
10Y*

D5BI.DE

1D
0.50%
1M
-2.32%
6M
7.39%
YTD
12.54%
1Y
36.58%
3Y*
9.96%
5Y*
13.62%
10Y*
6.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AXQE.DE vs. D5BI.DE - Yearly Performance Comparison


Correlation

The correlation between AXQE.DE and D5BI.DE is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.52

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2025

0.49

The correlation between AXQE.DE and D5BI.DE has been stable across timeframes, ranging from 0.49 to 0.52 - a consistent structural relationship.

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Return for Risk

AXQE.DE vs. D5BI.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AXQE.DE
AXQE.DE Risk / Return Rank: 6363
Overall Rank
AXQE.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
AXQE.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
AXQE.DE Omega Ratio Rank: 7575
Omega Ratio Rank
AXQE.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
AXQE.DE Martin Ratio Rank: 6767
Martin Ratio Rank

D5BI.DE
D5BI.DE Risk / Return Rank: 7070
Overall Rank
D5BI.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
D5BI.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
D5BI.DE Omega Ratio Rank: 6363
Omega Ratio Rank
D5BI.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
D5BI.DE Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AXQE.DE vs. D5BI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.DE) and Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AXQE.DED5BI.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.34

Omega ratioGain probability vs. loss probability

1.35

1.31

+0.05

Calmar ratioReturn relative to maximum drawdown

2.63

3.08

-0.44

Martin ratioReturn relative to average drawdown

9.73

11.66

-1.93

AXQE.DE vs. D5BI.DE - Sharpe Ratio Comparison

The current AXQE.DE Sharpe Ratio is 1.50, which is comparable to the D5BI.DE Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of AXQE.DE and D5BI.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AXQE.DE vs. D5BI.DE - Drawdown Comparison

The maximum AXQE.DE drawdown since its inception was -19.63%, smaller than the maximum D5BI.DE drawdown of -55.39%. Use the drawdown chart below to compare losses from any high point for AXQE.DE and D5BI.DE.


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Drawdown Indicators


AXQE.DED5BI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.63%

-55.39%

+35.76%

Max Drawdown (1Y)

Largest decline over 1 year

-19.63%

-11.84%

-7.79%

Max Drawdown (3Y)

Largest decline over 3 years

-30.89%

Max Drawdown (5Y)

Largest decline over 5 years

-30.89%

Max Drawdown (10Y)

Largest decline over 10 years

-49.58%

Current Drawdown

Current decline from peak

-9.25%

-3.27%

-5.98%

Average Drawdown

Average peak-to-trough decline

-2.83%

-19.52%

+16.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.32%

3.13%

+2.19%

Volatility

AXQE.DE vs. D5BI.DE - Volatility Comparison

AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF EUR Hedged Accumulating (AXQE.DE) has a higher volatility of 10.06% compared to Xtrackers MSCI Mexico UCITS ETF (Acc) (D5BI.DE) at 5.92%. This indicates that AXQE.DE's price experiences larger fluctuations and is considered to be riskier than D5BI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AXQE.DED5BI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.06%

5.92%

+4.14%

Volatility (6M)

Calculated over the trailing 6-month period

32.52%

16.98%

+15.54%

Volatility (1Y)

Calculated over the trailing 1-year period

34.51%

20.08%

+14.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.11%

20.90%

+11.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.11%

23.92%

+8.19%

AXQE.DE vs. D5BI.DE - Expense Ratio Comparison

AXQE.DE has a 0.30% expense ratio, which is lower than D5BI.DE's 0.65% expense ratio.


Dividends

AXQE.DE vs. D5BI.DE - Dividend Comparison

Neither AXQE.DE nor D5BI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AXQE.DE and D5BI.DE have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AXQE.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AXQE.DE is cheaper with a 0.30% expense ratio, compared with 0.65% for D5BI.DE.

AXQE.DE tracks MSCI Emerging Markets ex China Climate Paris Aligned (EUR Hedged), while D5BI.DE tracks MSCI Mexico Index. They also come from different issuers: AXA IM and Xtrackers. Their fees differ too: 0.30% for AXQE.DE and 0.65% for D5BI.DE.

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